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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:

Systemic risk of commodity markets: A dynamic factor copula approach
Ruolan Ouyang, Xiang Chen, Yi Fang, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102204-102204
Closed Access | Times Cited: 14

Showing 14 citing articles:

Dynamic causality between global supply chain pressures and China's resource industries: A time-varying Granger analysis
Xiaohang Ren, Chenjia Fu, Chenglu Jin, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103377-103377
Closed Access | Times Cited: 14
Global climate change and commodity markets: A hedging perspective
Shanghui Jia, Xinhui Chen, Liyan Han, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 10, pp. 1393-1422
Closed Access | Times Cited: 20
High–low volatility spillover network between economic policy uncertainty and commodity futures markets
Youtao Xiang, Sumuya Borjigin
Journal of Futures Markets (2024) Vol. 44, Iss. 8, pp. 1295-1319
Closed Access | Times Cited: 6
Does systemic risk in the fund markets predict future economic downturns?
Donghai Zhou, Xiaoxing Liu
International Review of Financial Analysis (2024) Vol. 92, pp. 103089-103089
Closed Access | Times Cited: 1
Do Commodity Prices Matter for Global Systemic Risk? Evidence from ML Variable Selection
Mikhail Stolbov, Maria Shchepeleva
The Journal of Finance and Data Science (2024), pp. 100144-100144
Open Access | Times Cited: 1
Joint extreme risk of energy prices-evidence from European energy markets
Yiqun Sun, Hao Ji, Xiurong Cai, et al.
Finance research letters (2023) Vol. 56, pp. 104036-104036
Closed Access | Times Cited: 3
Risk implications of dependence in the commodities: A copula-based analysis
Prachi Jain, Debasish Maitra
Global Finance Journal (2023) Vol. 57, pp. 100859-100859
Closed Access | Times Cited: 3
Commodity systemic risk and macroeconomic predictions
Ruolan Ouyang, Tiancheng Pei, Yi Fang, et al.
Energy Economics (2024) Vol. 138, pp. 107807-107807
Closed Access
Analyzing Risk Contagion and Volatility Spillover across Multi-Market Capital Flow using EVT Theory and C-vine Copula
Fahim Afzal, Pan Haiying, Farman Afzal, et al.
Heliyon (2024) Vol. 10, Iss. 21, pp. e39918-e39918
Open Access
Commodity Market Downturn: Systemic Risk and Spillovers during Left Tail Events
Samet Günay, Destan Kırımhan, Emrah İsmail Çevik
Journal of commodity markets (2024) Vol. 36, pp. 100445-100445
Closed Access
Measuring the Systemic Risk of Clean Energy Markets Based on the Dynamic Factor Copula Model
Wensheng Wang, Rui Wang
Systems (2024) Vol. 12, Iss. 12, pp. 584-584
Open Access
Systemic risk spillover of China’s energy industry based on the perspective of volatility decomposition
Shuran ZHAO, Jie Zhang, Jinchen LI, et al.
资源科学 (2023) Vol. 45, Iss. 3, pp. 637-651
Open Access
Commodity Systemic Risk and Macroeconomic Predictions
Ruolan Ouyang, Tiancheng Pei, Yi Fang, et al.
(2023)
Closed Access
Principal Component Copulas for Capital Modelling
K. B. Gubbels, Jelmer Yeb Ypma, Cornelis W. Oosterlee
SSRN Electronic Journal (2023)
Open Access
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