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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:

Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?
Yanran Ma, Dayong Zhang, Qiang Ji, et al.
Energy Economics (2019) Vol. 81, pp. 536-544
Closed Access | Times Cited: 136

Showing 26-50 of 136 citing articles:

Network connectedness between China's crude oil futures and sector stock indices
Zixin Wang, Liu Bing-yue, Ying Fan
Energy Economics (2023) Vol. 125, pp. 106848-106848
Closed Access | Times Cited: 22
Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition
María Caridad Sevillano, Francisco Jareño, Raquel López Garcí­a, et al.
Energy Economics (2024) Vol. 131, pp. 107398-107398
Open Access | Times Cited: 14
Examining connections between the fourth industrial revolution and energy markets
Ahmed H. Elsayed, Mabruk Billah, John W. Goodell, et al.
Energy Economics (2024) Vol. 133, pp. 107476-107476
Closed Access | Times Cited: 13
Asymmetric spillover effects in energy markets
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Buhari Doğan, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 470-502
Closed Access | Times Cited: 9
How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties
Yunhan Zhang, Qiang Ji, Dayong Zhang, et al.
Energy Economics (2024) Vol. 131, pp. 107354-107354
Closed Access | Times Cited: 8
Oil shocks, competition, and corporate investment: Evidence from China
Chen Xian, Yang Li, Jihong Xiao, et al.
Energy Economics (2020) Vol. 89, pp. 104819-104819
Closed Access | Times Cited: 65
Realised volatility connectedness among Bitcoin exchange markets
Qiang Ji, Elie Bouri, Ladislav Krištoufek, et al.
Finance research letters (2019) Vol. 38, pp. 101391-101391
Closed Access | Times Cited: 63
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
Jiawen Luo, Qiang Ji, Tony Klein, et al.
Energy Economics (2020) Vol. 89, pp. 104781-104781
Open Access | Times Cited: 60
Energy commodity uncertainties and the systematic risk of US industries
Muhammad Abubakr Naeem, Faruk Balli, Syed Jawad Hussain Shahzad, et al.
Energy Economics (2019) Vol. 85, pp. 104589-104589
Closed Access | Times Cited: 57
The skewness of oil price returns and equity premium predictability
Zhifeng Dai, Huiting Zhou, Jie Kang, et al.
Energy Economics (2020) Vol. 94, pp. 105069-105069
Closed Access | Times Cited: 55
The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US
Yawei Guo, Jianping Li, Yehua Li, et al.
Energy Economics (2021) Vol. 97, pp. 105198-105198
Closed Access | Times Cited: 53
How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective
Shupei Huang, Haizhong An, Brian M. Lucey
Energy Economics (2020) Vol. 86, pp. 104641-104641
Closed Access | Times Cited: 52
Dynamic volatility spillovers among bulk mineral commodities: A network method
Sufang An, Xiangyun Gao, Haizhong An, et al.
Resources Policy (2020) Vol. 66, pp. 101613-101613
Closed Access | Times Cited: 51
Extreme risk transmission among bitcoin and crude oil markets
Dongxin Li, Yanran Hong, Lu Wang, et al.
Resources Policy (2022) Vol. 77, pp. 102761-102761
Closed Access | Times Cited: 37
Energy security: Does systemic risk spillover matter? Evidence from China
Bo Zhu, Yuanyue Deng, Renda Lin, et al.
Energy Economics (2022) Vol. 114, pp. 106252-106252
Closed Access | Times Cited: 34
Complex risk contagions among large international energy firms: A multi-layer network analysis
Fei Wu, Xuanqi Xiao, Xinyu Zhou, et al.
Energy Economics (2022) Vol. 114, pp. 106271-106271
Closed Access | Times Cited: 29
Regime specific spillovers across US sectors and the role of oil price volatility
José Arreola Hernández, Syed Jawad Hussain Shahzad, Perry Sadorsky, et al.
Energy Economics (2022) Vol. 107, pp. 105834-105834
Closed Access | Times Cited: 28
Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications
Son Duy Pham, Thao T.T. Nguyen, Hung Xuan
Energy Economics (2023) Vol. 120, pp. 106632-106632
Closed Access | Times Cited: 19
Crude oil price shocks, volatility spillovers, and global systemic financial risk transmission mechanisms: Evidence from the stock and foreign exchange markets
Jianyu Chen, Jianshun Zhang
Resources Policy (2023) Vol. 85, pp. 103875-103875
Closed Access | Times Cited: 19
Dynamic complexity and causality of crude oil and major stock markets
Di Xiao, Jun Wang
Energy (2019) Vol. 193, pp. 116791-116791
Closed Access | Times Cited: 52
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective
Qiang Ji, Walid Bahloul, Jiang-Bo Geng, et al.
Research in International Business and Finance (2019) Vol. 52, pp. 101114-101114
Open Access | Times Cited: 49
The nonlinear effect of oil price shocks on financial stress: Evidence from China
Liu Ren-ren, Jianzhong Chen, Fenghua Wen
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101317-101317
Closed Access | Times Cited: 46
Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?
Fei Lv, Chen Yang, Libing Fang
International Review of Financial Analysis (2020) Vol. 71, pp. 101537-101537
Closed Access | Times Cited: 42
Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions
Donghui Liu, Meng Ling-jie, Yudong Wang
International Review of Economics & Finance (2020) Vol. 69, pp. 20-32
Closed Access | Times Cited: 40
Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective
Pengfei Zhu, Yong Tang, Yu Wei, et al.
Energy (2020) Vol. 217, pp. 119416-119416
Closed Access | Times Cited: 40

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