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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:

Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective
Xiao-Li Gong, Zhao Min, Zhuo-Cheng Wu, et al.
Energy Economics (2023) Vol. 121, pp. 106678-106678
Closed Access | Times Cited: 43

Showing 26-50 of 43 citing articles:

Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression
Yinghua Ren, Nairong Wang, Huiming Zhu
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102263-102263
Closed Access | Times Cited: 2
Quantile-Frequency Connectedness among Climate Change Stocks: The Roles of Climate Change Attention and Global Uncertainties
Mohammad Enamul Hoque, Masnun Mahi, Lain-Tze Tee, et al.
Journal of Cleaner Production (2024), pp. 143719-143719
Closed Access | Times Cited: 2
How green credit affects corporate environmental information disclosure: evidence from new energy listed companies in China
Limin Geng, Wenxin Yin, Xiaoxia Wu, et al.
Frontiers in Ecology and Evolution (2023) Vol. 11
Open Access | Times Cited: 5
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
Clean Energy Market Connectedness and Investment Strategies: New Evidence from DCC-GARCH R2 Decomposed Connectedness Measures
Teo Cocca, David Gabauer, Stefan Pomberger
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study
Sen Qiao, Chang Yuan, Xi Xi, et al.
Energy Economics (2024), pp. 107919-107919
Closed Access | Times Cited: 1
Discerning the impact of global geopolitical risks on China's energy futures market spillovers: Evidence from higher-order moment
Xinya Wang, Xueyun Rong, Lei Yin
Energy Economics (2024) Vol. 140, pp. 107981-107981
Closed 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
What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials
Xianfang Su, Yachao Zhao
Energy Economics (2023) Vol. 128, pp. 107169-107169
Closed Access | Times Cited: 3
Research on the tail risk contagion in the international commodity market on the China's financial market: based on a network perspective
Xin Liao, W J Li
Kybernetes (2023) Vol. 54, Iss. 2, pp. 807-831
Closed Access | Times Cited: 2
Research on the Risk Spillover among the Real Economy, Real Estate Market, and Financial System: Evidence from China
Yubin Huangfu, Haibo Yu, Zuoji Dong, et al.
Land (2024) Vol. 13, Iss. 6, pp. 890-890
Open Access
Assessing the risk spillover effects between the Chinese carbon market and the US-China energy market
Jiale Yan, Cem Işık
Heliyon (2024) Vol. 11, Iss. 1, pp. e41186-e41186
Open Access
Navigating risk in geothermal energy projects: A systematic literature review
Mukhtar A. Kassem, Andrea Moscariello, Pierre Hollmuller
Energy Reports (2024) Vol. 13, pp. 696-712
Closed Access
Employment creator or disrupter? Novel evidence for German import energy
Fangzhi Cao, Chi‐Wei Su
Energy Sources Part B Economics Planning and Policy (2024) Vol. 19, Iss. 1
Closed Access
Asymmetric Tail Risk Spillover and Co-movement Between Climate Risk and the International Energy Market
David Adeabah, Thu Phuong Pham
(2024)
Closed Access
Time-varying aggregate tail risk and cross section of stock returns: Indian evidence
Alok Dixit, Shweta Bajpai
Finance research letters (2024), pp. 106209-106209
Closed Access
Assessing Volatility Spillover Networks and Systemic Importance of China's New Energy Companies: Evidence from Quantile Connectedness
Yawei Guo, Yi Lin, Ningli Wang
(2024)
Closed Access
Measuring the Systemic Risk of Clean Energy Markets Based on the Dynamic Factor Copula Model
Wensheng Wang, Rui Wang
Systems (2024) Vol. 12, Iss. 12, pp. 584-584
Open Access
A Network Analysis of Volatility Connectedness among Cryptocurrencies: A Quantile Vector Autoregressive Approach
Reza Taleblou, Parisa Mohajeri, Shakiba Lasgari
(2024) Vol. 17, Iss. 60, pp. 261-293
Closed Access
Extreme Time-Frequency Connectedness Across U.S. Sector Stock and Commodity Futures Markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
(2023)
Closed Access
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