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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:

Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
Dong Hwan Oh, Andrew J. Patton
Journal of Business and Economic Statistics (2016) Vol. 36, Iss. 2, pp. 181-195
Open Access | Times Cited: 236

Showing 1-25 of 236 citing articles:

Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
International Journal of Forecasting (2022) Vol. 38, Iss. 3, pp. 705-871
Open Access | Times Cited: 552
Tail risk contagion between international financial markets during COVID-19 pandemic
Yanhong Guo, Ping Li, Aihua Li
International Review of Financial Analysis (2020) Vol. 73, pp. 101649-101649
Closed Access | Times Cited: 161
Copulas for hydroclimatic analysis: A practice‐oriented overview
Faranak Tootoonchi, Mojtaba Sadegh, Jan O. Haerter, et al.
Wiley Interdisciplinary Reviews Water (2022) Vol. 9, Iss. 2
Open Access | Times Cited: 73
Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective
Xiao-Li Gong, Zhao Min, Zhuo-Cheng Wu, et al.
Energy Economics (2023) Vol. 121, pp. 106678-106678
Closed Access | Times Cited: 45
Spillover dynamics for systemic risk measurement using spatial financial time series models
Francisco Blasques, Siem Jan Koopman, André Lucas, et al.
Journal of Econometrics (2016) Vol. 195, Iss. 2, pp. 211-223
Open Access | Times Cited: 116
Asset Price Bubbles and Systemic Risk
Markus K. Brunnermeier, Simon Rother, Isabel Schnabel
Review of Financial Studies (2020) Vol. 33, Iss. 9, pp. 4272-4317
Closed Access | Times Cited: 100
Which is the safe haven for emerging stock markets, gold or the US dollar?
Xiaoqian Wen, Hua Cheng
Emerging Markets Review (2018) Vol. 35, pp. 69-90
Closed Access | Times Cited: 92
Maximum likelihood estimation for score-driven models
Francisco Blasques, J. van Brummelen, Siem Jan Koopman, et al.
Journal of Econometrics (2021) Vol. 227, Iss. 2, pp. 325-346
Open Access | Times Cited: 63
Time‐Varying Transition Probabilities for Markov Regime Switching Models
Marco Bazzi, Francisco Blasques, Siem Jan Koopman, et al.
Journal of Time Series Analysis (2016) Vol. 38, Iss. 3, pp. 458-478
Open Access | Times Cited: 80
Maximum Likelihood Estimation for Generalized Autoregressive Score Models
Francisco Blasques, Siem Jan Koopman, André Lucas
SSRN Electronic Journal (2014)
Open Access | Times Cited: 74
High-dimensional copula-based distributions with mixed frequency data
Dong Hwan Oh, Andrew J. Patton
Journal of Econometrics (2016) Vol. 193, Iss. 2, pp. 349-366
Open Access | Times Cited: 68
Financialization of agricultural commodities: Evidence from China
Ruolan Ouyang, Xuan Zhang
Economic Modelling (2019) Vol. 85, pp. 381-389
Open Access | Times Cited: 59
Generalized Autoregressive Score Models in R: The GAS Package
David Ardia, Kris Boudt, Leopoldo Catania
Journal of Statistical Software (2019) Vol. 88, Iss. 6
Open Access | Times Cited: 55
Modeling multivariate cybersecurity risks
Peng Chen, Maochao Xu, Shouhuai Xu, et al.
Journal of Applied Statistics (2018) Vol. 45, Iss. 15, pp. 2718-2740
Closed Access | Times Cited: 53
Switching generalized autoregressive score copula models with application to systemic risk
Mauro Bernardi, Leopoldo Catania
Journal of Applied Econometrics (2018) Vol. 34, Iss. 1, pp. 43-65
Open Access | Times Cited: 50
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics
Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi, et al.
Journal of Business and Economic Statistics (2020) Vol. 39, Iss. 4, pp. 920-936
Open Access | Times Cited: 47
The effect of COVID‐19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics
Mohamed A. K. Basuony, Mohammed Bouaddi, Heba Ali, et al.
Journal of Public Affairs (2021) Vol. 22, Iss. S1
Open Access | Times Cited: 36
Systematic default and return predictability in the stock and bond markets
Jack Bao, Kewei Hou, Shaojun Zhang
Journal of Financial Economics (2023) Vol. 149, Iss. 3, pp. 349-377
Closed Access | Times Cited: 15
Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models
Carlos Almeida, Claudia Czado, Hans Manner
Applied Stochastic Models in Business and Industry (2016) Vol. 32, Iss. 5, pp. 621-638
Closed Access | Times Cited: 41
Forecasting risk measures using intraday data in a generalized autoregressive score framework
Emese Lazar, Xiaohan Xue
International Journal of Forecasting (2020) Vol. 36, Iss. 3, pp. 1057-1072
Open Access | Times Cited: 35
Bank credit risk networks: Evidence from the Eurozone
Christian T. Brownlees, Christina Hans, Eulàlia Nualart
Journal of Monetary Economics (2020) Vol. 117, pp. 585-599
Closed Access | Times Cited: 33
Dynamic factor copula models with estimated cluster assignments
Dong Hwan Oh, Andrew J. Patton
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105374-105374
Closed Access | Times Cited: 12
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights
Alexander Georges Gretener, Matthias Neuenkirch, Dennis Umlandt
Journal of Applied Econometrics (2025)
Open Access
Score-driven expected return and volatility spillovers between the Indian and United States stock markets
Szabolcs Blazsek, Vijaya Subrahmanyam, Astrid Ayala
Applied Economics (2025), pp. 1-19
Closed Access
Bayesian Copula Factor Autoregressive Models for Time Series Mixed Data
Samira Zaroudi, Hadi Safari‐Katesari, S. Yaser Samadi
Bayesian Analysis (2025) Vol. -1, Iss. -1
Open Access
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