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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:

Volatility as a Transmitter of Systemic Risk: Is there a Structural Risk in Finance?
Harald A. Mieg
Risk Analysis (2020) Vol. 42, Iss. 9, pp. 1952-1964
Open Access | Times Cited: 24

Showing 24 citing articles:

A moving-window bayesian network model for assessing systemic risk in financial markets
Lupe S. H. Chan, Amanda M. Y. Chu, Mike K. P. So
PLoS ONE (2023) Vol. 18, Iss. 1, pp. e0279888-e0279888
Open Access | Times Cited: 13
Multilayer interbank networks and systemic risk propagation: Evidence from China
Chun Yan, Yi Ding, Wei Liu, et al.
Physica A Statistical Mechanics and its Applications (2023) Vol. 628, pp. 129144-129144
Closed Access | Times Cited: 13
Modeling renewable energy market performance under climate policy uncertainty: A novel multivariate quantile causality analysis
Avik Sinha, Muntasir Murshed, Narasingha Das, et al.
Risk Analysis (2025)
Closed Access
Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective
Barbara Będowska-Sójka, Agata Kliber
Energy Economics (2022) Vol. 115, pp. 106360-106360
Open Access | Times Cited: 21
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
Amine Ben Amar, Mondher Bouattour, Makram Bellalah, et al.
Finance research letters (2023) Vol. 55, pp. 103853-103853
Open Access | Times Cited: 12
The Stability of the Financial Cycle: Insights from a Markov Switching Regression in South Africa
Khwazi Magubane
Journal of risk and financial management (2025) Vol. 18, Iss. 2, pp. 76-76
Open Access
Dynamic connectedness and optimal hedging strategy among commodities and financial indices
Néjib Hachicha, Amine Ben Amar, Ikrame Ben Slimane, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102290-102290
Closed Access | Times Cited: 18
Cross-regional connectedness of financial market: Measurement and determinants
Xin Yang, Xuya Wang, Jie Cao, et al.
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102157-102157
Closed Access | Times Cited: 3
Assessing stock market contagion and complex dynamic risk spillovers during COVID-19 pandemic
Yunfan Lu, Di Xiao, Zhiyong Zheng
Nonlinear Dynamics (2023) Vol. 111, Iss. 9, pp. 8853-8880
Open Access | Times Cited: 8
FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model
X. Li, Xinjie Shen, Yawen Zeng, et al.
(2024), pp. 319-327
Open Access | Times Cited: 2
On the predictive power of network statistics for financial risk indicators
Jianhua Song, Zhepei Zhang, Mike K. P. So
Journal of International Financial Markets Institutions and Money (2021) Vol. 75, pp. 101420-101420
Open Access | Times Cited: 13
Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach
Omid Farkhondeh Rouz, Hossein Sohrabi Vafa, Arash Sioofy Khoojine, et al.
Risk Management (2024) Vol. 26, Iss. 2
Open Access | Times Cited: 1
Analysis Volatility Spillover of Stock Index in ASEAN (Case Study: Indonesia, Singapore, Malaysia)
Kirana Fara Labitta, Dwi Susanti, Sukono Sukono
International Journal of Quantitative Research and Modeling (2024) Vol. 5, Iss. 1, pp. 20-25
Open Access | Times Cited: 1
Changing risk-taking: the effects of tasks and incentives on the variability of risk-taking
Emma Soane, Lisa Aufegger
Journal of Risk Research (2024) Vol. 27, Iss. 4, pp. 581-596
Open Access | Times Cited: 1
Temperature fluctuations, climate uncertainty, and financing hindrance
Qingyang Wu, Muhammad Shahbaz, Ioannis Kyriakou
Journal of Regional Science (2024)
Open Access | Times Cited: 1
Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis
Rui Ren, Michael Althof, Wolfgang Karl Härdle
SSRN Electronic Journal (2020)
Open Access | Times Cited: 7
FINANCIAL RISK METER FOR CRYPTOCURRENCIES AND TAIL RISK NETWORK-BASED PORTFOLIO CONSTRUCTION
Rui Ren, Michael Althof, Wolfgang Karl Härdle
The Singapore Economic Review (2022), pp. 1-27
Closed Access | Times Cited: 4
Stochastic ordering of systemic risk in commodity markets
Giacomo Morelli
Energy Economics (2022) Vol. 117, pp. 106446-106446
Closed Access | Times Cited: 3
Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk
George Tzagkarakis, Eleftheria Lydaki, Frantz Maurer
Computational Economics (2024)
Closed Access
Oil Prices and Systemic Financial Risk: A Complex Network Analysis
Fenghua Wen, Kangsheng Wang, Xu Gong
(2023)
Closed Access | Times Cited: 1
Das systemische Risiko des (globalisierten) Funktionssystems „Finance“ für Städte
Harald A. Mieg
Jahrbuch Stadterneuerung (2023), pp. 1-17
Closed Access
Measuring the response of the property price index to monetary policy shock: Evidence from emerging market economies
Cep Jandi Anwar, Akhmadi Akhmadi, Kelvin Mardha Sofyan, et al.
Asian Economic and Financial Review (2023) Vol. 13, Iss. 7, pp. 478-491
Open Access
RISIKO UTAMA DAN PENGARUHNYA PADA PROFITABILITAS BANK
Pandu Adi Cakranegara
Jurnal Ekobis Ekonomi Bisnis & Manajemen (2021) Vol. 11, Iss. 2, pp. 365-379
Open Access
Risk and Return Analysis in Indonesian Banking Industries
Pandu Adi Cakranegara
KINERJA (2021) Vol. 25, Iss. 2, pp. 164-178
Open Access
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