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:

Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China
Yongjie Zhang, Meng Wang, Xiong Xiong, et al.
Finance research letters (2020) Vol. 40, pp. 101786-101786
Closed Access | Times Cited: 68

Showing 26-50 of 68 citing articles:

How do external uncertainties impact connectedness among carbon, fossil and clean energy markets? An analysis of extreme risk
Lei Cheng, Rui-Xiang Qiu, Lu‐Tao Zhao, et al.
Journal of Cleaner Production (2025), pp. 145200-145200
Closed Access
Hedge asset for stock markets: Cryptocurrency, Cryptocurrency Volatility Index (CVI) or Commodity
Rubaiyat Ahsan Bhuiyan, Tamoghna Mukherjee, Kazi Md. Tarique, et al.
Quantitative Finance and Economics (2025) Vol. 9, Iss. 1, pp. 131-166
Open Access
Greening the mines: Managing efficiency, environmental impact, and ecology in Chinese mining regions
Cosimo Magazzino, Muhammad Haroon, Xian Zeo
Resources Policy (2025) Vol. 103, pp. 105564-105564
Open Access
COVID‐19 and ESG preferences: Corporate bonds versus equities
Amanjot Singh
International Review of Finance (2021) Vol. 22, Iss. 2, pp. 298-307
Open Access | Times Cited: 26
COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis
Qiwei Xie, Cheng Lu, Ranran Liu, et al.
Finance research letters (2022) Vol. 52, pp. 103545-103545
Open Access | Times Cited: 18
Volatility spillover and dynamic correlation between Islamic, conventional, cryptocurrency and precious metal markets during the immediate outbreak of COVID-19 pandemic
Muhammad Mahmudul Karim, Abu Hanifa Md. Noman, M. Kabir Hassan, et al.
International Journal of Islamic and Middle Eastern Finance and Management (2024) Vol. 17, Iss. 4, pp. 662-692
Closed Access | Times Cited: 3
Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia
Amanjot Singh
Economic Modelling (2021) Vol. 97, pp. 45-57
Closed Access | Times Cited: 20
Return equicorrelation and dynamic spillovers between Central and Eastern European, and World stock markets, 2010-2019
Ngô Thái Hưng
Regional Statistics (2022) Vol. 12, Iss. 1, pp. 159-192
Open Access | Times Cited: 14
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: 8
Dynamic Spillovers Across Precious Metals and Oil Realized Volatilities: Evidence from Quantile Extended Joint Connectedness Measures
Juncal Cuñado, Ioannis Chatziantoniou, David Gabauer, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 13
Volatility Connectedness of MOVE Index and Bond Returns
Ender Baykut, Halilibrahim Gökgöz
ETIKONOMI (2024) Vol. 23, Iss. 1, pp. 27-46
Open Access | Times Cited: 2
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods
Ameet Kumar Banerjee, Ahmet Şensoy, John W. Goodell
International Review of Economics & Finance (2024), pp. 103740-103740
Closed Access | Times Cited: 2
Green bonds and financial markets: Interdependence across different market situations
Remzi Gök, Zekai ŞENOL, Burhan Durgun, et al.
Journal of Environmental Management (2024) Vol. 373, pp. 123408-123408
Closed Access | Times Cited: 2
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
The Impacts of Geopolitical Uncertainty on Turkish Lira during the Erdoğan Administration
Νikolaos Kyriazis, Emmanouil-M. L. Economou
Defence and Peace Economics (2021) Vol. 33, Iss. 6, pp. 731-750
Closed Access | Times Cited: 15
Safe-haven and hedging roles of precious metals for BRICS and Turkey
Ahmet Galip Gençyürek, Ramazan Eki̇nci̇
Borsa Istanbul Review (2022) Vol. 23, Iss. 2, pp. 297-321
Open Access | Times Cited: 10
Market Volatility Spillover, Network Diffusion, and Financial Systemic Risk Management: Financial Modeling and Empirical Study
Sun Meng, Yan Chen
Mathematics (2023) Vol. 11, Iss. 6, pp. 1396-1396
Open Access | Times Cited: 4
Does Geopolitical Risk Matter for Cross‐Industry Risk Contagion: The Roles of Real Linkage and Information Channels*
Yuanyue Deng, Ying Wu
Asia-Pacific Journal of Financial Studies (2024) Vol. 53, Iss. 5, pp. 555-595
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
Long-term adjusted volatility: Powerful capability in forecasting stock market returns
Rui Qiu, Jing Liu, Yan Li
International Review of Financial Analysis (2023) Vol. 86, pp. 102530-102530
Closed Access | Times Cited: 2
Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan
Jianhui Ni, Jia Ruan
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102055-102055
Closed Access | Times Cited: 2
Exploration of Stock Portfolio Investment Construction Using Deep Learning Neural Network
Zizheng Xie, Yi Wang
Computational Intelligence and Neuroscience (2022) Vol. 2022, pp. 1-12
Open Access | Times Cited: 4
ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach
Andreas Renard Widarto, Harjum Muharam, Sugeng Wahyudi, et al.
SAGE Open (2022) Vol. 12, Iss. 2
Closed Access | Times Cited: 3
Extreme Time-Varying Spillovers between High Carbon Emission Stocks, Green Bond and Crude Oil: Evidence from a Quantile-Based Analysis
Zhifeng Dai, Xiaotong Zhang, Zhujia Yin
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Studying industrial financial portfolio perspectives — BOXPI for the environmental transition of China
Jiong Huang
Environmental Science and Pollution Research (2024) Vol. 31, Iss. 5, pp. 7646-7663
Closed Access

Scroll to top