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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:

GAS and GARCH based value-at-risk modeling of precious metals
Peterson Owusu, Aviral Kumar Tiwari, George Tweneboah, et al.
Resources Policy (2021) Vol. 75, pp. 102456-102456
Closed Access | Times Cited: 29

Showing 1-25 of 29 citing articles:

Information Flow from COVID‐19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN‐Induced Transfer Entropy Analysis
Ahmed Bossman
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 62
Flights‐to‐and‐from‐Quality with Islamic and Conventional Bonds in the COVID‐19 Pandemic Era: ICEEMDAN‐Based Transfer Entropy
Ahmed Bossman, Samuel Kwaku Agyei, Peterson Owusu, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 52
Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis
Samuel Kwaku Agyei, Peterson Owusu, Ahmed Bossman, et al.
PLoS ONE (2022) Vol. 17, Iss. 7, pp. e0271088-e0271088
Open Access | Times Cited: 46
Connectedness between Gold and Cryptocurrencies in COVID‐19 Pandemic: A Frequency‐Dependent Asymmetric and Causality Analysis
Zynobia Barson, Peterson Owusu, Anokye M. Adam, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 34
Multi‐Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID‐19 Pandemic
Emmanuel Asafo‐Adjei, Siaw Frimpong, Peterson Owusu, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 32
Value-at-Risk forecasting: A hybrid ensemble learning GARCH-LSTM based approach
Kshitij Abhay Kakade, Ishan Jain, Aswini Kumar Mishra
Resources Policy (2022) Vol. 78, pp. 102903-102903
Closed Access | Times Cited: 30
Safe haven, hedge and diversification for African stocks: cryptocurrencies versus gold in time-frequency perspective
Bernice Nkrumah-Boadu, Peterson Owusu, AnokyeM Adam, et al.
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 28
Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?
Gilbert K. Amoako, Emmanuel Asafo‐Adjei, Kofi Mintah Oware, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 23
Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis
Ahmed Bossman, Samuel Kwaku Agyei
Resources Policy (2022) Vol. 79, pp. 103039-103039
Closed Access | Times Cited: 20
ASYMMETRIC DEPENDENCE BETWEEN EXCHANGE RATE AND COMMODITY PRICES IN GHANA
Christina Archer, Peterson Owusu, Anokye M. Adam, et al.
Annals of Financial Economics (2022) Vol. 17, Iss. 02
Closed Access | Times Cited: 19
Risk synchronization in Australia stock market: A sector analysis
Emmanuel Asafo‐Adjei, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 582-610
Closed Access | Times Cited: 4
Dynamic Interdependence of Systematic Risks in Emerging Markets Economies: A Recursive‐Based Frequency‐Domain Approach
Emmanuel Asafo‐Adjei, Anokye M. Adam, Anthony Adu-Asare Idun, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 16
Can Cryptocurrencies be a Safe Haven During the 2022 Ukraine Crisis? Implications for G7 Investors
Mohamed Fakhfekh, Yasmine Snene Manzli, Azza Béjaoui, et al.
Global Business Review (2023)
Closed Access | Times Cited: 9
Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions
Kola Ijasan, Peterson Owusu, George Tweneboah, et al.
Advances in Decision Sciences (2021) Vol. 25, Iss. 3, pp. 58-91
Open Access | Times Cited: 22
The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach
Ashutosh Kolte, Jewel Kumar Roy, László Vasa
Resources Policy (2022) Vol. 80, pp. 103216-103216
Open Access | Times Cited: 8
EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION
Ahmed Bossman, Ștefan Cristian Gherghina, Emmanuel Asafo‐Adjei, et al.
Journal of Business Economics and Management (2022) Vol. 23, Iss. 6, pp. 1351-1376
Open Access | Times Cited: 7
Similarities among equities returns in multi-frequencies: insights from sustainable responsible investing
Emmanuel Asafo‐Adjei, Anokye M. Adam, Clement Lamboi Arthur, et al.
Journal of Sustainable Finance & Investment (2022), pp. 1-23
Closed Access | Times Cited: 4
Time-varying risk analysis for commodity futures
Mobeen Ur Rehman, Peterson Owusu, Nasir Ahmad, et al.
Resources Policy (2022) Vol. 78, pp. 102905-102905
Open Access | Times Cited: 3
Forecasting VaRs via hybrid EVT with normal and non-normal filters: A comparative analysis from the Chinese stock market
Bin Tong, Xundi Diao, Xiaoping Li
Pacific-Basin Finance Journal (2024) Vol. 83, pp. 102271-102271
Closed Access
A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war
Marta Małecka, Radosław Pietrzyk
Quality & Quantity (2024) Vol. 58, Iss. 5, pp. 4533-4567
Closed Access
Tail risk modelling of cryptocurrencies, gold, non-fungible token, and stocks
Zynobia Barson, Peterson Owusu
Research in Globalization (2024) Vol. 8, pp. 100229-100229
Open Access
Estimation of VaR with jump process: Application in corn and soybean markets
Minglian Lin, Indranil SenGupta, William W. Wilson
Applied Stochastic Models in Business and Industry (2024)
Open Access
Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm
F.H.F. Leung, Martin Law, Shih-Kien Djeng
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access
Global Perspectives on Laterite Mining and Extraction and its Environmental Implications for Nigeria
Abdulazeez Abdulraheem, K. M. Aliyu, U. S. Sarki, et al.
African Journal of Environment and Natural Science Research (2024) Vol. 7, Iss. 3, pp. 223-239
Open Access
Performance Evaluation of a Family of GARCH Processes Based on Value at Risk Forecasts: Data Envelopment Analysis Approach
Alex Babiš
Computational Economics (2024)
Open Access
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