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:
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic
Ioannis Chatziantoniou, David Gabauer, Fernando Pérez de Gracia
Energy Economics (2022) Vol. 111, pp. 106051-106051
Open Access | Times Cited: 65
Ioannis Chatziantoniou, David Gabauer, Fernando Pérez de Gracia
Energy Economics (2022) Vol. 111, pp. 106051-106051
Open Access | Times Cited: 65
Showing 51-75 of 65 citing articles:
ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions
Ahmet TUNÇ
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102243-102243
Closed Access
Ahmet TUNÇ
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102243-102243
Closed Access
Asymmetric Tail Risk Spillover and Co-movement Between Climate Risk and the International Energy Market
David Adeabah, Thu Phuong Pham
(2024)
Closed Access
David Adeabah, Thu Phuong Pham
(2024)
Closed Access
The spillover and comovement of downside and upside tail risks among crude oil futures markets
Jie Yang, Yun Feng, Hao Yang
International Review of Financial Analysis (2024), pp. 103578-103578
Closed Access
Jie Yang, Yun Feng, Hao Yang
International Review of Financial Analysis (2024), pp. 103578-103578
Closed Access
World energy futures market efficiency and its determinants; evidence from white noise test based on block-wise wild bootstrap approach
Ashutosh Dash, Sangram Keshari Jena, Aviral Kumar Tiwari, et al.
Applied Economics (2024), pp. 1-15
Closed Access
Ashutosh Dash, Sangram Keshari Jena, Aviral Kumar Tiwari, et al.
Applied Economics (2024), pp. 1-15
Closed Access
Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases
Mattia Chiappari, Francesco Scotti, Andrea Flori
International Review of Financial Analysis (2024), pp. 103665-103665
Open Access
Mattia Chiappari, Francesco Scotti, Andrea Flori
International Review of Financial Analysis (2024), pp. 103665-103665
Open Access
Extreme downside risk connectedness between green energy and stock markets
Mohammad Alomari, Rim El Khoury, Walid Mensi, et al.
Energy (2024), pp. 133477-133477
Closed Access
Mohammad Alomari, Rim El Khoury, Walid Mensi, et al.
Energy (2024), pp. 133477-133477
Closed Access
Commodity Market Downturn: Systemic Risk and Spillovers during Left Tail Events
Samet Günay, Destan Kırımhan, Emrah İsmail Çevik
Journal of commodity markets (2024) Vol. 36, pp. 100445-100445
Closed Access
Samet Günay, Destan Kırımhan, Emrah İsmail Çevik
Journal of commodity markets (2024) Vol. 36, pp. 100445-100445
Closed Access
Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models
Xiaoye Jin
Computational Economics (2024)
Closed Access
Xiaoye Jin
Computational Economics (2024)
Closed Access
Market dynamics in India: analysing interconnections among oil, stocks, gold and forex markets
Bhuvan Arora, J. Daniel, Anwesha Aditya
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access
Bhuvan Arora, J. Daniel, Anwesha Aditya
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access
Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks
Shoaib Ali, Nassar S. Al-Nassar, Ali Awais Khalid, et al.
Annals of Operations Research (2024)
Closed Access
Shoaib Ali, Nassar S. Al-Nassar, Ali Awais Khalid, et al.
Annals of Operations Research (2024)
Closed Access
Price risk transfer from futures to spot prices in energy commodities: measuring the effects of the Covid-19 pandemic and of the Russo–Ukrainian conflict
Dimitrios Panagiotou, Konstantinos Karamanis
Journal of Financial Economic Policy (2024)
Closed Access
Dimitrios Panagiotou, Konstantinos Karamanis
Journal of Financial Economic Policy (2024)
Closed Access
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
Oil Price and Working Capital Management: Does Investment Tax Credit Matter?
Augustine Tarkom, Stephen Owusu, Nacasius U. Ujah
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Augustine Tarkom, Stephen Owusu, Nacasius U. Ujah
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks
Cheng Wang, Elie Bouri, Yahua Xu, et al.
Energy Economics (2023) Vol. 127, pp. 107121-107121
Closed Access
Cheng Wang, Elie Bouri, Yahua Xu, et al.
Energy Economics (2023) Vol. 127, pp. 107121-107121
Closed Access
Volatility Spillover of Indexed Commodities: Characteristics and Determinants
Yanchu Liu, Haowen Tang, Yuheng Liang, et al.
SSRN Electronic Journal (2023)
Closed Access
Yanchu Liu, Haowen Tang, Yuheng Liang, et al.
SSRN Electronic Journal (2023)
Closed Access
