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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.

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Showing 1-25 of 279 citing articles:

Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
Nikolaos Antonakakis, Ioannis Chatziantoniou, David Gabauer
Journal of risk and financial management (2020) Vol. 13, Iss. 4, pp. 84-84
Open Access | Times Cited: 944
Return connectedness across asset classes around the COVID-19 outbreak
Elie Bouri, Oğuzhan Çepni, David Gabauer, et al.
International Review of Financial Analysis (2020) Vol. 73, pp. 101646-101646
Open Access | Times Cited: 484
How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques
Oluwasegun B. Adekoya, Johnson A. Oliyide
Resources Policy (2020) Vol. 70, pp. 101898-101898
Open Access | Times Cited: 328
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
Mehmet Balcılar, David Gabauer, Zaghum Umar
Resources Policy (2021) Vol. 73, pp. 102219-102219
Closed Access | Times Cited: 294
Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication
Imran Yousaf, Larisa Yarovaya
Global Finance Journal (2022) Vol. 53, pp. 100719-100719
Closed Access | Times Cited: 217
Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre
Shaen Corbet, Yang Hou, Yang Hu, et al.
International Review of Economics & Finance (2020) Vol. 71, pp. 55-81
Open Access | Times Cited: 210
Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
Manel Youssef, Khaled Mokni, Ahdi Noomen Ajmi
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 191
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Tangyong Liu, Xu Gong
Energy Economics (2020) Vol. 87, pp. 104711-104711
Closed Access | Times Cited: 188
The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets
Md. Kausar Alam, Mosab I. Tabash, Mabruk Billah, et al.
Journal of risk and financial management (2022) Vol. 15, Iss. 8, pp. 352-352
Open Access | Times Cited: 135
Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis
Jieru Wan, Libo Yin, You Wu
International Review of Economics & Finance (2023) Vol. 89, pp. 397-428
Closed Access | Times Cited: 130
The realized volatility of commodity futures: Interconnectedness and determinants
Elie Bouri, Brian M. Lucey, Tareq Saeed, et al.
International Review of Economics & Finance (2021) Vol. 73, pp. 139-151
Closed Access | Times Cited: 126
Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic
Imran Yousaf, Ramzi Nekhili, Mariya Gubareva
International Review of Financial Analysis (2022) Vol. 81, pp. 102082-102082
Closed Access | Times Cited: 121
The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework
Hyungjin Ko, Bumho Son, Yunyoung Lee, et al.
Finance research letters (2022) Vol. 47, pp. 102784-102784
Closed Access | Times Cited: 103
The spillover effect between Chinese crude oil futures market and Chinese green energy stock market
Jingpeng Li, Muhammad Umar, Jiale Huo
Energy Economics (2023) Vol. 119, pp. 106568-106568
Closed Access | Times Cited: 73
Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework
Houjian Li, Qingman Li, Xinya Huang, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102502-102502
Closed Access | Times Cited: 72
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach
Ioannis Chatziantoniou, David Gabauer, Rangan Gupta
Resources Policy (2023) Vol. 84, pp. 103729-103729
Open Access | Times Cited: 70
Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war
Sanjeev Kumar, Reetika Jain, Narain, et al.
International Review of Economics & Finance (2023) Vol. 88, pp. 547-593
Open Access | Times Cited: 49
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies
Ioannis Chatziantoniou, Ahmed H. Elsayed, David Gabauer, et al.
Energy Economics (2023) Vol. 120, pp. 106627-106627
Closed Access | Times Cited: 47
Connectedness across meme assets and sectoral markets: Determinants and portfolio management
Ahmed H. Elsayed, Mohammad Enamul Hoque, Mabruk Billah, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103177-103177
Closed Access | Times Cited: 17
Exploring interconnectedness between climate change, renewable energy, technological innovation, and G-17 banking stock markets
Ijaz Younis, Waheed Ullah Shah, Ibtissem Missaoui, et al.
Journal of Cleaner Production (2024) Vol. 449, pp. 141667-141667
Closed Access | Times Cited: 16
Financial technology and climate risks in the financial market
Jian Yao, Cunyi Yang
International Review of Financial Analysis (2025), pp. 103920-103920
Closed Access | Times Cited: 2
Uncertainty and crude oil market volatility: new evidence
Chao Liang, Yu Wei, Xiafei Li, et al.
Applied Economics (2019) Vol. 52, Iss. 27, pp. 2945-2959
Closed Access | Times Cited: 140
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms
David Gabauer
Journal of Forecasting (2020) Vol. 39, Iss. 5, pp. 788-796
Open Access | Times Cited: 121
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression
Nikolaos Antonakakis, David Gabauer, Rangan Gupta
International Review of Financial Analysis (2019) Vol. 65, pp. 101382-101382
Open Access | Times Cited: 112
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market
Feng He, Ziwei Wang, Libo Yin
The North American Journal of Economics and Finance (2019) Vol. 51, pp. 101084-101084
Closed Access | Times Cited: 112
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