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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:

Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives
Jinxin Cui, Mark Goh, Binlin Li, et al.
Energy (2020) Vol. 216, pp. 119302-119302
Closed Access | Times Cited: 82

Showing 26-50 of 82 citing articles:

The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets
Hailing Li, Yuxin Li, Hua Zhang
Energy (2023) Vol. 275, pp. 127384-127384
Closed Access | Times Cited: 30
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods
Salma Tarchella, Rabeh Khalfaoui, Shawkat Hammoudeh
Research in International Business and Finance (2023) Vol. 67, pp. 102125-102125
Closed Access | Times Cited: 30
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
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: 21
How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence
Lu‐Tao Zhao, H. Liu, Xue-Hui Chen
Journal of commodity markets (2024) Vol. 33, pp. 100386-100386
Closed Access | Times Cited: 11
Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R connectedness approach
Hailing Li, Xiaoyun Pei, Yimin Yang, et al.
Energy Economics (2024) Vol. 132, pp. 107475-107475
Closed Access | Times Cited: 10
Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model
Maoxi Tian, Muneer M. Alshater, Seong‐Min Yoon
Energy Economics (2022) Vol. 115, pp. 106341-106341
Closed Access | Times Cited: 31
Dynamic spillover effects among international crude oil markets from the time-frequency perspective
Chien‐Chiang Lee, Hegang Zhou, Chao Xu, et al.
Resources Policy (2022) Vol. 80, pp. 103218-103218
Closed Access | Times Cited: 30
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Imran Yousaf, Ahmed Imran Hunjra, Muneer M. Alshater, et al.
Pacific-Basin Finance Journal (2023) Vol. 82, pp. 102163-102163
Closed Access | Times Cited: 19
Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market
Soheil Roudari, Abdorasoul Sadeghi, Samad Gholami, et al.
Resources Policy (2023) Vol. 83, pp. 103688-103688
Closed Access | Times Cited: 16
Unveiling commodities-financial markets intersections from a bibliometric perspective
Imen Mbarki, Muhammad Arif Khan, Sitara Karim, et al.
Resources Policy (2023) Vol. 83, pp. 103635-103635
Open Access | Times Cited: 16
Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Dijia Liao
International Review of Economics & Finance (2024) Vol. 95, pp. 103470-103470
Closed Access | Times Cited: 5
Dynamic Dependence Between Sectoral Indexes of BRIC Countries and the Baltic Dirty Tanker Index: An Investigation Using the Generalized R2 Approach
Şerife Akıncı Tok, Savaş Tarkun
Borsa Istanbul Review (2025)
Open Access
Measuring multi-scale risk contagion between crude oil, clean energy, and stock market: A MODWT-Vine-copula method
Yaling Chen, Huiming Zhu, Yinpeng Liu
Research in International Business and Finance (2025), pp. 102790-102790
Closed Access
COVID-19 impact on commodity futures volatilities
Yongmin Zhang, Wang RuiZhi
Finance research letters (2021) Vol. 47, pp. 102624-102624
Open Access | Times Cited: 37
Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches
Merve Coskun, Nigar Taşpınar
Resources Policy (2022) Vol. 79, pp. 102968-102968
Closed Access | Times Cited: 23
On the linkage of oil prices and oil uncertainty with US equities: a combination analysis based on the wavelet approach and quantile-on-quantile regression
Mohamed Yousfi, Houssam Bouzgarrou
Frontiers in Physics (2024) Vol. 12
Open Access | Times Cited: 4
Interplay of crises: Unpacking intraday spillovers in oil and European equities in the shadow of the COVID-19 and the Ukraine-Russia war
Muneer M. Alshater, Waqas Hanif, Rim El Khoury, et al.
Borsa Istanbul Review (2024) Vol. 24, Iss. 4, pp. 747-771
Open Access | Times Cited: 4
Oil shocks and the transmission of higher-moment information in US industry: Evidence from an asymmetric puzzle
Muhammad Abubakr Naeem, Raazia Gul, Ahmet Faruk Aysan, et al.
Borsa Istanbul Review (2024) Vol. 24, Iss. 6, pp. 1190-1204
Open Access | Times Cited: 4
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? A time-frequency analysis
Xiuwen Chen
Applied Economics (2022) Vol. 55, Iss. 48, pp. 5637-5652
Closed Access | Times Cited: 20
COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective
Xiu Jin, Yueli Liu, Jinming Yu, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101967-101967
Closed Access | Times Cited: 11
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
Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?
Syed Jawad Hussain Shahzad, Nader Naifar
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101635-101635
Closed Access | Times Cited: 21
The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time and Frequency Domains
Dan Nie, Yanbin Li, Xiyu Li, et al.
Energies (2022) Vol. 15, Iss. 11, pp. 3927-3927
Open Access | Times Cited: 12
Extreme risk transmission mechanism between oil, green bonds and new energy vehicles
Wang Zhongzheng
Innovation and Green Development (2023) Vol. 2, Iss. 3, pp. 100064-100064
Open Access | Times Cited: 7

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