Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets
Shangrong Jiang, Yuze Li, Quanying Lu, et al.
Research in International Business and Finance (2021) Vol. 59, pp. 101543-101543
Closed Access | Times Cited: 66

Showing 1-25 of 66 citing articles:

A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies
Boru Ren, Brian M. Lucey
Energy Economics (2022) Vol. 109, pp. 105951-105951
Open Access | Times Cited: 202
A tale of two tails among carbon prices, green and non-green cryptocurrencies
Linh Pham, Sitara Karim, Muhammad Abubakr Naeem, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102139-102139
Closed Access | Times Cited: 131
Extreme connectedness between renewable energy tokens and fossil fuel markets
Imran Yousaf, Ramzi Nekhili, Muhammad Umar
Energy Economics (2022) Vol. 114, pp. 106305-106305
Closed Access | Times Cited: 108
Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies
Arshian Sharif, Mariem Brahim, Eyüp Doğan, et al.
Energy Economics (2023) Vol. 120, pp. 106594-106594
Closed Access | Times Cited: 74
Quantile connectedness between energy, metal, and carbon markets
Jinyu Chen, Zhipeng Liang, Qian Ding, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102282-102282
Closed Access | Times Cited: 72
Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China
Zhenghui Li, Bin Mo, He Nie
International Review of Economics & Finance (2023) Vol. 86, pp. 46-57
Closed Access | Times Cited: 65
Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets
Ruirui Wu, Zhongfeng Qin
Energy (2024) Vol. 292, pp. 130504-130504
Closed Access | Times Cited: 38
Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework
Zaghum Umar, Onur Polat, Sun‐Yong Choi, et al.
Pacific-Basin Finance Journal (2022) Vol. 76, pp. 101876-101876
Closed Access | Times Cited: 49
Explainable artificial intelligence modeling to forecast bitcoin prices
John W. Goodell, Sami Ben Jabeur, Foued Saâdaoui, et al.
International Review of Financial Analysis (2023) Vol. 88, pp. 102702-102702
Closed Access | Times Cited: 31
Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain
Zisheng Ouyang, Xuewei Zhou, Yongzeng Lai
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101973-101973
Closed Access | Times Cited: 25
Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets
Mingguo Zhao, Hail Park
International Review of Financial Analysis (2024) Vol. 93, pp. 103198-103198
Closed Access | Times Cited: 14
Are clean energy markets hedges for stock markets? A tail quantile connectedness regression
Salem Adel Ziadat, Walid Mensi, Sami Al Kharusi, et al.
Energy Economics (2024) Vol. 136, pp. 107757-107757
Closed Access | Times Cited: 11
The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models
Virginie Terraza, Aslı Boru, Mohammad Mahdi Rounaghi
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 8
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Elie Bouri, Afees A. Salisu, Rangan Gupta
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 21
Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors
Qingli Dong, Yanzhi Zhao, Xiaojun Ma, et al.
Energy Economics (2023) Vol. 129, pp. 107228-107228
Closed Access | Times Cited: 19
Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach
Wenhao Xie, Guangxi Cao
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102231-102231
Closed Access | Times Cited: 7
A quantile-time-frequency connectedness investigation through the dirty and clean cryptocurrencies spillover
Marco Tedeschi, Zouheir Mighri, Aviral Kumar Tiwari, et al.
Journal of Cleaner Production (2023) Vol. 425, pp. 138889-138889
Closed Access | Times Cited: 16
Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes
Economic Modelling (2023) Vol. 128, pp. 106502-106502
Closed Access | Times Cited: 13
Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500
Yan Chen, Lei Zhang, Elie Bouri
Research in International Business and Finance (2024) Vol. 69, pp. 102277-102277
Closed Access | Times Cited: 5
The changing dynamics of crypto mining and environmental impact
Pooja Kumari, Vasanthi Mamidala, Kavita Chavali, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 940-953
Closed Access | Times Cited: 11
Dynamic connectedness across energy and metal futures markets during the COVID-19 pandemic: New evidence from a time-varying spillover index
Jinyu Chen, Zhipeng Liang, Qian Ding, et al.
Resources Policy (2023) Vol. 86, pp. 104249-104249
Closed Access | Times Cited: 11
Return volatility of Asian stock exchanges; a GARCH DCC analysis with reference of Bitcoin and global crude oil price movement
Amritkant Mishra, Ajit Dash
Journal of Chinese Economic and Foreign Trade Studies (2024) Vol. 17, Iss. 1, pp. 29-48
Closed Access | Times Cited: 4
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options
Jue Gong, Gang‐Jin Wang, Chi Xie, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103440-103440
Closed Access | Times Cited: 4
A note on the relationship between digital assets and the energy markets: new evidence from the most prominent crypto heists
Viktor Manahov, Mingnan Li
European Journal of Finance (2025), pp. 1-37
Closed Access
Unveiling Inter-Market Reactions to Different Asset Classes/Commodities Pre- and Post-COVID-19: An Exploratory Qualitative Study
Siddhartha S. Bannerjee, Rekha Pillai, Mosab I. Tabash, et al.
Economies (2025) Vol. 13, Iss. 3, pp. 66-66
Open Access
Page 1 - Next Page

Scroll to top