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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 network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
Qiang Ji, Elie Bouri, David Roubaud
International Review of Financial Analysis (2018) Vol. 57, pp. 1-12
Closed Access | Times Cited: 154

Showing 26-50 of 154 citing articles:

Stress from attention: The relationship between climate change attention and crude oil markets
Boqiang Lin, Yiyang Chen, Xiangwen Gong
Journal of commodity markets (2024) Vol. 34, pp. 100399-100399
Closed Access | Times Cited: 10
Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model
Rongda Chen, Jianjun Xu
Energy Economics (2018) Vol. 78, pp. 379-391
Closed Access | Times Cited: 79
The role of uncertainty measures on the returns of gold
Giray Gözgör, Chi Keung Marco Lau, Xin Sheng, et al.
Economics Letters (2019) Vol. 185, pp. 108680-108680
Open Access | Times Cited: 74
Identifying influential energy stocks based on spillover network
Ze Wang, Xiangyun Gao, Haizhong An, et al.
International Review of Financial Analysis (2019) Vol. 68, pp. 101277-101277
Closed Access | Times Cited: 67
Copula-based local dependence among energy, agriculture and metal commodities markets
Claudiu Tiberiu Albulescu, Aviral Kumar Tiwari, Qiang Ji
Energy (2020) Vol. 202, pp. 117762-117762
Open Access | Times Cited: 67
Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns
Saleha Ashfaq, Yong Tang, Rashid Maqbool
Energy (2019) Vol. 188, pp. 116002-116002
Closed Access | Times Cited: 66
The changing network of financial market linkages: The Asian experience
Biplob Chowdhury, Mardi Dungey, Moses Kangogo, et al.
International Review of Financial Analysis (2019) Vol. 64, pp. 71-92
Open Access | Times Cited: 64
Dynamic Spillover Effect Between Oil Prices and Economic Policy Uncertainty in BRIC Countries: A Wavelet-Based Approach
Xiuwen Chen, Xiaolei Sun, Jun Wang
Emerging Markets Finance and Trade (2019) Vol. 55, Iss. 12, pp. 2703-2717
Closed Access | Times Cited: 62
Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective
Xiaohong Huang, Shupei Huang
International Review of Financial Analysis (2020) Vol. 72, pp. 101562-101562
Closed Access | Times Cited: 60
The impact of oil price uncertainty on GCC stock markets
Abdullah Alqahtani, Tony Klein, Ali Awais Khalid
Resources Policy (2019) Vol. 64, pp. 101526-101526
Open Access | Times Cited: 56
Implied volatility indices – A review
Athanasios Fassas, Costas Siriopoulos
The Quarterly Review of Economics and Finance (2020) Vol. 79, pp. 303-329
Closed Access | Times Cited: 55
How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective
Shupei Huang, Haizhong An, Brian M. Lucey
Energy Economics (2020) Vol. 86, pp. 104641-104641
Closed Access | Times Cited: 52
The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices
Meiyu Tian, Wanyang Li, Fenghua Wen
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101310-101310
Closed Access | Times Cited: 51
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Syed Jawad Hussain Shahzad, Elie Bouri, Mobeen Ur Rehman, et al.
Annals of Operations Research (2021) Vol. 313, Iss. 1, pp. 145-170
Closed Access | Times Cited: 49
The size of good and bad volatility shocks does matter for spillovers
Elie Bouri, Étienne Harb
Journal of International Financial Markets Institutions and Money (2022) Vol. 80, pp. 101626-101626
Closed Access | Times Cited: 29
A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy
Yulian Zhang, Shigeyuki Hamori
Economic Analysis and Policy (2022) Vol. 76, pp. 182-203
Open Access | Times Cited: 29
Corporate sustainability performance and profitability: The moderating role of liquidity and stock price volatility - evidence from Jordan
Rana Taha, Ahmed Al‐Omush, Munther Al‐Nimer
Cogent Business & Management (2023) Vol. 10, Iss. 1
Open Access | Times Cited: 18
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
Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Xinlei Hao, Yong Ma, Dongtao Pan
Journal of Multinational Financial Management (2024) Vol. 73, pp. 100843-100843
Closed Access | Times Cited: 7
Impact of the global mineral trade structure on national economies based on complex network and panel quantile regression analyses
Xian Xi, Jinsheng Zhou, Xiangyun Gao, et al.
Resources Conservation and Recycling (2019) Vol. 154, pp. 104637-104637
Closed Access | Times Cited: 50
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective
Qiang Ji, Walid Bahloul, Jiang-Bo Geng, et al.
Research in International Business and Finance (2019) Vol. 52, pp. 101114-101114
Open Access | Times Cited: 49
Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach
Ling Lin, Kuang Yuan-pei, Jiang Yong, et al.
The North American Journal of Economics and Finance (2019) Vol. 50, pp. 101035-101035
Closed Access | Times Cited: 44
The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models
Jihong Xiao, Fenghua Wen, Yupei Zhao, et al.
International Review of Economics & Finance (2021) Vol. 74, pp. 311-333
Closed Access | Times Cited: 40
Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis
Román Ferrer, R. Benı́tez, Vicente J. Bolós
Mathematics (2021) Vol. 9, Iss. 8, pp. 900-900
Open Access | Times Cited: 39
Information transmission and entropy-based network between Chinese stock market and commodity futures market
Hongli Niu, Ziang Hu
Resources Policy (2021) Vol. 74, pp. 102294-102294
Closed Access | Times Cited: 36

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