Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Is the Korean housing market following Gangnam style?
Khamis Hamed Al‐Yahyaee, Walid Mensi, Hee-Un Ko, et al.
Empirical Economics (2020) Vol. 61, Iss. 4, pp. 2041-2072
Open Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios
Walid Mensi, Refk Selmi, Sami Al Kharusi, et al.
Resources Policy (2024) Vol. 91, pp. 104888-104888
Closed Access | Times Cited: 18
Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants
Walid Mensi, Salem Adel Ziadat, Abdel Razzaq Al Rababa’a, et al.
The Quarterly Review of Economics and Finance (2024) Vol. 95, pp. 1-17
Closed Access | Times Cited: 12
Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications
Waild Mensi, Mariya Gubareva, Khamis Hamed Al‐Yahyaee, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 9
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
International Review of Economics & Finance (2024) Vol. 93, pp. 1176-1197
Closed Access | Times Cited: 9
Higher-order moment connectedness between stock and commodity markets and portfolio management
Walid Mensi, Hee-Un Ko, Ahmet Şensoy, et al.
Resources Policy (2024) Vol. 89, pp. 104647-104647
Closed Access | Times Cited: 8
Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets
Walid Mensi, Mariya Gubareva, Oluwasegun B. Adekoya, et al.
Renewable Energy (2024) Vol. 231, pp. 120943-120943
Closed Access | Times Cited: 8
Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility
Mosab I. Tabash, Umaid A. Sheikh, Walid Mensi, et al.
Borsa Istanbul Review (2024) Vol. 24, Iss. 6, pp. 1146-1165
Open Access | Times Cited: 6
Life cycle assessment and costing of carbon neutral hybrid-timber building renovation systems: Three applications in the Republic of Korea
Fabrizio M. Amoruso, Thorsten Schuetze
Building and Environment (2022) Vol. 222, pp. 109395-109395
Closed Access | Times Cited: 28
Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets
Walid Mensi, Tapas Mishra, Hee-Un Ko, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102296-102296
Closed Access | Times Cited: 5
Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes
Walid Mensi, Anoop Kumar, Hee-Un Ko, et al.
Eurasian economic review (2024) Vol. 14, Iss. 2, pp. 507-538
Closed Access | Times Cited: 4
Putting a Ceiling on Housing Costs: The Aftermath of Nationwide Rent Control in the Case of Jeonse System in Korea
Kang Mo Koo, J. H. Kim
Journal of Housing Economics (2025), pp. 102045-102045
Closed Access
Extreme return connectedness across environmental, social and governance indices and Brent crude oil markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
Journal of Financial Economic Policy (2025)
Closed Access
A Machine Learning-Based Early Warning System for the Housing and Stock Markets
Daehyeon Park, Doojin Ryu
IEEE Access (2021) Vol. 9, pp. 85566-85572
Open Access | Times Cited: 23
Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions
Kola Ijasan, Peterson Owusu, George Tweneboah, et al.
Advances in Decision Sciences (2021) Vol. 25, Iss. 3, pp. 58-91
Open Access | Times Cited: 22
Quantile connectedness between China’s new energy market and other key financial markets
Feng Shi, Hongjun Xiong, Ming Ji
Applied Economics (2024), pp. 1-18
Closed Access | Times Cited: 2
Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries
Walid Mensi, Rim El Khoury, Sami Al Kharusi, et al.
International Review of Economics & Finance (2024) Vol. 96, pp. 103533-103533
Closed Access | Times Cited: 2
Micro-Analysis of Price Spillover Effect among Regional Housing Submarkets in Korea: Evidence from the Seoul Metropolitan Area
Leeyoung Kim, seo wonseok
Land (2021) Vol. 10, Iss. 8, pp. 879-879
Open Access | Times Cited: 12
Can volume be more informative than prices? Evidence from Chinese housing markets
Jian Yang, Meng Tong, Ziliang Yu
Review of Quantitative Finance and Accounting (2023) Vol. 61, Iss. 2, pp. 633-672
Closed Access | Times Cited: 4
Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline
Walid Mensi, Mariem Brahim, Shawkat Hammoudeh, et al.
Resources Policy (2024) Vol. 93, pp. 105077-105077
Closed Access | Times Cited: 1
Time‐varying connectedness of metropolitan housing markets
James E. Payne, Xiaojin Sun
Real Estate Economics (2022) Vol. 51, Iss. 2, pp. 470-502
Closed Access | Times Cited: 4
Putting a Ceiling on Housing Costs: The Aftermath of Constraining Rent Escalation in Korea
Kang Mo Koo, J. H. Kim
(2024)
Closed Access
The Mathematical Simulation of South Korea’s Financial and Economic Impacts from Real Estate Bubbles: Lessons from the China Evergrande Collapse
Dongxue Wang, Yugang He
Mathematics (2024) Vol. 12, Iss. 19, pp. 3058-3058
Open Access
Study on Spillover Effects in the Korean Housing Market Using the Frequency Connectedness Approach
SEUNG-JOON PARK, BuKwon Kim
Housing Finance Research (2024) Vol. 8, Iss. 2, pp. 149-175
Closed Access
Spillover effects of financial uncertainty on the housing market: A mixed-frequency time series analysis approach*
Woo Suk Lee
Journal of Housing and Urban Finance (2024) Vol. 9, Iss. 2, pp. 5-28
Open Access
Analysis on the Spillover Effect in the Korean Housing Market: With Quantile Spillover Index
Hee-Un Ko, Sang Hoon Kang
Housing Finance Research (2023) Vol. 7, Iss. 1, pp. 131-152
Open Access | Times Cited: 1
Page 1 - Next Page

Scroll to top