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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:

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

Showing 1-25 of 484 citing articles:

Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
Muhammad Umar, Saqib Farid, Muhammad Abubakr Naeem
Energy (2021) Vol. 240, pp. 122702-122702
Closed Access | Times Cited: 250
Quantile connectedness in the cryptocurrency market
Elie Bouri, Tareq Saeed, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 71, pp. 101302-101302
Closed Access | Times Cited: 247
NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic
David Y. Aharon, Ender Demir
Finance research letters (2021) Vol. 47, pp. 102515-102515
Open Access | Times Cited: 225
The new crypto niche: NFTs, play-to-earn, and metaverse tokens
David Vidal-Tomás
Finance research letters (2022) Vol. 47, pp. 102742-102742
Open Access | Times Cited: 188
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Walid Mensi, Abdel Razzaq Al Rababa’a, Xuan Vinh Vo, et al.
Energy Economics (2021) Vol. 98, pp. 105262-105262
Closed Access | Times Cited: 187
Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
Muhammad Abubakr Naeem, Saqib Farid, Román Ferrer, et al.
Energy Policy (2021) Vol. 153, pp. 112285-112285
Closed Access | Times Cited: 175
Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
Bana Abuzayed, Elie Bouri, Nedal Al‐Fayoumi, et al.
Economic Analysis and Policy (2021) Vol. 71, pp. 180-197
Closed Access | Times Cited: 171
Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis
Ikram Jebabli, Noureddine Kouaissah, Mohamed El Hédi Arouri
Finance research letters (2021) Vol. 46, pp. 102363-102363
Closed Access | Times Cited: 152
International stock market risk contagion during the COVID-19 pandemic
Yuntong Liu, Yu Wei, Qian Wang, et al.
Finance research letters (2021) Vol. 45, pp. 102145-102145
Open Access | Times Cited: 149
Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis
Zaghum Umar, Mariya Gubareva, Тамара Теплова, et al.
Finance research letters (2022) Vol. 47, pp. 102725-102725
Open Access | Times Cited: 139
Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change
Qian Ding, Jianbai Huang, Hongwei Zhang
International Review of Financial Analysis (2022) Vol. 83, pp. 102222-102222
Closed Access | Times Cited: 138
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: 134
Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities
Saqib Farid, Muhammad Abubakr Naeem, Andrea Paltrinieri, et al.
Energy Economics (2022) Vol. 109, pp. 105962-105962
Open Access | Times Cited: 132
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Larisa Yarovaya, Janusz Brzeszczyński, John W. Goodell, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101589-101589
Open Access | Times Cited: 132
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
Spillovers in higher moments and jumps across US stock and strategic commodity markets
Elie Bouri, Xiaojie Lei, Naji Jalkh, et al.
Resources Policy (2021) Vol. 72, pp. 102060-102060
Closed Access | Times Cited: 128
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
Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
Syed Jawad Hussain Shahzad, Elie Bouri, Ladislav Krištoufek, et al.
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 124
Volatility spillovers across NFTs news attention and financial markets
Yizhi Wang
International Review of Financial Analysis (2022) Vol. 83, pp. 102313-102313
Open Access | Times Cited: 124
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
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Walid Mensi, Imran Yousaf, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101487-101487
Closed Access | Times Cited: 116
Quantifying the asymmetric spillovers in sustainable investments
Najaf Iqbal, Muhammad Abubakr Naeem, Muhammad Tahir Suleman
Journal of International Financial Markets Institutions and Money (2021) Vol. 77, pp. 101480-101480
Closed Access | Times Cited: 105
Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets
Muhammad Abubakr Naeem, Sitara Karim, Gazi Salah Uddin, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102283-102283
Open Access | Times Cited: 81
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Mehrad Asadi, David Roubaud, Aviral Kumar Tiwari
Energy Economics (2022) Vol. 109, pp. 105961-105961
Closed Access | Times Cited: 80
How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices
Renata Karkowska, Szczepan Urjasz
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101768-101768
Open Access | Times Cited: 73
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