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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:

Correlation dynamics and international diversification benefits
Peter Christoffersen, Vihang R. Errunza, Kris Jacobs, et al.
International Journal of Forecasting (2014) Vol. 30, Iss. 3, pp. 807-824
Open Access | Times Cited: 133

Showing 26-50 of 133 citing articles:

Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Nana Kwasi Karikari, et al.
Energy Economics (2022) Vol. 108, pp. 105891-105891
Closed Access | Times Cited: 35
Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Yu Wei, Yizhi Wang, Samuel A. Vigne, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101821-101821
Open Access | Times Cited: 22
Do green economy stocks matter for the carbon and energy markets? Evidence of connectedness effects and hedging strategies
Yingyue Sun, Yu Wei, Y. Wang
China Finance Review International (2024) Vol. 14, Iss. 4, pp. 666-693
Closed Access | Times Cited: 6
Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach
Guangxi Cao, Fei Xie
International Journal of Finance & Economics (2023)
Closed Access | Times Cited: 15
Connectedness between monetary policy uncertainty and sectoral stock market returns: Evidence from asymmetric TVP-VAR approach
Syed Ali Raza, Arshian Sharif, Satish Kumar, et al.
International Review of Financial Analysis (2023) Vol. 90, pp. 102946-102946
Closed Access | Times Cited: 13
Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets
Yu Lou, Chao Xiao, Yi Lian
PLoS ONE (2024) Vol. 19, Iss. 1, pp. e0296501-e0296501
Open Access | Times Cited: 5
Modeling Financial Sector Joint Tail Risk in the Euro Area
André Lucas, Bernd Schwaab, Xin Zhang
Journal of Applied Econometrics (2016) Vol. 32, Iss. 1, pp. 171-191
Open Access | Times Cited: 41
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets
Esther B. Del Brío, Andrés Mora‐Valencia, Javier Perote
Emerging Markets Review (2017) Vol. 31, pp. 96-115
Closed Access | Times Cited: 41
Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics
Stavroula Yfanti, Menelaos Karanasos, Constantin Zopounidis, et al.
European Journal of Operational Research (2022) Vol. 304, Iss. 2, pp. 813-831
Open Access | Times Cited: 20
Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic
Remzi Gök, Elie Bouri, Eray Gemi̇ci̇
Research in International Business and Finance (2023) Vol. 66, pp. 102023-102023
Closed Access | Times Cited: 12
Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation
Danyang Xu, Yang Hu, Shaen Corbet, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102329-102329
Open Access | Times Cited: 4
Does CEA or EUA matter for major commodity markets? Fresh evidence from the analysis of information spillovers and portfolio diversification
Jiahao Zhang, Yu Wei
China Finance Review International (2024)
Closed Access | Times Cited: 4
Dynamic risk and hedging strategies in post-COVID digital asset sectors
SeungOh Han
Research in International Business and Finance (2025) Vol. 75, pp. 102742-102742
Closed Access
Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China
Huai-Long Shi, Huayi Chen
Global Finance Journal (2025), pp. 101079-101079
Closed Access
Portfolio diversification during recent stress and stress-free episodes: insights from three alternative portfolio methods
Amine Ben Amar, Chiheb Féki, Makram Bellalah
Annals of Operations Research (2025)
Closed Access
Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
The Quarterly Review of Economics and Finance (2025) Vol. 100, pp. 101974-101974
Closed Access
Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification
Saswat Patra, Kunjana Malik
Global Finance Journal (2025), pp. 101094-101094
Closed Access
Does investment in fintech assets enhance performance in China’s financial sector? Evidence from multiple investment strategies
Xin Li, Kai-Hua Wang
Electronic Commerce Research (2025)
Closed Access
ESG Leaders and Crypto Currency Market: Asymmetric TVP-VAR Connectedness and Investment Approaches
Rashida Bibi, Saqib Gulzar, Syed Jawad Hussain Shahzad
Research in International Business and Finance (2025), pp. 102833-102833
Closed Access
Connectedness and Investment Strategies of Volatile Assets: DCC-GARCH R2 Analysis of Cryptocurrencies and Emerging Market Sectors
Muhammad Adnan Aslam, Rayenda Khresna Brahmana
Borsa Istanbul Review (2025)
Open Access
Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors
Rong Huang, Dimos S Kambouroudis, David G. McMillan
Journal of Asset Management (2025)
Open Access
Green bonds & clean energy in sustainable finance: Evidence from DCC-GARCH connectedness
Konstantinos Ν. Konstantakis, Pavlos Koulmas, Panayotis G. Michaelides, et al.
International Review of Financial Analysis (2025), pp. 104168-104168
Closed Access
Tokens and cryptocurrencies: Evidence from asymmetric frequency connectedness approach
Marouene Mbarek, Badreddine Msolli
Research in International Business and Finance (2025), pp. 102884-102884
Closed Access
Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification
Muhammad Ijaz, Aman Ullah, Sang Hoon Kang
Energy Economics (2025), pp. 108493-108493
Closed Access
Risk spillovers between crude oil and agricultural commodities in India: Insights from two major global disruptions
Aswini Kumar Mishra, Ashok K. Mishra, Krishnan Anand, et al.
European Review of Agricultural Economics (2025)
Closed Access

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