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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:

Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches
Aktham Maghyereh, Hussein Abdoh, Basel Awartani
Pacific-Basin Finance Journal (2019) Vol. 54, pp. 13-28
Open Access | Times Cited: 97

Showing 26-50 of 97 citing articles:

Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain
Ying Chen, Xuehong Zhu, Jinyu Chen
Energy Economics (2022) Vol. 111, pp. 106070-106070
Closed Access | Times Cited: 33
Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis
Walid Mensi, Abdel Razzaq Al Rababa’a, Mohammad Alomari, et al.
Resources Policy (2022) Vol. 79, pp. 102976-102976
Closed Access | Times Cited: 29
Diversification evidence of bitcoin and gold from wavelet analysis
Rubaiyat Ahsan Bhuiyan, Afzol Husain, Ch. Zhang
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 20
Islamic crypto assets and regulatory framework: evidence from Indonesia and global approaches
Jamal Wiwoho, Irwan Trinugroho, Dona Budi Kharisma, et al.
International Journal of Law and Management (2023) Vol. 66, Iss. 2, pp. 155-171
Closed Access | Times Cited: 16
Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains
Yilin Wang, Zeming Zhang, Xiafei Li, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 542, pp. 123464-123464
Closed Access | Times Cited: 46
Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices
Osamah M. Al‐Khazali, Taisier A. Zoubi
Pacific-Basin Finance Journal (2020) Vol. 60, pp. 101264-101264
Closed Access | Times Cited: 45
Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Resources Policy (2021) Vol. 74, pp. 102375-102375
Closed Access | Times Cited: 40
Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Resources Policy (2021) Vol. 72, pp. 102054-102054
Closed Access | Times Cited: 38
Risk contagion of global stock markets under COVID‐19:A network connectedness method
Honghai Yu, Wangyu Chu, Yu’ang Ding, et al.
Accounting and Finance (2021) Vol. 61, Iss. 4, pp. 5745-5782
Closed Access | Times Cited: 35
How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach
Danish Iqbal Godil, Salman Sarwat, Muhammad Kamran Khan, et al.
Resources Policy (2021) Vol. 75, pp. 102470-102470
Closed Access | Times Cited: 35
Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach
Cai Yang, Xinyi Wang, Wang Gao
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101747-101747
Closed Access | Times Cited: 27
How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?
Hao Wu, Huiming Zhu, Fei Huang, et al.
The North American Journal of Economics and Finance (2022) Vol. 64, pp. 101865-101865
Closed Access | Times Cited: 27
Spillovers on sectoral sukuk returns: evidence from country level analysis
Mabruk Billah, Faruk Balli, Hatice Ozer Balli
Applied Economics (2022) Vol. 54, Iss. 38, pp. 4402-4432
Closed Access | Times Cited: 24
Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets
Gülfen Tuna, Vedat Ender Tuna
Resources Policy (2022) Vol. 76, pp. 102637-102637
Open Access | Times Cited: 24
The Dynamic Correlation and Volatility Spillover among Green Bonds, Clean Energy Stock, and Fossil Fuel Market
Chaofeng Tang, Kentaka Aruga, Yi Hu
Sustainability (2023) Vol. 15, Iss. 8, pp. 6586-6586
Open Access | Times Cited: 13
Information spillovers and dynamic dependence between China’s energy and regional CET markets with portfolio implications: New evidence from multi-scale analysis
Jinxin Cui, Mark Goh, Huiwen Zou
Journal of Cleaner Production (2020) Vol. 289, pp. 125625-125625
Closed Access | Times Cited: 34
Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions
Muhammad Abubakr Naeem, Fiza Qureshi, Muhammad Arif, et al.
Resources Policy (2021) Vol. 72, pp. 102067-102067
Closed Access | Times Cited: 29
Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence
Muhammad Asif Khan, Farhad Ali Khan, Arshian Sharif, et al.
Resources Policy (2022) Vol. 80, pp. 103213-103213
Closed Access | Times Cited: 19
Tail-risk connectedness between sukuk and conventional bond markets and their determinants: Evidence from a country-level analysis
Mabruk Billah, Burcu Kapar, M. Kabir Hassan, et al.
Borsa Istanbul Review (2023) Vol. 24, Iss. 1, pp. 137-163
Open Access | Times Cited: 12
A survey of Islamic finance research – Influences and influencers
Abdullah Khan, Syed Aun R. Rizvi, Mohsin Ali, et al.
Pacific-Basin Finance Journal (2020) Vol. 69, pp. 101437-101437
Closed Access | Times Cited: 29
Do China's macro-financial factors determine the Shanghai crude oil futures market?
Boqiang Lin, Tong Su
International Review of Financial Analysis (2021) Vol. 78, pp. 101953-101953
Closed Access | Times Cited: 26
Cryptocurrency connectedness nexus the COVID-19 pandemic: evidence from time-frequency domains
Onur Polat, Eylül Kabakçı Günay
Studies in Economics and Finance (2021) Vol. 38, Iss. 5, pp. 946-963
Closed Access | Times Cited: 25
How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin
Walid M.A. Ahmed
Pacific-Basin Finance Journal (2021) Vol. 70, pp. 101667-101667
Closed Access | Times Cited: 23
Dynamic connectedness and optimal hedging strategy among commodities and financial indices
Néjib Hachicha, Amine Ben Amar, Ikrame Ben Slimane, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102290-102290
Closed Access | Times Cited: 18
The links between gold, oil prices and Islamic stock markets in a regime switching environment
Walid Chkili
Eurasian economic review (2022) Vol. 12, Iss. 1, pp. 169-186
Open Access | Times Cited: 16

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