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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:

Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Walid Mensi, Imran Yousaf, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101487-101487
Closed Access | Times Cited: 114

Showing 51-75 of 114 citing articles:

How do US sectoral markets connect in calm and crisis? A quantile-based network analysis
Mobeen Ur Rehman, Rami Zeitun, Neeraj Nautiyal, et al.
Applied Economics (2025), pp. 1-24
Closed Access
Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19
Spyros Papathanasiou, Dimitris Kenourgios, Drosos Koutsokostas, et al.
Journal of Asset Management (2022) Vol. 24, Iss. 3, pp. 198-211
Open Access | Times Cited: 23
Nonlinearity in forecasting energy commodity prices: Evidence from a focused time-delayed neural network
Ahmed Bouteska, Petr Hájek, Ben Fisher, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101863-101863
Open Access | Times Cited: 23
Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR
Ijaz Younis, Waheed Ullah Shah, Imran Yousaf
Resources Policy (2022) Vol. 80, pp. 103199-103199
Closed Access | Times Cited: 22
Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases
Nadia Arfaoui, Imran Yousaf, Francisco Jareño
Economic Analysis and Policy (2022) Vol. 77, pp. 617-634
Open Access | Times Cited: 22
Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management
Nassar S. Al-Nassar, Imran Yousaf, Beljid Makram
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102009-102009
Open Access | Times Cited: 15
A bibliometric review of portfolio diversification literature
Milena Migliavacca, John W. Goodell, Andrea Paltrinieri
International Review of Financial Analysis (2023) Vol. 90, pp. 102836-102836
Closed Access | Times Cited: 12
Extreme Connectedness Across Chinese Stock and Commodity Futures Markets
Walid Mensi, Farzaneh Ahmadian-Yazdi, Sami Al Kharusi, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102299-102299
Closed Access | Times Cited: 4
Interplay of crises: Unpacking intraday spillovers in oil and European equities in the shadow of the COVID-19 and the Ukraine-Russia war
Muneer M. Alshater, Waqas Hanif, Rim El Khoury, et al.
Borsa Istanbul Review (2024) Vol. 24, Iss. 4, pp. 747-771
Open Access | Times Cited: 4
Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence
Muhammad Asif Khan, Farhad Ali Khan, Arshian Sharif, et al.
Resources Policy (2022) Vol. 80, pp. 103213-103213
Closed Access | Times Cited: 19
Gold and the herd of Cryptos: Saving oil in blurry times
Martin Enilov, Tapas Mishra
Energy Economics (2023) Vol. 122, pp. 106690-106690
Open Access | Times Cited: 11
Dynamic quantile connectedness between oil and stock markets: The impact of the interest rate
Jingrui Qin, Xiaoping Cong, Ma Di, et al.
Energy Economics (2024) Vol. 136, pp. 107741-107741
Closed Access | Times Cited: 3
The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises
Nassar S. Al-Nassar, Rima Assaf, Anis Chaibi, et al.
Resources Policy (2024) Vol. 96, pp. 105203-105203
Closed Access | Times Cited: 3
Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels
Chiraz Karamti, Ahmed Jeribi
The Journal of Economic Asymmetries (2023) Vol. 28, pp. e00340-e00340
Closed Access | Times Cited: 9
When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis
Zhenhua Liu, Huiying Zhang, Zhihua Ding, et al.
Economic Modelling (2022) Vol. 114, pp. 105941-105941
Closed Access | Times Cited: 14
The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war
Sun‐Yong Choi
Heliyon (2023) Vol. 9, Iss. 9, pp. e19726-e19726
Open Access | Times Cited: 7
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 2
Analysing COVID-19′s impact: Gold, oil, and stock markets in African oil-exporting economies
Elsie Abena Dontoh, Anthony Adu-Asare Idun, Anokye M. Adam, et al.
Scientific African (2024) Vol. 25, pp. e02330-e02330
Open Access | Times Cited: 2
Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices
Shallu Batra, Aviral Kumar Tiwari, Mahender Yadav, et al.
Technological Forecasting and Social Change (2024) Vol. 210, pp. 123874-123874
Closed Access | Times Cited: 2
Dynamic Volatility Spillover Effects and Portfolio Strategies among Crude Oil, Gold, and Chinese Electricity Companies
Guannan Wang, Juan Meng, Bin Mo
Mathematics (2023) Vol. 11, Iss. 4, pp. 910-910
Open Access | Times Cited: 6
A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic
Seuk Wai Phoong, Masnun Mahi, Seuk Yen Phoong
SAGE Open (2023) Vol. 13, Iss. 1
Open Access | Times Cited: 6
Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?
Qichang Xie, Jingrui Qin, Jianwei Li
Energy Strategy Reviews (2023) Vol. 49, pp. 101191-101191
Open Access | Times Cited: 6
Wavelet-based systematic risk estimation for GCC stock markets and impact of the embargo on the Qatar case
Anouar Ben Mabrouk, Sabrine Arfaoui, Mohamed Essaied Hamrita
Quantitative Finance and Economics (2023) Vol. 7, Iss. 2, pp. 287-336
Closed Access | Times Cited: 5
Asymmetric risk spillovers and its determinants in global equity markets
Xue Gong, Zeng Xin, Weijun Xu, et al.
Physica A Statistical Mechanics and its Applications (2023) Vol. 624, pp. 128926-128926
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

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