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 spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Sang Hoon Kang, José Arreola Hernández, Perry Sadorsky, et al.
Energy Economics (2021) Vol. 99, pp. 105278-105278
Closed Access | Times Cited: 78

Showing 26-50 of 78 citing articles:

Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Petros Golitsis, Pavlos Gkasis, Sotirios K. Bellos
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101785-101785
Closed Access | Times Cited: 22
The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19
Spyros Papathanasiou, Dimitrios Vasiliou, Anastasios Magoutas, et al.
Australian Journal of Management (2023)
Closed Access | Times Cited: 15
Spillover connectedness nexus geopolitical oil price risk, clean energy stocks, global stock, and commodity markets
Merve Coskun, Nasir Khan, Asima Saleem, et al.
Journal of Cleaner Production (2023) Vol. 429, pp. 139583-139583
Closed Access | Times Cited: 14
Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters
Muhammad Shahbaz, Umaid A. Sheikh, Mosab I. Tabash, et al.
Energy Economics (2024) Vol. 136, pp. 107732-107732
Closed Access | Times Cited: 4
The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective
Konstantinos Dimitriadis, Demetris Koursaros, Christos S. Savva
Applied Economics (2024), pp. 1-21
Closed Access | Times Cited: 4
The Impact of the Interaction of Financial Investment Instruments on Financial Market
Nuray Yüzbaşıoğlu
MANAS Sosyal Araştırmalar Dergisi (2025) Vol. 14, Iss. 1, pp. 217-227
Open Access
Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors
Ata Assaf, Mohammad Al‐Shboul, Khaled Mokni, et al.
Emerging Markets Review (2025), pp. 101253-101253
Closed Access
Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
The Quarterly Review of Economics and Finance (2025) Vol. 100, pp. 101974-101974
Closed Access
Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity
Samet Günay, Barbara Dömötör, Attila András Víg
Emerging Markets Review (2025), pp. 101262-101262
Open Access
The dynamics of frequency connectedness between technology ETFs and uncertainty indices under extreme market conditions
Oğuzhan Özçelebi, Ron McIver, Sang Hoon Kang
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective
Mengting Li, X. Ma, Jingyi Jia, et al.
International Review of Economics & Finance (2025), pp. 103976-103976
Open Access
Assessing linkages between supply chain Tokens and other assets: Evidence from a time-frequency quantile connectedness approach.
Marouene Mbarek, Badreddine Msolli
Journal of Behavioral and Experimental Finance (2025), pp. 101029-101029
Closed Access
Green bonds and gold: A new financial–environmental relationship
Αθανάσιος Τσαγκανός, Emilios Galariotis, Fotios Pasiouras
Journal of Environmental Management (2025) Vol. 380, pp. 124906-124906
Closed Access
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Mohammad Alomari, Refk Selmi, Walid Mensi, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 93, pp. 210-228
Closed Access | Times Cited: 10
TIME-VARYING FREQUENCY CONNECTEDNESS ANALYSIS ACROSS CRUDE OIL, GEOPOLITICAL RISK, ECONOMIC POLICY UNCERTAINTY AND STOCK MARKETS
Jin Shang, Shigeyuki Hamori
The Singapore Economic Review (2024), pp. 1-69
Closed Access | Times Cited: 2
What drives currency connectedness? Evidence from the BRICS currencies
Shi He, Zhengtao Cheng, Wenhao Wang, et al.
Applied Economics (2024), pp. 1-19
Closed Access | Times Cited: 2
On the partial impact of uncertainties on the nexus between macroeconomic fundamentals in West Africa
Bernice Nkrumah-Boadu, George Tweneboah, Siaw Frimpong
Heliyon (2024) Vol. 10, Iss. 16, pp. e35976-e35976
Open Access | Times Cited: 2
Commodity and Equity Markets: Volatility and Return Spillovers
Carlos Pinho, Isabel Maldonado
Commodities (2022) Vol. 1, Iss. 1, pp. 18-33
Open Access | Times Cited: 11
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 Volatility Spillover Effects and Portfolio Strategies among Crude Oil, Gold, and Chinese Electricity Companies
Guannan Wang, Juan Meng, Bin Mo
Mathematics (2023) Vol. 11, Iss. 4, pp. 910-910
Open Access | Times Cited: 6
Cross hedging with stock index futures
Ahmad Danial Zainudin, Azhar Mohamad
The Quarterly Review of Economics and Finance (2021) Vol. 82, pp. 128-144
Open Access | Times Cited: 14
Determinants of non-performing loans in North Macedonia
Petros Golitsis, Khurshid Khudoykulov, Savica Palanov
Cogent Business & Management (2022) Vol. 9, Iss. 1
Open Access | Times Cited: 9
Network connectedness and portfolio hedging of green bonds, stock markets and commodities
Taicir Mezghani, Fatma Ben Hamadou, Mouna Boujelbène-Abbes
International Journal of Emerging Markets (2023)
Closed Access | Times Cited: 5
Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence
Xunyong Xiao, LI Ai-xi, Bilal Kchouri, et al.
Energy Economics (2024) Vol. 133, pp. 107443-107443
Closed Access | Times Cited: 1
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

Scroll to top