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:

Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets
Giray Gözgör, Chi Keung Marco Lau, Mehmet Hüseyin Bilgin
Journal of International Financial Markets Institutions and Money (2016) Vol. 44, pp. 35-45
Open Access | Times Cited: 73

Showing 26-50 of 73 citing articles:

Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets
Artur Semeyutin, Giray Gözgör, Chi Keung Marco Lau, et al.
Energy Economics (2021) Vol. 104, pp. 105660-105660
Open Access | Times Cited: 27
Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study
Yanan Chen, Haozhi Qi
Renewable Energy (2024) Vol. 228, pp. 120578-120578
Closed Access | Times Cited: 4
Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties
Ying-Hui Shao, Xing-Lu Gao, Yan-Hong Yang, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market
Shietal Ramesh, Rand Kwong Yew Low, Robert W. Faff
Energy Economics (2025) Vol. 143, pp. 108225-108225
Closed Access
The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system
Xingyu Dai, Imran Yousaf, Jiqian Wang, et al.
Journal of commodity markets (2025), pp. 100463-100463
Closed Access
Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes
Christos Alexakis, Vasileios Pappas
Economic Modelling (2018) Vol. 73, pp. 222-239
Open Access | Times Cited: 33
Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression
Jihong Xiao, Yudong Wang
Energy (2021) Vol. 241, pp. 122517-122517
Closed Access | Times Cited: 26
The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
Wei‐Xing Zhou, Yun-Shi Dai, Kiet Tuan Duong, et al.
Journal of Economic Behavior & Organization (2023) Vol. 217, pp. 91-111
Open Access | Times Cited: 10
Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets
Xiaoran Zhou, Martin Enilov, Mamata Parhi
Energy Economics (2024) Vol. 132, pp. 107468-107468
Open Access | Times Cited: 3
Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning
Thiago Christiano Silva, Tércio Braz, Benjamin Miranda Tabak
Energy Economics (2024) Vol. 136, pp. 107698-107698
Closed Access | Times Cited: 3
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors
Yang Liu, Liyan Han, Libo Yin
Journal of Futures Markets (2018) Vol. 38, Iss. 10, pp. 1246-1261
Closed Access | Times Cited: 29
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Yun-Shi Dai, Pengfei Dai, Wei‐Xing Zhou
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101820-101820
Open Access | Times Cited: 8
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model
Nicholas Apergis, Giray Gözgör, Chi Keung Marco Lau, et al.
Energy Economics (2018) Vol. 78, pp. 129-142
Open Access | Times Cited: 25
Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?
Pavel Kotyza, Katarzyna Czech, Michał Wielechowski, et al.
Agriculture (2021) Vol. 11, Iss. 2, pp. 93-93
Open Access | Times Cited: 19
Dynamic correlation between crude oil and agricultural futures markets
Zhuo Chen, Bo Yan, Hanwen Kang
Review of Development Economics (2022) Vol. 26, Iss. 3, pp. 1798-1849
Closed Access | Times Cited: 13
Energy Price Inflation, Geopolitical Risk, and Bitcoin Dependence Structure: Evidence from BRICS
Chi Keung Marco Lau, Alaa M. Soliman, Dongna Zhang
Emerging Markets Finance and Trade (2024) Vol. 60, Iss. 12, pp. 2631-2645
Closed Access | Times Cited: 2
Asymmetric TVP-VAR connectedness between highly traded commodities and hedging strategies: Evidence from major contagions
Kamesh Anand K, Aswini Kumar Mishra
Borsa Istanbul Review (2024) Vol. 24, Iss. 6, pp. 1248-1262
Open Access | Times Cited: 2
Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas
Felipe A. de Oliveira, Sinézio Fernandes Maia, Diego Pitta de Jesus, et al.
The North American Journal of Economics and Finance (2018) Vol. 45, pp. 83-100
Closed Access | Times Cited: 19
Risk perceptions and international stock market liquidity
Rui Ma, Hamish D. Anderson, Ben R. Marshall
Journal of International Financial Markets Institutions and Money (2019) Vol. 62, pp. 94-116
Closed Access | Times Cited: 18
Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets
Tangyong Liu, Xu Gong, Boqiang Lin
Journal of Futures Markets (2021) Vol. 41, Iss. 9, pp. 1375-1396
Closed Access | Times Cited: 15
Volatility of commodity futures prices and market-implied inflation expectations
Lucjan T. Orłowski
Journal of International Financial Markets Institutions and Money (2017) Vol. 51, pp. 133-141
Closed Access | Times Cited: 18
Traders’ motivation and hedging pressure in commodity futures markets
David Llistar i Bosch, K. Smimou
Research in International Business and Finance (2021) Vol. 59, pp. 101529-101529
Closed Access | Times Cited: 11
Investigating the Impact of Agricultural, Financial, Economic, and Political Factors on Oil Forward Prices and Volatility: A SHAP Analysis
H.J. Kim, Hui-Sang Kim, Sun‐Yong Choi
Energies (2024) Vol. 17, Iss. 5, pp. 1001-1001
Open Access | Times Cited: 1
Volatility transmission in the property market during two inflationary periods: the 2008-2009 global financial crisis and the COVID-19 crisis
Bader M. Aljohani, Abubaker Fadul, Maram S. Asiri, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102413-102413
Open Access | Times Cited: 1
The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets
Beyza Mina Ordu-Akkaya, Ecenur UĞURLU YILDIRIM, Uğur Soytaş
Resources Policy (2018) Vol. 61, pp. 410-422
Closed Access | Times Cited: 10

Scroll to top