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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:

Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains
Xiaolei Sun, Xiuwen Chen, Jun Wang, et al.
The North American Journal of Economics and Finance (2018) Vol. 51, pp. 100854-100854
Closed Access | Times Cited: 100

Showing 26-50 of 100 citing articles:

Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach
Qiwei Xie, Ranran Liu, Tao Qian, et al.
Energy Economics (2021) Vol. 102, pp. 105484-105484
Closed Access | Times Cited: 45
Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices
Cao Yan, Sheng Cheng
Resources Policy (2021) Vol. 74, pp. 102364-102364
Open Access | Times Cited: 43
Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries
Rabeh Khalfaoui, Sakiru Adebola Solarin, Adel Ali Al‐Qadasi, et al.
Annals of Operations Research (2022) Vol. 313, Iss. 1, pp. 105-143
Open Access | Times Cited: 32
Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence
Avik Sinha, Arshian Sharif, Arnab Adhikari, et al.
Annals of Operations Research (2022) Vol. 313, Iss. 1, pp. 257-287
Closed Access | Times Cited: 30
The Impact of Uncertainties on Crude Oil Prices: Based on a Quantile-on-Quantile Method
Yan Ding, Yue Liu, Pierre Failler
Energies (2022) Vol. 15, Iss. 10, pp. 3510-3510
Open Access | Times Cited: 28
How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis
Xiuwen Chen, Yinhong Yao, Lin Wang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102217-102217
Closed Access | Times Cited: 7
How does economic policy uncertainty react to oil price shocks? A multi-scale perspective
Xiuwen Chen, Xiaolei Sun, Jianping Li
Applied Economics Letters (2019) Vol. 27, Iss. 3, pp. 188-193
Closed Access | Times Cited: 47
Spillovers between sovereign CDS and exchange rate markets: The role of market fear
Qianqian Feng, Xiaolei Sun, Chang Liu, et al.
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101308-101308
Closed Access | Times Cited: 42
Forecasting China’s sovereign CDS with a decomposition reconstruction strategy
Jianping Li, Jun Hao, Xiaolei Sun, et al.
Applied Soft Computing (2021) Vol. 105, pp. 107291-107291
Closed Access | Times Cited: 35
The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression
Ying Chen, Xuehong Zhu, Hailing Li
Energy (2022) Vol. 246, pp. 123365-123365
Closed Access | Times Cited: 23
Investor sentiment and the Chinese new energy stock market: A risk–return perspective
Yiran Shen, Chang Liu, Xiaolei Sun, et al.
International Review of Economics & Finance (2022) Vol. 84, pp. 395-408
Closed Access | Times Cited: 23
How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis
Cao Yan, Sheng Cheng, Xinran Li
Resources Policy (2023) Vol. 86, pp. 104086-104086
Closed Access | Times Cited: 14
Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries
OlaOluwa S. Yaya, Hammed A. Olayinka, Ahamuefula E. Ogbonna, et al.
Economic Change and Restructuring (2024) Vol. 57, Iss. 2
Closed Access | Times Cited: 5
Does economic and climate policy uncertainty matter the oil market?
Fangying Liu, Chi‐Wei Su, Ran Tao, et al.
Resources Policy (2024) Vol. 95, pp. 105188-105188
Closed Access | Times Cited: 5
Quantifying connectedness between extreme risk and investor sentiment: Evidence from interconnected multilayer networks
Zhongzhe Ouyang, Xuewei Zhou, Zisheng Ouyang
Communication in Statistics- Theory and Methods (2025), pp. 1-29
Closed Access
Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets − evidence from time-frequency and quantile perspectives
Fengyuan Shi, Yiwen Deng, Yaoqi Guo
The North American Journal of Economics and Finance (2025), pp. 102390-102390
Closed Access
Drought-induced macroeconomic effects on china: a time-frequency domain analysis
Jiana Chen
Applied Economics (2025), pp. 1-19
Closed Access
Monetary Policy Under Global and Spillover Uncertainty Shocks: What Do the Bayesian Time-Varying Coefficient VAR, Local Projections, and Vector Error Correction Model Tell Us in Tunisia?
Emna Trabelsi
Journal of risk and financial management (2025) Vol. 18, Iss. 3, pp. 129-129
Open Access
Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network
Chang Liu, Xiaolei Sun, Jun Wang, et al.
Research in International Business and Finance (2020) Vol. 55, pp. 101318-101318
Closed Access | Times Cited: 35
How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach
Qisheng Jiang, Sheng Cheng
Resources Policy (2021) Vol. 72, pp. 102121-102121
Closed Access | Times Cited: 27
Time-varying characteristics of the simultaneous interactions between economic uncertainty, international oil prices and GDP: A novel approach for Germany
Ahmet Tunç, Mustafa Koçoğlu, Alper Aslan
Resources Policy (2022) Vol. 77, pp. 102658-102658
Closed Access | Times Cited: 21
A dynamic ensemble learning with multi-objective optimization for oil prices prediction
Jun Hao, Qianqian Feng, Jiaxin Yuan, et al.
Resources Policy (2022) Vol. 79, pp. 102956-102956
Closed Access | Times Cited: 21
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: 21
Time-frequency comovements between sovereign CDS and exchange rates: The role of sentiments
Chang Liu, Xiaolei Sun, Jianping Li
Global Finance Journal (2022) Vol. 56, pp. 100775-100775
Closed Access | Times Cited: 19
The dynamics of oil prices, uncertainty measures and unemployment: a time and frequency approach
Opeoluwa Adeniyi Adeosun, Richard Olaolu Olayeni, Mosab I. Tabash, et al.
China Finance Review International (2023) Vol. 13, Iss. 4, pp. 682-713
Closed Access | Times Cited: 12

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