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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:

On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis
Walid M.A. Ahmed
The Quarterly Review of Economics and Finance (2021) Vol. 83, pp. 135-151
Closed Access | Times Cited: 50

Showing 26-50 of 50 citing articles:

Sentiment investor, exchange rates, geopolitical risk and developing stock market: evidence of co-movements in the time-frequency domain during RussiaUkraine war
Fatma Hachicha
Review of Behavioral Finance (2023) Vol. 16, Iss. 3, pp. 486-509
Closed Access | Times Cited: 7
Empirical mode decomposition using deep learning model for financial market forecasting
Zebin Jin, Yixiao Jin, Zhiyun Chen
PeerJ Computer Science (2022) Vol. 8, pp. e1076-e1076
Open Access | Times Cited: 8
The Distribution of Commodity Futures: A Test of the Generalized Hyperbolic Process
Debdatta Pal
Applied Economics (2023) Vol. 56, Iss. 15, pp. 1763-1783
Closed Access | Times Cited: 4
The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain
Volker Seiler
The Quarterly Review of Economics and Finance (2024) Vol. 95, pp. 160-179
Closed Access | Times Cited: 1
Chinese stock market integration with developed world: A portfolio diversification analysis
Azmat Sher, Haizhong An, Muhammad Kaleem Khan, et al.
Heliyon (2024) Vol. 10, Iss. 9, pp. e29413-e29413
Open Access | Times Cited: 1
Time-frequency Higher-order Moment Co-movement and Connectedness between Chinese Stock and Commodity Markets
Huiming Zhu, Xiling Xia, Liya Hau, et al.
International Review of Economics & Finance (2024) Vol. 96, pp. 103580-103580
Closed Access | Times Cited: 1
Time-frequency moment interdependence of equity, oil, and gold markets during the COVID-19 pandemic
Walid M.A. Ahmed, Mohamed A.E. Sleem
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 7
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
Exploring the multifaced influencing factors of corporate social responsibility in Chinese-listed manufacturing enterprises
Chengzhe Cao, Renhong Wu, Md. Alamgir Hossain, et al.
Asian Economic and Financial Review (2024) Vol. 14, Iss. 3, pp. 208-227
Open Access
Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications
Najaf Iqbal, Zaghum Umar, Shaoyong Zhang, et al.
Energy Economics (2024), pp. 108077-108077
Closed Access
Economic extremes steering renewable energy trajectories: A time-frequency dissection of global shocks
Lu Wang, Ruan Hang, Xiaodong Lai, et al.
Technological Forecasting and Social Change (2024) Vol. 202, pp. 123317-123317
Closed Access
How do risk shocks reshape the spillovers among the oil, gold, emerging, and developed markets? Evidence from a new TVP-VAR-based wavelet coherence framework
Dongkai Zhao, Peizhi Li, Mo Yang, et al.
Applied Economics (2024), pp. 1-17
Closed Access
Food-fuel nexus beyond mean-variance: New evidence from a quantile approach*
Linjie Wang, Jian Li, Xiaoli L. Etienne
Journal of commodity markets (2024), pp. 100441-100441
Closed Access
Forecasting Equity Premium in the Face of Climate Policy Uncertainty
Hyder Ali, Salma Naz
Journal of Forecasting (2024)
Open Access
How to manage a multifactor-driven crude oil market more effectively? A revisit based on the multiple criteria perspective
Yue Yu, Jianzhou Wang, He Jiang, et al.
Resources Policy (2024) Vol. 100, pp. 105446-105446
Closed Access
The dynamic risk spillover of higher-order moments in the China’s energy market: A time-frequency perspective
Xueyong Liu, Binbin Wang, Min Luo, et al.
International Journal of Green Energy (2024), pp. 1-19
Closed Access
Clustering Effect in Higher-Order Moments Across Various Timescales in the Cryptocurrency Market
Hao Fan, Yahua Xu, Elie Bouri, et al.
(2023)
Closed Access | Times Cited: 1
Commodity Prices and the US Business Cycle
Matthew van der Nest, Gary van Vuuren
Journal of risk and financial management (2023) Vol. 16, Iss. 10, pp. 462-462
Open Access | Times Cited: 1
Are Blockchain-based assets connected to classical markets? Volatility spillover and wavelet analysis
Ali Trabelsi Karoui, R. Mahjoub, Aïda Kammoun
Research Square (Research Square) (2023)
Open Access
The Cost Realization on Time Frame Shift of Securities
Baswaraj Gadgay Sagarkumar Buyya
Tuijin Jishu/Journal of Propulsion Technology (2023) Vol. 44, Iss. 3, pp. 245-256
Open Access
Measuring the degree of connection between currency futures: Empirical dive into higher moments
Murat Donduran, Muhammad Ali Faisal
Studies in Economics and Finance (2023) Vol. 41, Iss. 2, pp. 335-364
Closed Access
Peer Review #1 of "Empirical mode decomposition using deep learning model for financial market forecasting (v0.2)"
Jin Zebin, Yixiao Jin, Zhiyun Chen, et al.
(2022)
Open Access
Peer Review #2 of "Empirical mode decomposition using deep learning model for financial market forecasting (v0.1)"
Jin Zebin, Yixiao Jin, Zhiyun Chen, et al.
(2022)
Open Access
Peer Review #2 of "Empirical mode decomposition using deep learning model for financial market forecasting (v0.2)"
Jin Zebin, Yixiao Jin, Zhiyun Chen, et al.
(2022)
Open Access
Peer Review #1 of "Empirical mode decomposition using deep learning model for financial market forecasting (v0.1)"
Jin Zebin, Yixiao Jin, Zhiyun Chen, et al.
(2022)
Open Access
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