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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:

Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets
Liansheng Yang, Yingming Zhu, Yudong Wang, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 462, pp. 255-265
Closed Access | Times Cited: 49

Showing 26-50 of 49 citing articles:

Asymmetric multi-fractal cross-correlations of the price of electricity in the US with crude oil and the natural gas
Werner Kristjanpoller, Marcel C. Minutolo
Physica A Statistical Mechanics and its Applications (2021) Vol. 572, pp. 125830-125830
Closed Access | Times Cited: 19
Early Warning of Systemic Risk in Commodity Markets Based on Transfer Entropy Networks: Evidence from China
Yiran Zhao, Xiangyun Gao, Hongyu Wei, et al.
Entropy (2024) Vol. 26, Iss. 7, pp. 549-549
Open Access | Times Cited: 2
Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient
Paulo Ferreira, Luís Loures, José Rato Nunes, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 512, pp. 675-681
Closed Access | Times Cited: 19
Coupling detrended fluctuation analysis of Asian stock markets
Qizhen Wang, Yingming Zhu, Liansheng Yang, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 471, pp. 337-350
Closed Access | Times Cited: 18
The relationship between oil prices and the Brazilian stock market
Paulo Ferreira, Éder Johnson de Area Leão Pereira, Marcus Silva
Physica A Statistical Mechanics and its Applications (2019) Vol. 545, pp. 123745-123745
Closed Access | Times Cited: 17
A study of lead–lag structure between international crude oil price and several financial markets
Can-Zhong Yao, Peng-Cheng Kuang
Physica A Statistical Mechanics and its Applications (2019) Vol. 531, pp. 121755-121755
Closed Access | Times Cited: 16
Multifractal Fluctuation Analysis of Correlations Between the Sector Stock Markets in China and the US
You-Shuai Feng, Hongyong Wang
Fluctuation and Noise Letters (2020) Vol. 20, Iss. 04, pp. 2150031-2150031
Closed Access | Times Cited: 15
Detrended cross-correlation analysis in quantiles between oil price and the US stock market
Ousama Ben‐Salha, Khaled Mokni
Energy (2021) Vol. 242, pp. 122918-122918
Closed Access | Times Cited: 11
Multifractal characterization of Brazilian market sectors
Dusan Stošić, Darko Stošić, Paulo S. G. de Mattos Neto, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 525, pp. 956-964
Open Access | Times Cited: 11
Multifractal Analysis of the Impact of COVID-19 on NASDAQ, CIOPI, and WTI Crude Oil Market
Na Shen, Jia Yi Chen
Fluctuation and Noise Letters (2022) Vol. 21, Iss. 04
Closed Access | Times Cited: 7
Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers
Xianghui Yuan, Jun Long, Xiang Li, et al.
Pacific-Basin Finance Journal (2024), pp. 102585-102585
Closed Access | Times Cited: 1
Changing value detrended cross correlation coefficient over time: Between crude oil and crop prices
Subrata Kumar Mitra, Vaneet Bhatia, Rabin K. Jana, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 506, pp. 671-678
Closed Access | Times Cited: 10
Multiscale Multifractal Detrended Cross-Correlation Analysis of High-Frequency Financial Time Series
Jingjing Huang, Danlei Gu
Fluctuation and Noise Letters (2019) Vol. 18, Iss. 03, pp. 1950014-1950014
Closed Access | Times Cited: 9
Exploring the Asymmetric Multifractal Characteristics of Price–Volume Cross-Correlation in the Chinese Rebar Futures Market Based on MF-ADCCA
Jian Wang, Wenjing Jiang, Yan Yan, et al.
Fluctuation and Noise Letters (2023) Vol. 22, Iss. 03
Closed Access | Times Cited: 3
Connectedness between Pakistan’s Stock Markets with Global Factors: An Application of Quantile VAR Network Model
Syeda Beena Zaidi, Abidullah Khan, Shabeer Khan, et al.
Mathematics (2023) Vol. 11, Iss. 19, pp. 4177-4177
Open Access | Times Cited: 2
CONNECTEDNESS BETWEEN CRUDE OIL AND US EQUITIES: THE IMPACT OF THE COVID-19 PANDEMIC
Aktham Maghyereh, Hussein Abdoh
Annals of Financial Economics (2022) Vol. 17, Iss. 04
Open Access | Times Cited: 4
The Exposure of European Union Productive Sectors to Oil Price Changes
Paulo Ferreira, Éder J. A. L. Pereira, Hernane Borges de Barros Pereira
Sustainability (2020) Vol. 12, Iss. 4, pp. 1620-1620
Open Access | Times Cited: 4
Türkiye'de Doğal Gaz ve Makroekonomik Göstergelerin Elektrik Sektörüne Etkisi: Dilim Regresyon Analizi
Şahnaz Koçoğlu
Ankara Hacı Bayram Veli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2024)
Open Access
How Connected is Crude Oil to Stock Sectors Before and After the COVID-19 Outbreak? Evidence from a Novel Network Method
Pengfei Zhu, Yong Tang, Tuantuan Lu
Fluctuation and Noise Letters (2023) Vol. 22, Iss. 03
Closed Access | Times Cited: 1
Oil Prices and Systemic Financial Risk: A Complex Network Analysis
Fenghua Wen, Kangsheng Wang, Xu Gong
(2023)
Closed Access | Times Cited: 1
Equity premium prediction: Taking into account the role of long, even asymmetric, swings in stock market behavior
Kuok Sin Un, Marcel Ausloos
Physica A Statistical Mechanics and its Applications (2022) Vol. 608, pp. 128285-128285
Closed Access | Times Cited: 2
Connectedness between crude oil and US equities: The impact of COVID-19 pandemic
Aktham Maghyereh, Hussein Abdoh
Research Square (Research Square) (2021)
Closed Access | Times Cited: 1
Connectedness between Crude Oil and US Equities: The Impact of COVID-19 Pandemic
Aktham Maghyereh, Hussein Abdoh
SSRN Electronic Journal (2021)
Open Access | Times Cited: 1
Efficiency of a self-organizing Ising model of financial markets
Jude Maria V. Antenorcruz, Rene C. Batac
International Journal of Modern Physics C (2023) Vol. 35, Iss. 01
Closed Access
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