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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:

Business-cycle consumption risk and asset prices
Federico M. Bandi, Andrea Tamoni
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105447-105447
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*
Jozef Baruník, Tomáš Křehlík
Journal of Financial Econometrics (2018) Vol. 16, Iss. 2, pp. 271-296
Open Access | Times Cited: 1225
Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications
Walid Mensi, Khamis Hamed Al‐Yahyaee, Xuan Vinh Vo, et al.
Economic Analysis and Policy (2021) Vol. 71, pp. 397-419
Closed Access | Times Cited: 65
The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system
Dohyun Chun, Hoon Cho, Jihun Kim
Energy Economics (2022) Vol. 114, pp. 106257-106257
Closed Access | Times Cited: 28
The propagation effect of climate risks on global stock markets: Evidence from the time and space domains
Libo Yin, Hong Cao
Energy Economics (2024) Vol. 132, pp. 107445-107445
Closed Access | Times Cited: 6
Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets
Tomáš Křehlík, Jozef Baruník
Energy Economics (2017) Vol. 65, pp. 208-218
Open Access | Times Cited: 57
Dynamic Networks in Large Financial and Economic Systems
Michael Ellington, Jozef Baruník
SSRN Electronic Journal (2020)
Open Access | Times Cited: 47
Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Resources Policy (2021) Vol. 74, pp. 102375-102375
Closed Access | Times Cited: 40
Persistence in financial connectedness and systemic risk
Jozef Baruník, Michael Ellington
European Journal of Operational Research (2023) Vol. 314, Iss. 1, pp. 393-407
Open Access | Times Cited: 15
Asset Pricing with Weekly Shopper Spending *
Kuntara Pukthuanthong, Jialu Shen, Ruixiang Wang
SSRN Electronic Journal (2025)
Closed Access
Horizon-Specific Macroeconomic Risks and the Cross-Section of Expected Returns
Martijn Boons, Andrea Tamoni
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 24
Do carbon prices spill over to inflation? Multiscale evidence from China
Yingying Xu, Donald Lien
Journal of Cleaner Production (2024) Vol. 445, pp. 141225-141225
Closed Access | Times Cited: 2
Rhythm-adaptive statistical estimation methods of PROBABILISTIC CHARACTERISTICS OF CYCLIC RANDOM PROCESSES
Serhii Lupenko
Digital Signal Processing (2024) Vol. 151, pp. 104563-104563
Closed Access | Times Cited: 2
Asset Pricing in the Frequency Domain: Theory and Empirics
Ian Dew-Becker, Stefano Giglio
SSRN Electronic Journal (2015)
Open Access | Times Cited: 20
On the Effects of Restricting Short-Term Investment
Nicolas Crouzet, Ian Dew-Becker, Charles Nathanson
Review of Financial Studies (2019) Vol. 33, Iss. 1, pp. 1-43
Open Access | Times Cited: 15
The Dynamic Persistence of Economic Shocks
Jozef Baruník, Lukáš Vácha
SSRN Electronic Journal (2023)
Open Access | Times Cited: 3
Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives
Tao Chen, Guang-Yan Zhong, Jiangcheng Li
Physica A Statistical Mechanics and its Applications (2023) Vol. 614, pp. 128558-128558
Closed Access | Times Cited: 2
Measuring Horizon-Specific Systematic Risk via Spectral Betas
Federico M. Bandi, Shomesh E. Chaudhuri, Andrew W. Lo, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 5
Short-Run and Long-Run Consumption Risks, Dividend Processes and Asset Returns
Jun Li, Harold H. Zhang
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 3
Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
SSRN Electronic Journal (2024)
Closed Access
Risks of heterogeneously persistent higher moments
Jozef Baruník, Josef Kurka
International Review of Financial Analysis (2024), pp. 103573-103573
Closed Access
Consumption
Svetlana Bryzgalova, Christian Julliard
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
Frequency Dependent Risks in the Factor Zoo
Jiantao Huang
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
News Shocks, Long-Run Risk, and Asset Returns
Soohun Kim, Chang Lee
SSRN Electronic Journal (2016)
Closed Access
Consumption Disconnect Redux
Alessandro Melone
SSRN Electronic Journal (2023)
Closed Access
Dynamic Hedging, Expected Returns and Factor Timing
Patrick Christian Kiefer
SSRN Electronic Journal (2017)
Closed Access
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