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:
Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China
Hao Chen, Chao Xu, Yün Peng
Resources Policy (2022) Vol. 78, pp. 102874-102874
Open Access | Times Cited: 40
Hao Chen, Chao Xu, Yün Peng
Resources Policy (2022) Vol. 78, pp. 102874-102874
Open Access | Times Cited: 40
Showing 26-50 of 40 citing articles:
COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches
Yanan Chen, Haozhi Qi
Energy (2023) Vol. 286, pp. 129610-129610
Closed Access | Times Cited: 5
Yanan Chen, Haozhi Qi
Energy (2023) Vol. 286, pp. 129610-129610
Closed Access | Times Cited: 5
Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China
FU Ya-ping, Haozhi Qi, Yanan Chen, et al.
Renewable Energy (2024) Vol. 233, pp. 121131-121131
Closed Access | Times Cited: 1
FU Ya-ping, Haozhi Qi, Yanan Chen, et al.
Renewable Energy (2024) Vol. 233, pp. 121131-121131
Closed Access | Times Cited: 1
Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model
Qingying Zheng, Jintao Wu, Boqiang Lin
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1787-1806
Closed Access | Times Cited: 1
Qingying Zheng, Jintao Wu, Boqiang Lin
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1787-1806
Closed 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
Jue Wang, Yuqin Zhou, Shan Wu
Renewable Energy (2024), pp. 121917-121917
Closed Access | Times Cited: 1
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
Syeda Beena Zaidi, Abidullah Khan, Shabeer Khan, et al.
Mathematics (2023) Vol. 11, Iss. 19, pp. 4177-4177
Open Access | Times Cited: 2
Symmetric Effects of Renewable Energy Markets on China’s Green Financial Markets: A Perspective of Time and Frequency Dynamic Connectedness
Juan Meng, Yonghong Jiang, Haiwen Zhao, et al.
Mathematics (2024) Vol. 12, Iss. 13, pp. 2038-2038
Open Access
Juan Meng, Yonghong Jiang, Haiwen Zhao, et al.
Mathematics (2024) Vol. 12, Iss. 13, pp. 2038-2038
Open Access
Total, quantile, and frequency risk transmission among metal commodities
Huifu Nong, Qian Huang
International Journal of Finance & Economics (2024)
Closed Access
Huifu Nong, Qian Huang
International Journal of Finance & Economics (2024)
Closed Access
Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty
Yanli Zhu, Xian Yang, Chuanhai Zhang, et al.
Journal of commodity markets (2024), pp. 100443-100443
Closed Access
Yanli Zhu, Xian Yang, Chuanhai Zhang, et al.
Journal of commodity markets (2024), pp. 100443-100443
Closed Access
Unraveling the dynamic nexus: Green cryptocurrencies and their role in sustainable market evolution
Pin Peng, Feifei Liang, FU Ya-ping, et al.
Energy (2024) Vol. 313, pp. 133660-133660
Closed Access
Pin Peng, Feifei Liang, FU Ya-ping, et al.
Energy (2024) Vol. 313, pp. 133660-133660
Closed Access
Dynamic impact of the COVID-19 lockdown intervention policies on network structure of energy futures return connectedness
Baifan Chen, Jionghao Huang, Xintong Zhu, et al.
Journal of Cleaner Production (2023) Vol. 433, pp. 139802-139802
Closed Access | Times Cited: 1
Baifan Chen, Jionghao Huang, Xintong Zhu, et al.
Journal of Cleaner Production (2023) Vol. 433, pp. 139802-139802
Closed Access | Times Cited: 1
Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics
Xiangyu Chen, Jittima Tongurai, Pattana Boonchoo
Asia-Pacific Financial Markets (2023)
Closed Access | Times Cited: 1
Xiangyu Chen, Jittima Tongurai, Pattana Boonchoo
Asia-Pacific Financial Markets (2023)
Closed Access | Times Cited: 1
How Energy Sector Reacted to COVID-19 Pandemic? Empirical Evidence from an Emerging Market Economy
Daniel Armeanu, Camelia Cătălina Joldeş, Ştefan Cristian Gherghina
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 2
Daniel Armeanu, Camelia Cătălina Joldeş, Ştefan Cristian Gherghina
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 2
Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities
Evžen Kočenda, Michala Moravcová
(2023)
Open Access
Evžen Kočenda, Michala Moravcová
(2023)
Open Access
Revisiting the pricing impact of commodity market spillovers on equity markets
Francisco Pinto-Ávalos, Michael Bowe, Stuart Hyde
Journal of commodity markets (2023) Vol. 33, pp. 100369-100369
Open Access
Francisco Pinto-Ávalos, Michael Bowe, Stuart Hyde
Journal of commodity markets (2023) Vol. 33, pp. 100369-100369
Open Access
Extreme Time-Frequency Connectedness Across U.S. Sector Stock and Commodity Futures Markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
(2023)
Closed Access
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
(2023)
Closed Access
