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:

Oil price risk exposure of BRIC stock markets and hedging effectiveness
Syed Jawad Hussain Shahzad, Elie Bouri, Mobeen Ur Rehman, et al.
Annals of Operations Research (2021) Vol. 313, Iss. 1, pp. 145-170
Closed Access | Times Cited: 49

Showing 26-50 of 49 citing articles:

Risk co-movements and portfolio strategies between energy, gold and BRICS markets
Ijaz Younis, Waheed Ullah Shah, Besma Hkiri, et al.
Resources Policy (2023) Vol. 82, pp. 103487-103487
Closed Access | Times Cited: 6

Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics
Rangan Gupta, Xin Sheng, Christian Pierdzioch, et al.
Research in International Business and Finance (2021) Vol. 58, pp. 101515-101515
Open Access | Times Cited: 15

Safe haven assets for international stock markets: A regime-switching factor copula approach
Minoru Tachibana
Research in International Business and Finance (2021) Vol. 60, pp. 101591-101591
Closed Access | Times Cited: 13

Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets
Walid Mensi, Remzi Gök, Eray Gemi̇ci̇, et al.
International Economics (2024) Vol. 181, pp. 100570-100570
Closed Access | Times Cited: 1

Oil Shocks and BRIC Markets: Evidence from Extreme Quantile Approach
Muhammad Abubakr Naeem, Linh Pham, Arunachalam Senthilkumar, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 11

The equity-oil hedge: A comparison between volatility and alternative risk frameworks
Wei Kuang
Energy (2023) Vol. 271, pp. 127045-127045
Closed Access | Times Cited: 4

Does the source of oil price shock matter for Indian sectoral stock returns? A time-frequency approach to analyse dynamic connectedness and spillovers
S. Ramesh, Sabuj Kumar Mandal, Perry Sadorsky
Applied Economics (2023), pp. 1-18
Closed Access | Times Cited: 4

Intraday quantile coherence between oil and European sectors during the Russia-Ukraine war
Waqas Hanif, Rim El Khoury, Sang Hoon Kang
Applied Economics Letters (2024), pp. 1-13
Closed Access | Times Cited: 1

The economic value of high-frequency data in equity-oil hedge
Wei Kuang
Energy (2021) Vol. 239, pp. 121904-121904
Closed Access | Times Cited: 9

Asymmetric pass through of energy commodities to US sectoral returns
Mobeen Ur Rehman, Rami Zeitun, Abbas Mardani, et al.
Resources Policy (2022) Vol. 76, pp. 102549-102549
Closed Access | Times Cited: 6

Spillovers Between Russia’s and Turkey’s Geopolitical Risk During the 2000–2021 Putin Administration
Emmanouil M. L. Economou, Νikolaos Kyriazis
Peace Economics Peace Science and Public Policy (2021) Vol. 28, Iss. 1, pp. 29-50
Closed Access | Times Cited: 7

Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era
Pawan Kumar, Vipul Kumar Singh
Resources Policy (2022) Vol. 77, pp. 102773-102773
Closed Access | Times Cited: 5

Extreme risk measurement for the oil and China’s sectors system—network-based approach and machine learning methods
Tingwei Fang, Dong Wang, Zhijia Lin, et al.
Frontiers in Physics (2023) Vol. 11
Open Access | Times Cited: 2

Nexus between Oil Shocks and Agriculture Commodities: Evidence from Time and Frequency Domain
Muhammad Abubakr Naeem, Sitara Karim, Mudassar Hasan, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3

Downside Risk and Portfolio Optimization of Energy Stocks: A Study on the Extreme Value Theory and the Vine Copula Approach
Madhusudan Karmakar, Samit Paul
The Energy Journal (2022) Vol. 44, Iss. 2, pp. 139-180
Closed Access | Times Cited: 3

Interlinkage of an Emerging Market with Financial Assets: Evidence from Three Well-Known Econometric Models
Kamrul Islam, Md. Jamal Hossain, Nazia Sultana, et al.
Studies in Economics and Econometrics (2024) Vol. 48, Iss. 4, pp. 309-325
Closed Access

State transformation of information spillover in asset markets and effective dynamic hedging strategies
Yu-Min Wang, Che-Chun Lin, I‐Chun Tsai
International Review of Financial Analysis (2023) Vol. 89, pp. 102772-102772
Closed Access | Times Cited: 1

Time–frequency domain based optimization of hedging strategy: Evidence from CSI 500 spot and futures
Hongyue Guo, Xi Yuan, YU Fang-ping, et al.
Expert Systems with Applications (2023) Vol. 238, pp. 121785-121785
Closed Access | Times Cited: 1

Commodity price volatility and stock market returns in an emerging economy
Kenneth Ofori‐Boateng, Elvis Kwame Agyapong, Williams Ohemeng, et al.
International Social Science Journal (2022) Vol. 72, Iss. 244, pp. 321-337
Closed Access | Times Cited: 2

Systematic risk in the biopharmaceutical sector: a multiscale approach
Gazi Salah Uddin, Muhammad Yahya, Stelios Bekiros, et al.
Annals of Operations Research (2021) Vol. 330, Iss. 1-2, pp. 243-266
Open Access | Times Cited: 2

Oil Prices and Sectoral Stock Returns in the Brics-T Countries a Time-Varying Approach
Guglielmo Maria Caporale, Abdurrahman Nazif Çatık, ‪Gül Şerife Huyugüzel Kışla, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 1

Relationship between Oil Prices and Russia Exchange Indices: Analysis of Frequency Causality
Nurkhodzha Akbulaev, Imangulu Muradzada, Ziyadhan Hasanov
International Journal of Energy Economics and Policy (2023) Vol. 13, Iss. 5, pp. 607-615
Open Access

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