Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate
Xunxiao Wang
Energy Economics (2020) Vol. 91, pp. 104900-104900
Closed Access | Times Cited: 63

Showing 26-50 of 63 citing articles:

Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Yongdeng Xu, Bo Guan, Wenna Lu, et al.
Energy Economics (2024) Vol. 136, pp. 107750-107750
Open Access | Times Cited: 4
Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain
Rendao Ye, Jian Xiao, Yilan Zhang
Economic Analysis and Policy (2024) Vol. 83, pp. 1061-1079
Closed Access | Times Cited: 4
Quantile time-frequency connectedness among G7 stock markets and clean energy markets
Rim El Khoury, Muneer M. Alshater, Yanshuang Li, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 93, pp. 71-90
Closed Access | Times Cited: 10
Volatility Spillover Dynamics and Determinants between FinTech and Traditional Financial Industry: Evidence from China
Ziyao Wang, Yufei Xia, Yating Fu, et al.
Mathematics (2023) Vol. 11, Iss. 19, pp. 4058-4058
Open Access | Times Cited: 9
Dynamic quantile connectedness between oil and stock markets: The impact of the interest rate
Jingrui Qin, Xiaoping Cong, Ma Di, et al.
Energy Economics (2024) Vol. 136, pp. 107741-107741
Closed Access | Times Cited: 3
How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method
Li Zhang, Lu Wang, Xunxiao Wang, et al.
Resources Policy (2022) Vol. 77, pp. 102656-102656
Closed Access | Times Cited: 14
Time-Frequency Spillovers and the Determinants among Fossil Energy, Clean Energy and Metal Markets
Qian Ding, Jianbai Huang, Jinyu Chen
The Energy Journal (2022) Vol. 44, Iss. 2, pp. 259-286
Closed Access | Times Cited: 14
Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach
Javier Sánchez García, Salvador Cruz Rambaud
Journal of Economics and Finance (2023) Vol. 47, Iss. 4, pp. 1018-1040
Open Access | Times Cited: 8
Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?
Qichang Xie, Jingrui Qin, Jianwei Li
Energy Strategy Reviews (2023) Vol. 49, pp. 101191-101191
Open Access | Times Cited: 8
Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach
Ruibin Liang, Sheng Cheng, Cao Yan, et al.
Technological Forecasting and Social Change (2024) Vol. 200, pp. 123191-123191
Closed Access | Times Cited: 2
U.S. monetary policy: The pushing hands of crude oil price?
Fangzhi Cao, Chi‐Wei Su, Di‐An Sun, et al.
Energy Economics (2024) Vol. 134, pp. 107555-107555
Closed Access | Times Cited: 2
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies
Walid Mensi, Khamis Hamed Al‐Yahyaee, Xuan Vinh Vo, et al.
International Economics (2024) Vol. 180, pp. 100554-100554
Closed Access | Times Cited: 2
Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach
Qichang Xie, Guoqiang Tang
Energy Economics (2022) Vol. 114, pp. 106250-106250
Closed Access | Times Cited: 12
The nexus between oil and airline stock returns: Does time frequency matter?
Mehrad Asadi, Son Duy Pham, Thao T.T. Nguyen, et al.
Energy Economics (2022) Vol. 117, pp. 106444-106444
Closed Access | Times Cited: 11
Dynamic connectedness between crude oil and equity markets: What about the effects of firm's solvency and profitability positions?
Faruk Balli, Hatice Ozer Balli, Thi Thu Ha Nguyen
Journal of commodity markets (2023) Vol. 31, pp. 100348-100348
Open Access | Times Cited: 6
Does interest rate and its volatility affect banking sector development? Empirical evidence from emerging market economies
Gülcay Tuna, Hamed Ahmad Almahadin
Research in International Business and Finance (2021) Vol. 58, pp. 101436-101436
Closed Access | Times Cited: 13
Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions
Jing Hao, Feng He, Feng Ma, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 6, pp. 771-791
Closed Access | Times Cited: 5
Forecasting US stock market returns by the aggressive stock-selection opportunity
Yan Li, Chao Liang, Toan Luu Duc Huynh
Finance research letters (2022) Vol. 50, pp. 103323-103323
Closed Access | Times Cited: 8
Does oil future increase the network systemic risk of financial institutions in China?
Chuanglian Chen, Lichao Zhou, Chuanwang Sun, et al.
Applied Energy (2024) Vol. 364, pp. 123176-123176
Closed Access | Times Cited: 1
Return and volatility connectedness among carbon and energy markets based on time- and frequency-domain approaches
You Wu, Wenting Ren, Xiong Yang, et al.
Frontiers in Environmental Science (2024) Vol. 11
Open Access | Times Cited: 1
The change in stock-selection risk and stock market returns
Jing Liu, Qiubei He, Yan Li, et al.
International Review of Financial Analysis (2022) Vol. 85, pp. 102457-102457
Open Access | Times Cited: 6
Interconnections and Contagion Among Cryptocurrencies, Defi, Nft and Traditional Financial Assets: Some New Evidence from Tail Risk Driven Network
Qin Li, Xin Liao, Stephen Chan, et al.
(2023)
Closed Access | Times Cited: 3
THE SPILLOVERS OF VOLATILITY BETWEEN THE STOCK MARKET, INTEREST RATE, EXCHANGE RATE, GOLD, OIL AND BITCOIN
Zekai ŞENOL, Selahattin Koç
Uluslararası İktisadi ve İdari İncelemeler Dergisi (2022), Iss. 35, pp. 31-46
Open Access | Times Cited: 4
Nonlinear relationship between money market rate and stock market liquidity in China: A multifractal analysis
Yihong Sun, Xuemei Yuan
PLoS ONE (2021) Vol. 16, Iss. 4, pp. e0249852-e0249852
Open Access | Times Cited: 5
How connected are green bonds to green assets and non-green assets?
Nana Liu, Hairong Wang, Jun Chu, et al.
Journal of Environmental Planning and Management (2024), pp. 1-33
Closed Access

Scroll to top