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:

Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic
Mohammed Elgammal, Walid M.A. Ahmed, Abdullah Alshami
Resources Policy (2021) Vol. 74, pp. 102334-102334
Open Access | Times Cited: 58

Showing 26-50 of 58 citing articles:

Volatility spillovers across sectors and their magnitude: A sector-based analysis for Australia
Duc Hong Vo
PLoS ONE (2023) Vol. 18, Iss. 6, pp. e0286528-e0286528
Open Access | Times Cited: 7

Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods
Ameet Kumar Banerjee, Ahmet Şensoy, John W. Goodell
International Review of Economics & Finance (2024), pp. 103740-103740
Closed Access | Times Cited: 2

Impact of COVID-19 on mutual fund performance in Saudi Arabia
Haidar Alqadhib, Nada Kulendran, Lalith Seelanatha
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 11

Dynamic spillovers and asymmetric connectedness between fossil energy and green financial markets: Evidence from China
Jing Deng, Siying Guan, Huike Zheng, et al.
Frontiers in Energy Research (2022) Vol. 10
Open Access | Times Cited: 10

Dynamic effects of geopolitical risks and infectious diseases on real estate markets
Denis Nfor Yuni, Immaculata N. Enwo-Irem, Christian Urom
International Journal of Housing Markets and Analysis (2023) Vol. 17, Iss. 1, pp. 170-191
Closed Access | Times Cited: 5

Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases
Imran Yousaf, Nadia Arfaoui, Mariya Gubareva
Research in International Business and Finance (2023) Vol. 69, pp. 102204-102204
Open Access | Times Cited: 5

Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic
Wenwen Liu, Yiming Gui, Gaoxiu Qiao
Research in International Business and Finance (2022) Vol. 61, pp. 101669-101669
Open Access | Times Cited: 9

A study of the impact of cryptocurrency price volatility on the stock and gold markets
Xiangyu Zhang, Zhuming Chen, Shengyu Wang
Finance research letters (2024), pp. 106114-106114
Closed Access | Times Cited: 1

How do gold and oil react to the COVID-19 pandemic: A review
Min Bai, Ly Ho
Energy & Environment (2022) Vol. 34, Iss. 7, pp. 2876-2902
Closed Access | Times Cited: 8

Combination forecast based on financial stress categories for global equity market volatility: the evidence during the COVID-19 and the global financial crisis periods
Yan Li, Chao Liang, Toan Luu Duc Huynh
Applied Economics (2023) Vol. 56, Iss. 37, pp. 4435-4470
Closed Access | Times Cited: 4

Impact of COVID-19 Crisis on Volatility Spillovers across Global Financial Markets: Evidence from Asymmetric GARCH Models
Muhammad Niaz Khan
Journal of Economic Integration (2024) Vol. 39, Iss. 2, pp. 373-393
Open Access | Times Cited: 1

Price Dynamics in South African Agriculture: A Study of Cross-Commodity Spillovers between Grain and Livestock Markets
Markus A. Monteiro, Brent Damian Jammer
Sustainability (2024) Vol. 16, Iss. 8, pp. 3136-3136
Open Access | Times Cited: 1

Quantile Time-Frequency Connectedness and Portfolio Diversification: A Study of Clean Energy and Metal Markets
Jue Wang, Yuqin Zhou, Shan Wu
Renewable Energy (2024), pp. 121917-121917
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

Risk Spillovers and Network Connectedness between Clean Energy Stocks, Green Bonds, and Other Financial Assets: Evidence from China
Guo‐Rong Chen, Shiyi Fang, Qibo Chen, et al.
Energies (2023) Vol. 16, Iss. 20, pp. 7077-7077
Open Access | Times Cited: 3

Covid-19 Döneminde Türkiye’de Finansal Varlıklar Arasındaki Volatilite Yayılımı: TVP-VAR Uygulaması
Arife ÖZDEMİR HÖL
İktisadi İdari ve Siyasal Araştırmalar Dergisi (2023) Vol. 8, Iss. 21, pp. 339-357
Open Access | Times Cited: 2

Carbon Futures Volatility Forecasting: The Role of Spillover Effect from Crude Oil Futures Market
Qian Jia
Frontiers in Business Economics and Management (2024) Vol. 12, Iss. 3, pp. 272-278
Open Access

Price discovery and volatility spillovers in the interest rate derivatives market
Congxiao Chen, Wenya Chen, Shang Li, et al.
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access

Dynamic Spillovers Among Equity, Gold and Oil Markets During COVID and Russia-Ukraine War: Evidence from India
Paramita Mukherjee, Samaresh Bardhan
Asia-Pacific Financial Markets (2024)
Closed Access

An Analysis of Volatility Spillover Effect Between Energy and Agricultural Markets
Pachraporn Arkornsakul, Tanapol Rattanasamakarn, Konnika Palason
Studies in systems, decision and control (2024), pp. 647-660
Closed Access

Comparison of commodity prices by using machine learning models in the COVID-19 era
Sena ALPARSLAN, Tamer Uçar
Turkish Journal of Engineering (2023) Vol. 7, Iss. 4, pp. 358-368
Open Access | Times Cited: 1

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