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:
Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent
Yu Wei, Yaojie Zhang, Yudong Wang
International Review of Financial Analysis (2022) Vol. 81, pp. 102100-102100
Closed Access | Times Cited: 64
Yu Wei, Yaojie Zhang, Yudong Wang
International Review of Financial Analysis (2022) Vol. 81, pp. 102100-102100
Closed Access | Times Cited: 64
Showing 26-50 of 64 citing articles:
Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential
Bushra Naqvi, Nawazish Mirza, Muhammad Umar, et al.
Energy Economics (2023) Vol. 128, pp. 107110-107110
Closed Access | Times Cited: 11
Bushra Naqvi, Nawazish Mirza, Muhammad Umar, et al.
Energy Economics (2023) Vol. 128, pp. 107110-107110
Closed Access | Times Cited: 11
Can China's national carbon trading market hedge the risks of light and medium crude oil? A comparative analysis with the European carbon market
Pengfei Zhu, Tuantuan Lu, Yue Shang, et al.
Finance research letters (2023) Vol. 58, pp. 104291-104291
Closed Access | Times Cited: 10
Pengfei Zhu, Tuantuan Lu, Yue Shang, et al.
Finance research letters (2023) Vol. 58, pp. 104291-104291
Closed Access | Times Cited: 10
Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?
Zhuo Wang, Xiaodan Chen, Chunyan Zhou, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103266-103266
Closed Access | Times Cited: 3
Zhuo Wang, Xiaodan Chen, Chunyan Zhou, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103266-103266
Closed Access | Times Cited: 3
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
Jingrui Qin, Xiaoping Cong, Ma Di, et al.
Energy Economics (2024) Vol. 136, pp. 107741-107741
Closed Access | Times Cited: 3
The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets
Taimur Sharif, Jihene Ghouli, Ahmed Bouteska, et al.
Economic Analysis and Policy (2024) Vol. 84, pp. 25-41
Open Access | Times Cited: 3
Taimur Sharif, Jihene Ghouli, Ahmed Bouteska, et al.
Economic Analysis and Policy (2024) Vol. 84, pp. 25-41
Open Access | Times Cited: 3
Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic
Qian Wang, Yu Wei, Yifeng Zhang, et al.
Evaluation Review (2022) Vol. 47, Iss. 3, pp. 391-432
Open Access | Times Cited: 17
Qian Wang, Yu Wei, Yifeng Zhang, et al.
Evaluation Review (2022) Vol. 47, Iss. 3, pp. 391-432
Open Access | Times Cited: 17
News sentiment and stock return: Evidence from managers’ news coverages
Yongan Xu, Chao Liang, Yan Li, et al.
Finance research letters (2022) Vol. 48, pp. 102959-102959
Open Access | Times Cited: 16
Yongan Xu, Chao Liang, Yan Li, et al.
Finance research letters (2022) Vol. 48, pp. 102959-102959
Open Access | Times Cited: 16
Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks
Jiaming Zhang, Songlin Guo, Bin Dou, et al.
Energy Economics (2023) Vol. 127, pp. 107083-107083
Closed Access | Times Cited: 9
Jiaming Zhang, Songlin Guo, Bin Dou, et al.
Energy Economics (2023) Vol. 127, pp. 107083-107083
Closed Access | Times Cited: 9
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Zhenhua Liu, Qiang Ji, Pengxiang Zhai, et al.
Research in International Business and Finance (2023) Vol. 66, pp. 102039-102039
Closed Access | Times Cited: 8
Zhenhua Liu, Qiang Ji, Pengxiang Zhai, et al.
Research in International Business and Finance (2023) Vol. 66, pp. 102039-102039
Closed Access | Times Cited: 8
Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
Qunxing Pan, Yujia Sun
Finance research letters (2023) Vol. 58, pp. 104442-104442
Closed Access | Times Cited: 8
Qunxing Pan, Yujia Sun
Finance research letters (2023) Vol. 58, pp. 104442-104442
Closed Access | Times Cited: 8
China's futures market volatility and sectoral stock market volatility prediction
Qing Zeng, Jixiang Zhang, Juandan Zhong
Energy Economics (2024) Vol. 132, pp. 107429-107429
Closed Access | Times Cited: 2
Qing Zeng, Jixiang Zhang, Juandan Zhong
Energy Economics (2024) Vol. 132, pp. 107429-107429
Closed Access | Times Cited: 2
Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks
Kun Guo, Li Y, Yunhan Zhang, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103477-103477
Closed Access | Times Cited: 2
Kun Guo, Li Y, Yunhan Zhang, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103477-103477
Closed Access | Times Cited: 2
Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective
Tong Su, Boqiang Lin
Energy Economics (2024), pp. 107977-107977
Closed Access | Times Cited: 2
Tong Su, Boqiang Lin
Energy Economics (2024), pp. 107977-107977
Closed Access | Times Cited: 2
Volatility spillovers across the spot and futures oil markets after news announcements
George Apostolakis, Christos Floros, Κωνσταντίνος Γκίλλας, et al.
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102002-102002
Closed Access | Times Cited: 5
George Apostolakis, Christos Floros, Κωνσταντίνος Γκίλλας, et al.
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102002-102002
Closed Access | Times Cited: 5
Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?
Jiahao Zhang, Yifeng Zhang, Yu Wei, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 188-215
Closed Access | Times Cited: 5
Jiahao Zhang, Yifeng Zhang, Yu Wei, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 188-215
Closed Access | Times Cited: 5
Return and volatility connectedness among carbon and energy markets based on time- and frequency-domain approaches
You Wu, Wenting Ren, Xiong Yang, et al.
Frontiers in Environmental Science (2024) Vol. 11
Open Access | Times Cited: 1
You Wu, Wenting Ren, Xiong Yang, et al.
Frontiers in Environmental Science (2024) Vol. 11
Open Access | Times Cited: 1
Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative
Li Chai, Yuqi Wang, Xiaohong Qi
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102165-102165
Closed Access | Times Cited: 1
Li Chai, Yuqi Wang, Xiaohong Qi
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102165-102165
Closed Access | Times Cited: 1
Does the Spillover Index Respond to Adverse Shocks? A Bootstrap-Based Probabilistic Analysis *
Matthew Greenwood‐Nimmo, Evžen Kočenda, Viet Hoang Nguyen
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Matthew Greenwood‐Nimmo, Evžen Kočenda, Viet Hoang Nguyen
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic
Majid Mirzaee Ghazani, Ali Akbar Momeni Malekshah, Reza Khosravi
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 1
Majid Mirzaee Ghazani, Ali Akbar Momeni Malekshah, Reza Khosravi
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 1
Functional Volatility Relationship Analysis and Prediction in International Crude Oil Futures Markets
Hao Sun, Xiaodong Li, Zhouzhi Li, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 10, pp. 1581-1612
Closed Access | Times Cited: 1
Hao Sun, Xiaodong Li, Zhouzhi Li, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 10, pp. 1581-1612
Closed Access | Times Cited: 1
Analyzing Overnight Momentum Transmission: The Impact of Oil Price Volatility on Global Financial Markets
Huthaifa Alqaralleh
International Journal of Financial Studies (2024) Vol. 12, Iss. 3, pp. 75-75
Open Access | Times Cited: 1
Huthaifa Alqaralleh
International Journal of Financial Studies (2024) Vol. 12, Iss. 3, pp. 75-75
Open Access | Times Cited: 1
Closer is more important: The impact of Chinese and global macro-level determinants on Shanghai crude oil futures volatility
Xiaoling Yu, Kaitian Xiao, Javier Cifuentes‐Faura
Quantitative Finance and Economics (2024) Vol. 8, Iss. 3, pp. 573-609
Open Access | Times Cited: 1
Xiaoling Yu, Kaitian Xiao, Javier Cifuentes‐Faura
Quantitative Finance and Economics (2024) Vol. 8, Iss. 3, pp. 573-609
Open Access | Times Cited: 1
Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective
Jie Yang, Yun Feng, Hao Yang
Energy Economics (2024) Vol. 140, pp. 108019-108019
Closed Access | Times Cited: 1
Jie Yang, Yun Feng, Hao Yang
Energy Economics (2024) Vol. 140, pp. 108019-108019
Closed Access | Times Cited: 1
The Spillover Effect among CET Market, Coal Market, and New Energy Market for Dual-Carbon Target: New Evidence from China
Feng-Wei Gao, Yimin Wu, Ding Chen, et al.
Discrete Dynamics in Nature and Society (2023) Vol. 2023, pp. 1-15
Open Access | Times Cited: 3
Feng-Wei Gao, Yimin Wu, Ding Chen, et al.
Discrete Dynamics in Nature and Society (2023) Vol. 2023, pp. 1-15
Open Access | Times Cited: 3
Dependencies and Volatility Spillovers among Chinese Stock and Crude Oil Future Markets: Evidence from Time-Varying Copula and BEKK-GARCH Models
Xiaoling Yu, Kaitian Xiao
Journal of risk and financial management (2022) Vol. 15, Iss. 11, pp. 491-491
Open Access | Times Cited: 5
Xiaoling Yu, Kaitian Xiao
Journal of risk and financial management (2022) Vol. 15, Iss. 11, pp. 491-491
Open Access | Times Cited: 5
