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OpenAlex Citation Counts

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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:

Asset Pricing in the Frequency Domain: Theory and Empirics
Ian Dew-Becker, Stefano Giglio
Review of Financial Studies (2016) Vol. 29, Iss. 8, pp. 2029-2068
Closed Access | Times Cited: 144

Showing 1-25 of 144 citing articles:

Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*
Jozef Baruník, Tomáš Křehlík
Journal of Financial Econometrics (2018) Vol. 16, Iss. 2, pp. 271-296
Open Access | Times Cited: 1204
Exploring the dynamic relationships between cryptocurrencies and other financial assets
Shaen Corbet, Andrew Meegan, Charles Larkin, et al.
Economics Letters (2018) Vol. 165, pp. 28-34
Open Access | Times Cited: 1121
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
Román Ferrer, Syed Jawad Hussain Shahzad, Raquel López Garcí­a, et al.
Energy Economics (2018) Vol. 76, pp. 1-20
Closed Access | Times Cited: 540
Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective
Xunxiao Wang, Yudong Wang
Energy Economics (2019) Vol. 80, pp. 995-1009
Closed Access | Times Cited: 172
Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
Claudiu Tiberiu Albulescu, Rıza Demirer, Ibrahim D. Raheem, et al.
Energy Economics (2019) Vol. 83, pp. 375-388
Closed Access | Times Cited: 155
Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
Lan Bai, Yu Wei, Jiahao Zhang, et al.
Energy Economics (2023) Vol. 123, pp. 106727-106727
Open Access | Times Cited: 62
Return spillover analysis across central bank digital currency attention and cryptocurrency markets
Yizhi Wang, Yu Wei, Brian M. Lucey, et al.
Research in International Business and Finance (2023) Vol. 64, pp. 101896-101896
Open Access | Times Cited: 45
Asset Pricing with Countercyclical Household Consumption Risk
George M. Constantinides, Anisha Ghosh
The Journal of Finance (2016) Vol. 72, Iss. 1, pp. 415-460
Open Access | Times Cited: 107
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity
Chi Keung Marco Lau, Samuel A. Vigne, Shixuan Wang, et al.
International Review of Financial Analysis (2017) Vol. 52, pp. 316-332
Open Access | Times Cited: 104
Dynamic frequency connectedness between oil and natural gas volatilities
Yuliya Lovcha, Alejandro Pérez-Laborda
Economic Modelling (2019) Vol. 84, pp. 181-189
Closed Access | Times Cited: 100
Temperature shocks and welfare costs
Michael Donadelli, Marcus Jüppner, Max Riedel, et al.
Journal of Economic Dynamics and Control (2017) Vol. 82, pp. 331-355
Open Access | Times Cited: 87
Network connectedness between natural gas markets, uncertainty and stock markets
Jiang-Bo Geng, Fu-Rui Chen, Qiang Ji, et al.
Energy Economics (2020) Vol. 95, pp. 105001-105001
Closed Access | Times Cited: 82
Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model
Yu Wei, Jiahao Zhang, Lan Bai, et al.
Renewable Energy (2022) Vol. 202, pp. 289-309
Closed Access | Times Cited: 63
Spectral factor models
Federico M. Bandi, Shomesh E. Chaudhuri, Andrew W. Lo, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 214-238
Closed Access | Times Cited: 62
Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks
Mehmet Balcılar, Hüseyin Özdemir, Büşra Ağan
Physica A Statistical Mechanics and its Applications (2022) Vol. 604, pp. 127885-127885
Closed Access | Times Cited: 53
Green bonds and conventional financial markets in China: A tale of three transmission modes
Tong Su, Zuopeng Zhang, Boqiang Lin
Energy Economics (2022) Vol. 113, pp. 106200-106200
Closed Access | Times Cited: 45
Do green and dirty investments hedge each other?
Kazi Sohag, M. Kabir Hassan, Stepan Bakhteyev, et al.
Energy Economics (2023) Vol. 120, pp. 106573-106573
Closed Access | Times Cited: 32
Business-cycle consumption risk and asset prices
Federico M. Bandi, Andrea Tamoni
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105447-105447
Closed Access | Times Cited: 30
Financial stress dynamics in the MENA region: Evidence from the Arab Spring
Ahmed H. Elsayed, Larisa Yarovaya
Journal of International Financial Markets Institutions and Money (2019) Vol. 62, pp. 20-34
Open Access | Times Cited: 70
Asymmetric and time-frequency spillovers among commodities using high-frequency data
Massimiliano Caporin, Muhammad Abubakr Naeem, Muhammad Arif, et al.
Resources Policy (2020) Vol. 70, pp. 101958-101958
Open Access | Times Cited: 69
Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate
Xunxiao Wang
Energy Economics (2020) Vol. 91, pp. 104900-104900
Closed Access | Times Cited: 63
Competition, Markups, and Predictable Returns
Alexandre Corhay, Howard Kung, Lukas Schmid
Review of Financial Studies (2020) Vol. 33, Iss. 12, pp. 5906-5939
Open Access | Times Cited: 63
Time-varying general dynamic factor models and the measurement of financial connectedness
Matteo Barigozzi, Marc Hallin, Stefano Soccorsi, et al.
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 324-343
Open Access | Times Cited: 51
Is volatility spillover enough for investor decisions? A new viewpoint from higher moments
Xie He, Shigeyuki Hamori
Journal of International Money and Finance (2021) Vol. 116, pp. 102412-102412
Open Access | Times Cited: 46
The propagation effect of climate risks on global stock markets: Evidence from the time and space domains
Libo Yin, Hong Cao
Energy Economics (2024) Vol. 132, pp. 107445-107445
Closed Access | Times Cited: 6
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