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:

Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform
Guangxi Cao, Wei Xu
Physica A Statistical Mechanics and its Applications (2015) Vol. 444, pp. 505-523
Closed Access | Times Cited: 69

Showing 26-50 of 69 citing articles:

Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach
Ruibin Liang, Sheng Cheng, Cao Yan, et al.
Technological Forecasting and Social Change (2024) Vol. 200, pp. 123191-123191
Closed Access | Times Cited: 2
Dynamic relationship between carbon price and coal price: perspective based on Detrended Cross-Correlation Analysis
Xinghua Fan, Xuxia Li, Jiuli Yin
Energy Procedia (2019) Vol. 158, pp. 3470-3475
Open Access | Times Cited: 20
Characterizing the dynamic evolutionary behavior of multivariate price movement fluctuation in the carbon-fuel energy markets system from complex network perspective
Weidong Chen, Shi Xiong, Quanyu Chen
Energy (2021) Vol. 239, pp. 121896-121896
Closed Access | Times Cited: 17
Co-Movement between Carbon Prices and Energy Prices in Time and Frequency Domains: A Wavelet-Based Analysis for Beijing Carbon Emission Trading System
Rundong Luo, Yan Li, Zhicheng Wang, et al.
International Journal of Environmental Research and Public Health (2022) Vol. 19, Iss. 9, pp. 5217-5217
Open Access | Times Cited: 12
Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative
Xin Zhang, Yingming Zhu, Liansheng Yang
Physica A Statistical Mechanics and its Applications (2018) Vol. 503, pp. 105-115
Closed Access | Times Cited: 20
Cointegration and causal linkages in fertilizer markets across different regimes
Salim Lahmiri
Physica A Statistical Mechanics and its Applications (2016) Vol. 471, pp. 181-189
Closed Access | Times Cited: 19
Research on Time-Varying Two-Way Spillover Effects Between Carbon and Energy Markets: Empirical Evidence From China
Sen Qiao, Chen Xi Zhao, Kai Quan Zhang, et al.
Frontiers in Energy Research (2021) Vol. 9
Open Access | Times Cited: 15
Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis
Qingsong Ruan, Lu Meng, Dayong Lv
Chaos Solitons & Fractals (2021) Vol. 153, pp. 111576-111576
Closed Access | Times Cited: 14
Multifractal cross-correlation analysis between crude oil and agricultural futures markets: evidence from Russia–Ukraine conflict
Luiz Eduardo Gaio, Daniel Henrique Dario Capitani
Journal of Agribusiness in Developing and Emerging Economies (2023)
Closed Access | Times Cited: 5
Correlations of stock price fluctuations under multi-scale and multi-threshold scenarios
Sui Guo, Huajiao Li, Sida Feng, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 490, pp. 1501-1512
Closed Access | Times Cited: 15
Oil–gold time varying nexus: A time–frequency analysis
Rabeh Khalfaoui
Physica A Statistical Mechanics and its Applications (2018) Vol. 503, pp. 86-104
Closed Access | Times Cited: 14
Is Foreign Capital Smarter? Multifractal Evidence from the Shanghai–Hong Kong Stock Connect Program
Qingsong Ruan, Zilin Wang, Jing Liu, et al.
Fluctuation and Noise Letters (2020) Vol. 19, Iss. 04, pp. 2050047-2050047
Closed Access | Times Cited: 12
Dynamic spillover of upstream primary metals and by-product metals market and its impact from the downstream new energy vehicles market
Hui Su, Qiaosheng Wu, N. Zhou, et al.
Mineral Economics (2024)
Closed Access | Times Cited: 1
Multifractal Analysis of the Impact of Fuel Cell Introduction in the Korean Electricity Market
Seung Eun Ock, Minhyuk Lee, Jae Wook Song
Fractal and Fractional (2024) Vol. 8, Iss. 10, pp. 573-573
Open Access | Times Cited: 1
Risk transmission between old and new energy markets from a multi-scale perspective: the role of the EU emissions trading system
Qi–Chuan Jiang, Xuejiao Ma
Applied Economics (2021) Vol. 54, Iss. 26, pp. 2949-2968
Closed Access | Times Cited: 10
Time-varying self-similarity in alternative investments
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2018) Vol. 111, pp. 1-5
Closed Access | Times Cited: 10
Climate Clubs and Their Relevance Within the Paris Agreement
Michele Stua
Springer eBooks (2017), pp. 31-47
Closed Access | Times Cited: 9
Simulation analysis of multifractal detrended methods based on the ARFIMA process
Guangxi Cao, Yingying Shi
Chaos Solitons & Fractals (2017) Vol. 105, pp. 235-243
Closed Access | Times Cited: 9
Hedging effectiveness of Chinese Treasury bond futures: New evidence based on nonlinear analysis
Qingsong Ruan, Mi Zhou, Linsen Yin, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 565, pp. 125553-125553
Closed Access | Times Cited: 8
MODWT and VMD Based Intelligent Gearbox Early Stage Fault Detection Approach
Mansi, Kanika Saini, Vanraj, et al.
Journal of Failure Analysis and Prevention (2021) Vol. 21, Iss. 5, pp. 1821-1837
Closed Access | Times Cited: 8
Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets
Faheem Aslam, Paulo Ferreira, Haider Ali
Journal of risk and financial management (2022) Vol. 15, Iss. 12, pp. 607-607
Open Access | Times Cited: 5
Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments
Salim Lahmiri, Stelios Bekiros, Stavros Stavroyiannis, et al.
Chaos Solitons & Fractals (2018) Vol. 114, pp. 158-163
Closed Access | Times Cited: 7
Multifractality, efficiency and cross-correlations analysis of the American ETF market: Evidence from SPY, DIA and QQQ
Xiaoyu Zhu, Si Bao
Physica A Statistical Mechanics and its Applications (2019) Vol. 533, pp. 121942-121942
Closed Access | Times Cited: 7
Asymmetric joint multifractal analysis in Chinese stock markets
Yu-Wen Chen, Tingting Zheng
Physica A Statistical Mechanics and its Applications (2016) Vol. 471, pp. 10-19
Closed Access | Times Cited: 6
Dual-tree complex wavelet transform based multifractal detrended fluctuation analysis for nonstationary time series
Wenliao Du, Jianfeng Tao, Gong Xiao-Yun, et al.
Acta Physica Sinica (2016) Vol. 65, Iss. 9, pp. 090502-090502
Open Access | Times Cited: 4

Scroll to top