
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:
Copulas in Econometrics
Yanqin Fan, Andrew J. Patton
Annual Review of Economics (2014) Vol. 6, Iss. 1, pp. 179-200
Open Access | Times Cited: 83
Yanqin Fan, Andrew J. Patton
Annual Review of Economics (2014) Vol. 6, Iss. 1, pp. 179-200
Open Access | Times Cited: 83
Showing 1-25 of 83 citing articles:
Quantile coherency: A general measure for dependence between cyclical economic variables
Jozef Baruník, Tobias Kley
Econometrics Journal (2019) Vol. 22, Iss. 2, pp. 131-152
Open Access | Times Cited: 188
Jozef Baruník, Tobias Kley
Econometrics Journal (2019) Vol. 22, Iss. 2, pp. 131-152
Open Access | Times Cited: 188
Crash Sensitivity and the Cross Section of Expected Stock Returns
Fousseni Chabi-Yo, Stefan Ruenzi, Florian Weigert
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 3, pp. 1059-1100
Open Access | Times Cited: 155
Fousseni Chabi-Yo, Stefan Ruenzi, Florian Weigert
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 3, pp. 1059-1100
Open Access | Times Cited: 155
Tail risk dependence, co-movement and predictability between green bond and green stocks
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, OlaOluwa S. Yaya, et al.
Applied Economics (2022) Vol. 55, Iss. 2, pp. 201-222
Closed Access | Times Cited: 46
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, OlaOluwa S. Yaya, et al.
Applied Economics (2022) Vol. 55, Iss. 2, pp. 201-222
Closed Access | Times Cited: 46
Market structure and resilience of food supply chains under extreme events
Jeffrey Hadachek, Meilin Ma, Richard J. Sexton
American Journal of Agricultural Economics (2023) Vol. 106, Iss. 1, pp. 21-44
Closed Access | Times Cited: 19
Jeffrey Hadachek, Meilin Ma, Richard J. Sexton
American Journal of Agricultural Economics (2023) Vol. 106, Iss. 1, pp. 21-44
Closed Access | Times Cited: 19
The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?
Refk Selmi, Shawkat Hammoudeh, Kamal Kasmaoui, et al.
Energy Economics (2022) Vol. 109, pp. 105913-105913
Closed Access | Times Cited: 23
Refk Selmi, Shawkat Hammoudeh, Kamal Kasmaoui, et al.
Energy Economics (2022) Vol. 109, pp. 105913-105913
Closed Access | Times Cited: 23
Oil shocks and financial stability in MENA countries
Ahmed H. Elsayed, Kazi Sohag, Ricardo M. Sousa
Resources Policy (2024) Vol. 89, pp. 104653-104653
Closed Access | Times Cited: 5
Ahmed H. Elsayed, Kazi Sohag, Ricardo M. Sousa
Resources Policy (2024) Vol. 89, pp. 104653-104653
Closed Access | Times Cited: 5
Dependence structure across equity sectors: Evidence from vine copulas
Faheem Aslam, Ahmed Imran Hunjra, Elie Bouri, et al.
Borsa Istanbul Review (2022) Vol. 23, Iss. 1, pp. 184-202
Open Access | Times Cited: 22
Faheem Aslam, Ahmed Imran Hunjra, Elie Bouri, et al.
Borsa Istanbul Review (2022) Vol. 23, Iss. 1, pp. 184-202
Open Access | Times Cited: 22
Density forecast transformations
Matteo Mogliani, Florens Odendahl
Documentos de trabajo/Documento de trabajo - Banco de España, Servicio de Estudios (2025)
Closed Access
Matteo Mogliani, Florens Odendahl
Documentos de trabajo/Documento de trabajo - Banco de España, Servicio de Estudios (2025)
Closed Access
A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market
Qiaoyu Wang, Ximing Wu
Journal of Business and Economic Statistics (2025), pp. 1-25
Closed Access
Qiaoyu Wang, Ximing Wu
Journal of Business and Economic Statistics (2025), pp. 1-25
Closed Access
Inference on breakdown frontiers
Matthew A. Masten, Alexandre Poirier
Quantitative Economics (2020) Vol. 11, Iss. 1, pp. 41-111
Open Access | Times Cited: 32
Matthew A. Masten, Alexandre Poirier
Quantitative Economics (2020) Vol. 11, Iss. 1, pp. 41-111
Open Access | Times Cited: 32
Partial identification of the distribution of treatment effects and its confidence sets
Yanqin Fan, Sang Soo Park
Advances in econometrics (2009), pp. 3-70
Open Access | Times Cited: 40
Yanqin Fan, Sang Soo Park
Advances in econometrics (2009), pp. 3-70
Open Access | Times Cited: 40
Reliability analysis with consideration of asymmetrically dependent variables: Discussion and application to geotechnical examples
Yi Zhang, António Topa Gomes, Michael Beer, et al.
Reliability Engineering & System Safety (2018) Vol. 185, pp. 261-277
Closed Access | Times Cited: 31
Yi Zhang, António Topa Gomes, Michael Beer, et al.
Reliability Engineering & System Safety (2018) Vol. 185, pp. 261-277
Closed Access | Times Cited: 31
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings
Anne Opschoor, André Lucas, István Barra, et al.
Journal of Business and Economic Statistics (2020) Vol. 39, Iss. 4, pp. 1066-1079
Open Access | Times Cited: 27
Anne Opschoor, André Lucas, István Barra, et al.
Journal of Business and Economic Statistics (2020) Vol. 39, Iss. 4, pp. 1066-1079
Open Access | Times Cited: 27
Multivariate crash risk
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 129-153
Closed Access | Times Cited: 21
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 129-153
Closed Access | Times Cited: 21
Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes
Walid Mensi, Yun-Jung Lee, Xuan Vinh Vo, et al.
Resources Policy (2021) Vol. 74, pp. 102450-102450
Closed Access | Times Cited: 20
Walid Mensi, Yun-Jung Lee, Xuan Vinh Vo, et al.
Resources Policy (2021) Vol. 74, pp. 102450-102450
Closed Access | Times Cited: 20
Financial reforms and innovation: A micro–macro perspective
Spyridon Boikos, Ioannis Bournakis, Dimitris Christopoulos, et al.
Journal of International Money and Finance (2023) Vol. 132, pp. 102820-102820
Open Access | Times Cited: 7
Spyridon Boikos, Ioannis Bournakis, Dimitris Christopoulos, et al.
Journal of International Money and Finance (2023) Vol. 132, pp. 102820-102820
Open Access | Times Cited: 7
Quantile Cross-Spectral Measures of Dependence between Economic Variables
Jozef Baruník, Tobias Kley
SSRN Electronic Journal (2015)
Open Access | Times Cited: 23
Jozef Baruník, Tobias Kley
SSRN Electronic Journal (2015)
Open Access | Times Cited: 23
Dealing With Endogeneity in Threshold Models Using Copulas
Dimitris Christopoulos, Peter McAdam, Elias Tzavalis
Journal of Business and Economic Statistics (2019) Vol. 39, Iss. 1, pp. 166-178
Closed Access | Times Cited: 21
Dimitris Christopoulos, Peter McAdam, Elias Tzavalis
Journal of Business and Economic Statistics (2019) Vol. 39, Iss. 1, pp. 166-178
Closed Access | Times Cited: 21
Okun's law: Copula-based evidence from G7 countries
Nikos Benos, Athanassios Stavrakoudis
The Quarterly Review of Economics and Finance (2020) Vol. 84, pp. 478-491
Open Access | Times Cited: 20
Nikos Benos, Athanassios Stavrakoudis
The Quarterly Review of Economics and Finance (2020) Vol. 84, pp. 478-491
Open Access | Times Cited: 20
Impawn rate optimisation in inventory financing: A canonical vine copula-based approach
Bangdong Zhi, Xiaojun Wang, Fangming Xu
International Journal of Production Economics (2020) Vol. 227, pp. 107659-107659
Open Access | Times Cited: 19
Bangdong Zhi, Xiaojun Wang, Fangming Xu
International Journal of Production Economics (2020) Vol. 227, pp. 107659-107659
Open Access | Times Cited: 19
Testing for structural breaks in factor copula models
Hans Manner, Florian Stark, Dominik Wied
Journal of Econometrics (2018) Vol. 208, Iss. 2, pp. 324-345
Closed Access | Times Cited: 20
Hans Manner, Florian Stark, Dominik Wied
Journal of Econometrics (2018) Vol. 208, Iss. 2, pp. 324-345
Closed Access | Times Cited: 20
Quantile coherency across bonds, commodities, currencies, and equities
Gazi Salah Uddin, Brian M. Lucey, Md Lutfur Rahman, et al.
Journal of commodity markets (2023) Vol. 33, pp. 100379-100379
Closed Access | Times Cited: 6
Gazi Salah Uddin, Brian M. Lucey, Md Lutfur Rahman, et al.
Journal of commodity markets (2023) Vol. 33, pp. 100379-100379
Closed Access | Times Cited: 6
Aggregate impacts of cap-and-trade programs with heterogeneous firms
Evangelina Dardati, Meryem Saygili
Energy Economics (2020) Vol. 92, pp. 104924-104924
Closed Access | Times Cited: 16
Evangelina Dardati, Meryem Saygili
Energy Economics (2020) Vol. 92, pp. 104924-104924
Closed Access | Times Cited: 16
Extreme Dependence Structures and the Cross-Section of Expected Stock Returns
Fousseni Chabi-Yo, Stefan Ruenzi, Florian Weigert
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 14
Fousseni Chabi-Yo, Stefan Ruenzi, Florian Weigert
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 14
DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
Guannan Liu, Wei Long, Xinyu Zhang, et al.
Econometric Theory (2018) Vol. 35, Iss. 4, pp. 777-815
Closed Access | Times Cited: 13
Guannan Liu, Wei Long, Xinyu Zhang, et al.
Econometric Theory (2018) Vol. 35, Iss. 4, pp. 777-815
Closed Access | Times Cited: 13