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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:

Financial networks based on Granger causality: A case study
Angeliki Papana, Catherine Kyrtsou, Dimitris Kugiumtzis, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 482, pp. 65-73
Closed Access | Times Cited: 71

Showing 1-25 of 71 citing articles:

Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US
Xiafei Li, Bo Li, Guiwu Wei, et al.
Resources Policy (2021) Vol. 73, pp. 102166-102166
Open Access | Times Cited: 78
How Do the Global Stock Markets Influence One Another? Evidence from Finance Big Data and Granger Causality Directed Network
Yong Tang, Jason Xiong, Yong Luo, et al.
International Journal of Electronic Commerce (2019) Vol. 23, Iss. 1, pp. 85-109
Open Access | Times Cited: 62
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
A survey of the application of graph-based approaches in stock market analysis and prediction
Suman Saha, Junbin Gao, Richard Gerlach
International Journal of Data Science and Analytics (2022) Vol. 14, Iss. 1, pp. 1-15
Open Access | Times Cited: 35
Delay propagation network in air transport systems based on refined nonlinear Granger causality
Ziyu Jia, Xiyang Cai, Yihan Hu, et al.
Transportmetrica B Transport Dynamics (2022) Vol. 10, Iss. 1, pp. 586-598
Closed Access | Times Cited: 33
Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method
Lu Wang, Ruan Hang, Yanran Hong, et al.
Research in International Business and Finance (2023) Vol. 64, pp. 101899-101899
Closed Access | Times Cited: 22
Analysis of temporal pattern, causal interaction and predictive modeling of financial markets using nonlinear dynamics, econometric models and machine learning algorithms
Indranil Ghosh, Rabin K. Jana, Manas Kumar Sanyal
Applied Soft Computing (2019) Vol. 82, pp. 105553-105553
Closed Access | Times Cited: 50
A study on the transmission of trade behavior of global nickel products from the perspective of the industrial chain
Xuanru Zhou, Hua Zhang, Shuxian Zheng, et al.
Resources Policy (2023) Vol. 81, pp. 103376-103376
Closed Access | Times Cited: 14
A hybrid supervised semi-supervised graph-based model to predict one-day ahead movement of global stock markets and commodity prices
Arash Negahdari Kia, Saman Haratizadeh, Saeed Bagheri Shouraki
Expert Systems with Applications (2018) Vol. 105, pp. 159-173
Closed Access | Times Cited: 39
A portfolio construction model based on sector analysis using Dempster-Shafer evidence theory and Granger causal network: An application to National stock exchange of India
Kiran Bisht, Arun Kumar
Expert Systems with Applications (2022) Vol. 215, pp. 119434-119434
Closed Access | Times Cited: 20
A new multilayer network for measuring interconnectedness among the energy firms
Zhifeng Dai, Rui Tang, Xiaotong Zhang
Energy Economics (2023) Vol. 124, pp. 106880-106880
Closed Access | Times Cited: 11
Long short-term memory autoencoder based network of financial indices
Kamrul Hasan Tuhin, Ashadun Nobi, Mahmudul Hasan Rakib, et al.
Humanities and Social Sciences Communications (2025) Vol. 12, Iss. 1
Open Access
Analysis of Annual Drought Episodes Using Complex Networks
Konstantinos Spiliotis, Konstantinos Voudouris, Harris Vangelis, et al.
Sustainability (2025) Vol. 17, Iss. 4, pp. 1441-1441
Open Access
Soft computing for the posterior of a matrix t graphical network
Jace Pillay, Andriette Bekker, Johan Ferreira, et al.
International Journal of Approximate Reasoning (2025), pp. 109397-109397
Open 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
Stock returns prediction using kernel adaptive filtering within a stock market interdependence approach
Sergio García-Vega, Xiao‐Jun Zeng, John Keane
Expert Systems with Applications (2020) Vol. 160, pp. 113668-113668
Open Access | Times Cited: 32
Detecting Causality in Multivariate Time Series via Non-Uniform Embedding
Ziyu Jia, Youfang Lin, Zehui Jiao, et al.
Entropy (2019) Vol. 21, Iss. 12, pp. 1233-1233
Open Access | Times Cited: 31
A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series
Weijie Ren, Baisong Li, Min Han
Physica A Statistical Mechanics and its Applications (2019) Vol. 541, pp. 123245-123245
Closed Access | Times Cited: 27
Synergistic Information Transfer in the Global System of Financial Markets
Tomas Scagliarini, Luca Faes, Daniele Marinazzo, et al.
Entropy (2020) Vol. 22, Iss. 9, pp. 1000-1000
Open Access | Times Cited: 27
A social network analysis regarding electricity consumption and economic growth in China
Liu Da, Zeng Xiaomei, Bin Su, et al.
Journal of Cleaner Production (2020) Vol. 274, pp. 122973-122973
Closed Access | Times Cited: 24
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
Detecting Nonlinear Interactions in Complex Systems: Application in Financial Markets
Akylas Fotiadis, Ioannis Vlachos, Dimitris Kugiumtzis
Entropy (2023) Vol. 25, Iss. 2, pp. 370-370
Open Access | Times Cited: 7
Testing the structure of earthquake networks from multivariate time series of successive main shocks in Greece
D. Chorozoglou, Dimitris Kugiumtzis, Eleftheria Papadimitriou
Physica A Statistical Mechanics and its Applications (2018) Vol. 499, pp. 28-39
Closed Access | Times Cited: 21
Constructing a multilayer network for stock market
Wei Chen, Manrui Jiang, Cheng Jiang
Soft Computing (2019) Vol. 24, Iss. 9, pp. 6345-6361
Closed Access | Times Cited: 18
Relationship between Entropy and Dimension of Financial Correlation-Based Network
Chun-Xiao Nie, Fu-Tie Song
Entropy (2018) Vol. 20, Iss. 3, pp. 177-177
Open Access | Times Cited: 18
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