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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:

Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic
Ioannis Chatziantoniou, David Gabauer, Fernando Pérez de Gracia
Energy Economics (2022) Vol. 111, pp. 106051-106051
Open Access | Times Cited: 65

Showing 26-50 of 65 citing articles:

Tail risk spillovers between Shanghai oil and other markets
Muhammad Abubakr Naeem, Raazia Gul, Muhammad Shafiullah, et al.
Energy Economics (2023) Vol. 130, pp. 107182-107182
Closed Access | Times Cited: 12
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Emmanuel Joel Aikins Abakah, Mariem Brahim, Jean‐Étienne Carlotti, et al.
International Economics (2024) Vol. 178, pp. 100503-100503
Closed Access | Times Cited: 4
Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets
Faisal Nazir Zargar, Rajesh Mohnot, Foued Hamouda, et al.
Resources Policy (2024) Vol. 92, pp. 105032-105032
Closed Access | Times Cited: 4
Do green economy stocks matter for the carbon and energy markets? Evidence of connectedness effects and hedging strategies
Yingyue Sun, Yu Wei, Y. Wang
China Finance Review International (2024) Vol. 14, Iss. 4, pp. 666-693
Closed Access | Times Cited: 4
Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors
Duc Hong Vo, Hung Le-Phuc Nguyen
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 3
Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes
Aktham Maghyereh, Salem Adel Ziadat
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 3
Tail risk intersection between tech-tokens and tech-stocks
Mohammad Abdullah, Provash Kumer Sarker, Emmanuel Joel Aikins Abakah, et al.
Global Finance Journal (2024) Vol. 61, pp. 100989-100989
Closed Access | Times Cited: 3
Energy market reforms in China and the time-varying connectedness of domestic and international markets
Tiantian Wang, Fei Wu, Dayong Zhang, et al.
Energy Economics (2022) Vol. 117, pp. 106495-106495
Closed Access | Times Cited: 16
Exploring ripple effect of oil price, fintech, and financial stress on clean energy stocks: A global perspective
Xueqin Dong, Lilong Huang
Resources Policy (2023) Vol. 89, pp. 104582-104582
Closed Access | Times Cited: 8
Oil Sector and Sentiment Analysis—A Review
Marcus Vinicius Bastos dos Santos, Fernando Morgado‐Dias, Thiago Christiano Silva
Energies (2023) Vol. 16, Iss. 12, pp. 4824-4824
Open Access | Times Cited: 5
The nexus between fossil energy markets and the effect of the COVID-19 pandemic on clustering structures
Salim Lahmiri
Energy Nexus (2024), pp. 100344-100344
Open Access | Times Cited: 1
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
Asymmetric tail risk spillover and co-movement between climate risk and the international energy market
David Adeabah, Thu Phuong Pham
Energy Economics (2024), pp. 108122-108122
Open Access | Times Cited: 1
Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3
Yongjian Lyu, Xinyu Zhang, Jin Cao, et al.
Journal of International Money and Finance (2023) Vol. 140, pp. 102989-102989
Closed Access | Times Cited: 4
Oil Shocks and Green Markets: Evidence from Cross-Spectral Quantile Coherency and Time-Varying Quantile Frequency Connectedness
Mabruk Billah, Md Rafayet Alam, Mohammad Enamul Hoque, et al.
(2024)
Closed Access | Times Cited: 1
Risk spillover changes among commodity futures, stock and ESG markets: A study based on multidimensional higher order moment perspective
Peining Yu, Luohui Zhou, Zejun Chen, et al.
Finance research letters (2024) Vol. 71, pp. 106284-106284
Closed Access | Times Cited: 1
Studying environmental and economic considerations on tourism activities in achieving sustainable development goals: implications for sustainability
Shuying Zhai, Ru Li, Yuange Yang
Environmental Science and Pollution Research (2023) Vol. 30, Iss. 60, pp. 125774-125789
Closed Access | Times Cited: 3
Spillover effects of RMB exchange rate among RCEP member countries: Empirical evidence from time-frequency domain approach
J Y Guo, Zhiyong Wang
PLoS ONE (2023) Vol. 18, Iss. 6, pp. e0287566-e0287566
Open Access | Times Cited: 2
International stock market volatility: A global tail risk sight
Xinjie Lu, Qing Zeng, Juandan Zhong, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 91, pp. 101904-101904
Closed Access | Times Cited: 2
Crude oil futures and the short-term price predictability of petroleum products
Danyan Wen, Huihui Wang, Yudong Wang, et al.
Energy (2024) Vol. 307, pp. 132750-132750
Closed Access
The spillover and comovement of downside and upside tail risks among crude oil futures markets
Jie Yang, Yun Feng, Hao Yang
International Review of Financial Analysis (2024), pp. 103578-103578
Closed Access
World energy futures market efficiency and its determinants; evidence from white noise test based on block-wise wild bootstrap approach
Ashutosh Dash, Sangram Keshari Jena, Aviral Kumar Tiwari, et al.
Applied Economics (2024), pp. 1-15
Closed Access
Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases
Mattia Chiappari, Francesco Scotti, Andrea Flori
International Review of Financial Analysis (2024), pp. 103665-103665
Open Access
Market dynamics in India: analysing interconnections among oil, stocks, gold and forex markets
Bhuvan Arora, J. Daniel, Anwesha Aditya
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access
Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks
Shoaib Ali, Nassar S. Al-Nassar, Ali Awais Khalid, et al.
Annals of Operations Research (2024)
Closed Access

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