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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:

A network perspective of comovement and structural change: Evidence from the Chinese stock market
Chuangxia Huang, Yunke Deng, Xiaoguang Yang, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101782-101782
Closed Access | Times Cited: 46

Showing 1-25 of 46 citing articles:

Geopolitical risk and dynamic connectedness between commodity markets
Xu Gong, Jun Xu
Energy Economics (2022) Vol. 110, pp. 106028-106028
Closed Access | Times Cited: 219
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Zhifeng Dai, Haoyang Zhu
International Review of Economics & Finance (2022) Vol. 83, pp. 421-450
Closed Access | Times Cited: 65
Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes
Lin Chen, Fenghua Wen, Wanyang Li, et al.
Energy Economics (2022) Vol. 107, pp. 105857-105857
Closed Access | Times Cited: 55
Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective
Shigang Wen, Jianping Li, Chuangxia Huang, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 88, pp. 190-202
Closed Access | Times Cited: 37
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective
Matteo Foglia, Caterina Di Tommaso, Gang‐Jin Wang, et al.
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101942-101942
Closed Access | Times Cited: 8
Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
Xiao-Li Gong, Jianmin Liu, Xiong Xiong, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102359-102359
Closed Access | Times Cited: 34
Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach
Ze Wang, Xiangyun Gao, Shupei Huang, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102361-102361
Closed Access | Times Cited: 26
Dynamic analysis and community recognition of stock price based on a complex network perspective
Yingrui Zhou, Zengqiang Chen, Zhongxin Liu
Expert Systems with Applications (2022) Vol. 213, pp. 118944-118944
Closed Access | Times Cited: 24
How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts
Nasir Khan, Sami Mejri, Shawkat Hammoudeh
Energy Economics (2024) Vol. 138, pp. 107812-107812
Closed Access | Times Cited: 5
Extreme event shocks and dynamic volatility interactions: The stock, commodity, and carbon markets in China
Lili Zhao, Wenhua Liu, Min Zhou, et al.
Finance research letters (2021) Vol. 47, pp. 102645-102645
Closed Access | Times Cited: 31
Geopolitical risk on energy, agriculture, livestock, precious and industrial metals: New insights from a Markov Switching model
Ilyes Abid, Abderrazak Dhaoui, Olfa Kaabia, et al.
Resources Policy (2023) Vol. 85, pp. 103925-103925
Open Access | Times Cited: 12
The Benefit of Being Central: Stock Network Centrality and Stock Price Crashes
Chuangxia Huang, Yanchen Deng, Xiaoguang Yang, et al.
Journal of Systems Science and Complexity (2025)
Closed Access
Optimizing Investment Strategies: Harnessing the Power of K-Line Complex Networks
Qiujun Lan, Haojie Li, Xianhua Mi, et al.
International Review of Economics & Finance (2025), pp. 104024-104024
Open Access
Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
Xuening Zhu, Ganggang Xu, Jianqing Fan
Journal of Econometrics (2023), pp. 105564-105564
Open Access | Times Cited: 9
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
Chuangxia Huang, Xian Zhao, Yunke Deng, et al.
International Review of Economics & Finance (2021) Vol. 78, pp. 81-94
Closed Access | Times Cited: 21
Can financial crisis be detected? Laplacian energy measure
Chuangxia Huang, Yunke Deng, Xin Yang, et al.
European Journal of Finance (2022) Vol. 29, Iss. 9, pp. 949-976
Closed Access | Times Cited: 14
Forecasting stock market volatility: Can the risk aversion measure exert an important role?
Zhifeng Dai, Xiaoming Chang
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101510-101510
Closed Access | Times Cited: 19
The risk spillover of high carbon enterprises in China: Evidence from the stock market
Baohui Wu, Pingheng Zhu, Hua Yin, et al.
Energy Economics (2023) Vol. 126, pp. 106939-106939
Closed Access | Times Cited: 7
Investigating extreme linkage topology in the aerospace and defence industry
Elie Bouri, Barry Quinn, Lisa Sheenan, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103166-103166
Closed Access | Times Cited: 2
Does liquidity connectedness affect stock price crash risk? Evidence from China
Xin Yang, Xuan Ao, Jie Cao, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102238-102238
Closed Access | Times Cited: 2
Correlation networks in economics and finance: A review of methodologies and bibliometric analysis
Hamidreza Esmalifalak, Amir Moradi‐Motlagh
Journal of Economic Surveys (2024)
Open Access | Times Cited: 2
Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models
Sami Ben Jabeur, Yassine Bakkar, Oğuzhan Çepni
Energy Economics (2024) Vol. 141, pp. 108112-108112
Open Access | Times Cited: 2
CEO–CFO gender congruence and stock price crash risk in energy companies
Xu Gong, Anlan Lin, Xiaoqi Chen
Economic Analysis and Policy (2022) Vol. 75, pp. 591-609
Closed Access | Times Cited: 11
Media report favoritism and consequences: A comparison of traditional and new energy sector
Xiaoqi Chen, Xu Gong, Zhonghuang Yang
Energy Economics (2021) Vol. 104, pp. 105657-105657
Closed Access | Times Cited: 13
Connectedness of International Stock Market at Major Public Events: Empirical Study via Dynamic Time Warping-Based Network
Kelong Li, Chi Xie, Yingbo Ouyang, et al.
Complexity (2023) Vol. 2023, pp. 1-17
Open Access | Times Cited: 4
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