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:

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

Showing 24 citing articles:

Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 76

What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?
Qianqian Feng, Yijing Wang, Xiaolei Sun, et al.
Global Finance Journal (2022) Vol. 56, pp. 100773-100773
Closed Access | Times Cited: 34

Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks
Youtao Xiang, Sumuya Borjigin
International Review of Economics & Finance (2023) Vol. 88, pp. 1337-1374
Closed Access | Times Cited: 18

Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective
Wei-Qiang Huang, Peipei Liu
International Review of Financial Analysis (2023) Vol. 90, pp. 102875-102875
Closed Access | Times Cited: 18

Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries
Zhipeng He, Shuguang Zhang
Finance research letters (2024) Vol. 62, pp. 105267-105267
Closed Access | Times Cited: 6

Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
Nader Naifar
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102205-102205
Closed Access | Times Cited: 5

Time-frequency comovements between sovereign CDS and exchange rates: The role of sentiments
Chang Liu, Xiaolei Sun, Jianping Li
Global Finance Journal (2022) Vol. 56, pp. 100775-100775
Closed Access | Times Cited: 19

Markov switching volatility connectedness across international CDS markets
Walid Mensi, Eray Gemi̇ci̇, Müslüm Polat, et al.
International Review of Economics & Finance (2025), pp. 103839-103839
Open Access

Predictive power of oil prices on CDS spread dynamics of oil-producing countries
Christoph Wegener, Tobias Basse, Stefano Maiani, et al.
Energy Economics (2025), pp. 108375-108375
Closed Access

Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 3

The pass‐through effects of oil price shocks on sovereign credit risks ofGCCcountries: Evidence from theTVP‐SVAR‐SVframework
Aktham Maghyereh, Salem Adel Ziadat, Abdel Razzaq Al Rababa’a
International Journal of Finance & Economics (2023) Vol. 29, Iss. 4, pp. 4681-4703
Closed Access | Times Cited: 4

The Determinants of Turkish CDS Volatility: An ARDL Approach Covering COVID Period
Onur Sunal, Filiz YAĞCI
The Quarterly Review of Economics and Finance (2024) Vol. 97, pp. 101887-101887
Closed Access | Times Cited: 1

African Sovereign Risk Premia and International Market Assets: A Relook Under The COVID-19 Outbreak
Godfred Amewu, Nana Kwame Akosah, Mohammed Armah
Heliyon (2024) Vol. 10, Iss. 21, pp. e40194-e40194
Open Access | Times Cited: 1

A further examination of sovereign domestic and external debt defaults
Yaseen Ghulam
The North American Journal of Economics and Finance (2024), pp. 102322-102322
Closed Access | Times Cited: 1

Financialization, labor income share, and intra-firm pay gap
Zhen Xu, Qin Yin, Meiqi Liu
Finance research letters (2024) Vol. 72, pp. 106335-106335
Closed Access | Times Cited: 1

Commodity systemic risk and macroeconomic predictions
Ruolan Ouyang, Tiancheng Pei, Yi Fang, et al.
Energy Economics (2024) Vol. 138, pp. 107807-107807
Closed Access

Evaluating the Impact of Oil Market Shocks on Sovereign Credit Default Swaps in Major Oil-Exporting Economies
Nadia Belkhir, Mohammed Alhashim, Nader Naifar
Engineering Technology & Applied Science Research (2024) Vol. 14, Iss. 6, pp. 17958-17968
Open Access

The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach
Luis Fernando Melo‐Velandia, José Vicente Romero-Chamorro, Mahicol Stiben Ramírez-González
(2023)
Open Access | Times Cited: 1

Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry
Qicheng Zhao, Zhouwei Wang, Yuping Song
Computational Economics (2023) Vol. 64, Iss. 2, pp. 1137-1162
Closed Access | Times Cited: 1

The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-Covar Approach
Jose V Romero, Luis Fernando Melo‐Velandia, M. González Ramírez
(2023)
Closed Access

Commodity Systemic Risk and Macroeconomic Predictions
Ruolan Ouyang, Tiancheng Pei, Yi Fang, et al.
(2023)
Closed Access

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