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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:

Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market
José Da Fonseca, Katja Ignatieva, Jonathan Ziveyi
Energy Economics (2016) Vol. 56, pp. 215-228
Open Access | Times Cited: 20

Showing 20 citing articles:

Oil volatility and sovereign risk of BRICS
Elie Bouri, Syed Jawad Hussain Shahzad, Naveed Raza, et al.
Energy Economics (2018) Vol. 70, pp. 258-269
Closed Access | Times Cited: 95
Carbon emissions and credit ratings
Md Safiullah, Md. Nurul Kabir, Mohammad Dulal Miah
Energy Economics (2021) Vol. 100, pp. 105330-105330
Closed Access | Times Cited: 94
Geo-economic approach to energy security measurement – principal component analysis
Mirjana Radovanović, Sanja Filipović, Vladimir Golušin
Renewable and Sustainable Energy Reviews (2017) Vol. 82, pp. 1691-1700
Closed Access | Times Cited: 74
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis
Syed Jawad Hussain Shahzad, Nader Naifar, Shawkat Hammoudeh, et al.
Energy Economics (2017) Vol. 68, pp. 327-339
Closed Access | Times Cited: 70
Oil market conditions and sovereign risk in MENA oil exporters and importers
Elie Bouri, Imad Kachacha, David Roubaud
Energy Policy (2019) Vol. 137, pp. 111073-111073
Closed Access | Times Cited: 56
Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis
Vimmy Bajaj, Pawan Kumar, Vipul Kumar Singh
Research in International Business and Finance (2021) Vol. 59, pp. 101566-101566
Closed Access | Times Cited: 37
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis
Massaporn Cheuathonghua, Maria E. de Boyrie, Ivelina Pavlova, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102033-102033
Closed Access | Times Cited: 24
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach
Elie Bouri, Naji Jalkh, David Roubaud
Resources Policy (2017) Vol. 61, pp. 385-392
Closed Access | Times Cited: 42
Predicting Stock Market Index and Credit Default Swap Spreads using Artificial Intelligence and Determining Non-Linear Relations
Ayben Koy, Andaç Batur Çolak
Archives of Advanced Engineering Science (2023)
Open Access | Times Cited: 13
CDS Primleri ile Petrol Arasındaki Bağlantılılık ve Portföy Stratejileri: Asimetrik TVP-VAR Yaklaşımdan Kanıtlar
Bahri Fatih Tekin, Zekai ŞENOL
Trends in Business and Economics (2025) Vol. 39, Iss. 2, pp. 231-253
Open Access
Systemwide directional connectedness from Crude Oil to sovereign credit risk
Vimmy Bajaj, Pawan Kumar, Vipul Kumar Singh
Journal of commodity markets (2022) Vol. 30, pp. 100272-100272
Closed Access | Times Cited: 13
Asset pricing factors and bank CDS spreads
Dimitrios Koutmos
Journal of International Financial Markets Institutions and Money (2018) Vol. 58, pp. 19-41
Closed Access | Times Cited: 15
Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach
Saker Sabkha, Christian de Peretti, Dorra Mezzez Hmaied
Research in International Business and Finance (2019) Vol. 50, pp. 106-133
Open Access | Times Cited: 10
Oil and Sovereign Credit Risk: Asymmetric Nonlinear Dynamic Interactions
Geoffrey Ngene, Jinghua Wang, M. Kabir Hassan, et al.
Emerging Markets Finance and Trade (2019) Vol. 57, Iss. 7, pp. 2006-2022
Closed Access | Times Cited: 10
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Nader Trabelsi, Aviral Kumar Tiwari, Shawkat Hammoudeh
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101715-101715
Closed Access | Times Cited: 6
The Impact of Oil Shocks on Sovereign Default Risk
Sultan Alturki, Ann Marie Hibbert
World Bank, Washington, DC eBooks (2021)
Open Access | Times Cited: 6
The Influence of Equity Market Sentiment on Credit Default Swap Markets: Evidence from Wavelet Quantile Regression
Weifang Mao, Huiming Zhu, Hao Wu, et al.
Complexity (2023) Vol. 2023, pp. 1-21
Open Access | Times Cited: 2
International Announcements and WTI Crude Oil Futures: Evidence from the 2008 Crisis Period
Κωνσταντίνος Γκίλλας, Christoforos Konstantatos, Αθανάσιος Τσαγκανός, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 1
What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries
Yihong Ma, Simon Cottrell, Sarath Delpachitra, et al.
The Energy Journal (2022) Vol. 44, Iss. 5, pp. 277-300
Closed Access | Times Cited: 1
Financialized Commodities and Stock Indices Volatilities
Rangga Handika, Sania Ashraf
EUROPEAN RESEARCH STUDIES JOURNAL (2018) Vol. XXI, Iss. Issue 1, pp. 153-164
Open Access
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