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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:

Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula
John Weirstrass Muteba Mwamba, Sutene Mwambetania Mwambi
International Journal of Financial Studies (2021) Vol. 9, Iss. 2, pp. 30-30
Open Access | Times Cited: 13

Showing 13 citing articles:

Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting
Min Liu, Chien‐Chiang Lee
Energy Economics (2021) Vol. 103, pp. 105622-105622
Closed Access | Times Cited: 118
An empirical study on the response of the energy market to the shock from the artificial intelligence industry
Min Liu, Hongfei Liu, Chien‐Chiang Lee
Energy (2023) Vol. 288, pp. 129655-129655
Closed Access | Times Cited: 28
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index
Ozan Evkaya, İsmail Gür, Bükre Yıldırım Külekci, et al.
Computational Economics (2024) Vol. 64, Iss. 5, pp. 2935-2980
Open Access | Times Cited: 3
COVID-19 pandemic and the dependence structure of global stock markets
Faheem Aslam, Khurrum S. Mughal, Saqib Aziz, et al.
Applied Economics (2021) Vol. 54, Iss. 18, pp. 2013-2031
Closed Access | Times Cited: 20
Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models
Wang Jia, MengChu Zhou, Xiwang Guo, et al.
IEEE Transactions on Computational Social Systems (2024) Vol. 11, Iss. 3, pp. 3391-3406
Closed Access | Times Cited: 2
Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets
Qichang Xie, Tingwei Fang, Xueyun Rong, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103162-103162
Closed Access | Times Cited: 2
Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods
Hamdan Bukenya Ntare, John Weirstrass Muteba Mwamba, Franck Adékambi
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access
Modeling the distribution of jet fuel price returns based on fat-tail stable Paretian distribution
Shuang Lin, Shengda Zhang, Chaofeng Wang, et al.
PLoS ONE (2024) Vol. 19, Iss. 10, pp. e0309975-e0309975
Open Access
Empirical Performance of an ESG Assets Portfolio from US Market
Frédy Pokou, Jules Sadefo Kamdem, François Benhmad
Computational Economics (2023) Vol. 64, Iss. 3, pp. 1569-1638
Closed Access | Times Cited: 1
Dynamic tail dependence on China's carbon market and EU carbon market
Juan Meng, Sisi Hu, Bin Mo
Data Science in Finance and Economics (2021) Vol. 1, Iss. 4, pp. 393-407
Open Access | Times Cited: 3
Testing an Algorithm with Asymmetric Markov-Switching GARCH Models in US Stock Trading
Oscar V. De la Torre-Torres, Dora Aguilasocho Montoya, José Álvarez‐García
Symmetry (2021) Vol. 13, Iss. 12, pp. 2346-2346
Open Access | Times Cited: 1
Análise dinâmica de volatilidade para os setores do mercado acionário brasileiro: uma aplicação do modelo MRS-GARCH
Bruno Pereira Conte, Paulo Sérgio Ceretta
RACE - Revista de Administração Contabilidade e Economia (2022) Vol. 21, Iss. 1, pp. 101-120
Open Access
COVID-19 Pandemic and the Dependence Structure of Global Stock Markets
Faheem Aslam, Khurrum S. Mughal, Saqib Aziz, et al.
SSRN Electronic Journal (2021)
Closed Access
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