OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
Time-frequency moment interdependence of equity, oil, and gold markets during the COVID-19 pandemic
Walid M.A. Ahmed, Mohamed A.E. Sleem
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 7
Walid M.A. Ahmed, Mohamed A.E. Sleem
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 7
Showing 7 citing articles:
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 72
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 72
Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic
Jinxin Cui, Aktham Maghyereh
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 37
Jinxin Cui, Aktham Maghyereh
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 37
Realized higher-order moments spillovers across cryptocurrencies
Nicholas Apergis
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101763-101763
Closed Access | Times Cited: 19
Nicholas Apergis
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101763-101763
Closed Access | Times Cited: 19
Spillover in higher‐order moments across carbon and energy markets: A portfolio view
Rizwan Ahmed, Elie Bouri, Seyed Mehdi Hosseini, et al.
European Financial Management (2024) Vol. 30, Iss. 5, pp. 2556-2595
Open Access | Times Cited: 6
Rizwan Ahmed, Elie Bouri, Seyed Mehdi Hosseini, et al.
European Financial Management (2024) Vol. 30, Iss. 5, pp. 2556-2595
Open Access | Times Cited: 6
Spillovers of good and bad volatility in Asian emerging markets: insights from global and regional perspectives
Boubekeur Baba
Journal of Economics and Finance (2024)
Closed Access
Boubekeur Baba
Journal of Economics and Finance (2024)
Closed Access
Unveiling multiscale spatiotemporal dynamics of volatility in high-frequency financial markets
Fang-Yan Ouyang, Wenyan Peng, Tingting Chen
PLoS ONE (2024) Vol. 19, Iss. 12, pp. e0315308-e0315308
Open Access
Fang-Yan Ouyang, Wenyan Peng, Tingting Chen
PLoS ONE (2024) Vol. 19, Iss. 12, pp. e0315308-e0315308
Open Access
COVİD-19 Döneminde Hisse Senedi Volatilitesi, Likidite, Döviz Kuru Getirisi Ve Hisse Senedi Getirisi Arasindaki İlişki: BİST-100 Örneği
Emre Bulut, Ahmed İhsan Şimşek
Bingöl Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2023) Vol. 7, Iss. 1, pp. 121-135
Open Access
Emre Bulut, Ahmed İhsan Şimşek
Bingöl Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2023) Vol. 7, Iss. 1, pp. 121-135
Open Access
