I can think of a couple of ways;
1. Just draw the individual shapes with the pen tool and fill with a gradient
2. Use the polygon shape tool.
Here I've set it to star in the options bar with 60 sides and an indent of 75%
I also set subtract front shape to invert it and set the fill to a gradient varying the opacity
Finally I used transform path to make the shape oval rather than round
Polar Coordinates would do it. Make a square document bigger than your work document
Make a single spike on a new layer
Copy it a bunch of times, and use the Move > Align tools in the Options bar to spread across the page.
Merge those layers into one
Filter > Distort > Polar Coordinates (rectangular to polar) Note that the spikes become fatter after this process, so start with nice thin spikes