Papers on “volatility spillovers”
Research on “volatility spillovers” in the 480 tracked journals: papers per year and category, the journals, institutions and countries publishing it, the keywords studied with it and its most-cited papers. It is not among the most frequent keywords of the last 30 days, so this page has no list of its latest papers. Also as Markdown.
← Top research keywords · Keyword trends
Key findings#
- From 2017 to 2026 (so far), the keyword “volatility spillovers” appeared in 1,219 papers in the tracked journals, most of them in finance (722), economics (443) and management (26).
- 134 of them were published in 2025, against 68 in 2017.
- Since 2023, the institutions with the most of these papers were Lebanese American University (44), Pusan National University (16) and United Arab Emirates University (14).
- The journals publishing most of them were Energy Economics (62), Finance research letters (57) and International Review of Economics & Finance (53).
- The most-cited of them is “Portfolio diversification with virtual currency: Evidence from bitcoin” (International Review of Financial Analysis, 2018), with 633 citations.
Papers per year#
20172026 (so far)
| Category | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 (so far) |
|---|---|---|---|---|---|---|---|---|---|---|
| Finance | 44 | 49 | 51 | 54 | 81 | 78 | 84 | 107 | 85 | 89 |
| Economics | 21 | 29 | 40 | 46 | 52 | 63 | 70 | 47 | 44 | 31 |
| Management | 2 | 0 | 1 | 3 | 5 | 2 | 2 | 4 | 2 | 5 |
| Operations Research | 0 | 0 | 2 | 1 | 3 | 3 | 3 | 2 | 2 | 2 |
| Statistics | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 |
| Information Systems | 0 | 0 | 0 | 0 | 0 | 2 | 1 | 0 | 0 | 0 |
| AI | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 |
| Tourism and Hospitality | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 |
| Marketing | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| All categories | 68 | 79 | 95 | 105 | 142 | 148 | 160 | 160 | 134 | 128 |
Where the papers come from#
| # | Journal | Papers |
|---|---|---|
| 1 | Energy Economics | 62 |
| 2 | Finance research letters | 57 |
| 3 | International Review of Economics & Finance | 53 |
| 4 | Resources Policy | 41 |
| 5 | International Review of Financial Analysis | 38 |
| 6 | Research in International Business and Finance | 37 |
| 7 | The North American Journal of Economics and Finance | 34 |
| 8 | Financial Innovation | 24 |
| 9 | Asia-Pacific Financial Markets | 18 |
| 10 | Borsa Istanbul Review | 15 |
| # | Institution | Papers |
|---|---|---|
| 1 | Lebanese American University | 44 |
| 2 | Pusan National University | 16 |
| 3 | United Arab Emirates University | 14 |
| 4 | Sultan Qaboos University | 13 |
| 5 | Tunis El Manar University | 11 |
| 6 | University of Lisbon | 11 |
| 7 | Hunan University | 10 |
| 8 | University of Akron | 10 |
| 9 | Zayed University | 10 |
| 10 | Zhejiang Gongshang University | 10 |
| # | Country | Papers |
|---|---|---|
| 1 | China | 211 |
| 2 | United States | 63 |
| 3 | United Kingdom | 61 |
| 4 | India | 60 |
| 5 | Lebanon | 46 |
| 6 | Turkey | 46 |
| 7 | France | 35 |
| 8 | United Arab Emirates | 34 |
| 9 | Australia | 33 |
| 10 | Italy | 33 |
| # | Keyword | Papers |
|---|---|---|
| 1 | COVID-19 pandemic | 180 |
| 2 | Russian invasion of Ukraine | 99 |
| 3 | portfolio diversification | 70 |
| 4 | return spillovers | 67 |
| 5 | Bitcoin | 65 |
| 6 | stock market | 52 |
| 7 | geopolitical risk | 49 |
| 8 | hedging | 48 |
| 9 | systemic risk | 48 |
Most-cited papers#
| # | Citations | Per month | Title | Journal | Published | Authors |
|---|---|---|---|---|---|---|
| 1 | 633 | 6.1 | Portfolio diversification with virtual currency: Evidence from bitcoin | International Review of Financial Analysis | 2018-03-25 | Khaled Guesmi, Samir Saadi, Ilyes Abid et al. |
| 2 | 627 | 6.6 | Dynamic connectedness and integration in cryptocurrency markets | International Review of Financial Analysis | 2018-12-08 | Qiang Ji, Elie I. Bouri, Chi Keung Marco Lau et al. |
| 3 | 550 | 7.9 | Is non-fungible token pricing driven by cryptocurrencies? | Finance research letters | 2021-01-01 | Michael Dowling |
| 4 | 436 | 4.4 | Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? | International Review of Financial Analysis | 2018-09-01 | Shuyue Yi, Zishuang Xu, Gang‐Jin Wang |
| 5 | 432 | 8.1 | The impact of the Russia-Ukraine conflict on the connectedness of financial markets | Finance research letters | 2022-05-16 | Zaghum Umar, Onur Polat, Sun‐Yong Choi et al. |
Cite this page
Scholar4AI. (2026). Papers on “volatility spillovers”. Journal and Conference Research Rankings. Retrieved November 3, 2026, from https://scholar4ai.com/keywords/volatility-spillovers
@misc{scholar4ai-keywords-volatility-spillovers,
author = {{Scholar4AI}},
title = {Papers on “volatility spillovers”},
year = {2026},
howpublished = {\url{https://scholar4ai.com/keywords/volatility-spillovers}},
urldate = {2026-11-03},
note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}