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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:

Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies
Walid Mensi, Muhammad Shafiullah, Xuan Vinh Vo, et al.
Resources Policy (2021) Vol. 71, pp. 102002-102002
Closed Access | Times Cited: 106

Showing 51-75 of 106 citing articles:

Searching for hedging and safe haven assets for Indian equity market – a comparison between gold, cryptocurrency and commodities
Sayantan Bandhu Majumder
Indian Growth and Development Review (2022) Vol. 15, Iss. 1, pp. 60-84
Closed Access | Times Cited: 13
Is gold a safe haven for the CIVETS countries under extremely adverse market conditions? Some new evidence from the MF-DCCA analysis
Sónia R. Bentes
Physica A Statistical Mechanics and its Applications (2023) Vol. 623, pp. 128898-128898
Closed Access | Times Cited: 7
Volatility spillovers among leading cryptocurrencies and US energy and technology companies
Amro Saleem Alamaren, Korhan K. Gökmenoğlu, Nigar Taşpınar
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 2
Investment modeling between energy futures and responsible investment
Rajat Kumar Soni, Tanuj Nandan, Ujjawal Sawarn
Research in International Business and Finance (2024) Vol. 70, pp. 102373-102373
Closed Access | Times Cited: 2
Impact of firm characteristics and country-level governance on global energy stocks during crises
Dharen Kumar Pandey, Waleed M. Alahdal, Warren Rusere, et al.
Research in International Business and Finance (2024) Vol. 72, pp. 102500-102500
Closed Access | Times Cited: 2
The time-varying spillover effect of China’s stock market during the COVID-19 pandemic
Xueyong Liu, Zhihua Chen, Zhensong Chen, et al.
Physica A Statistical Mechanics and its Applications (2022) Vol. 603, pp. 127821-127821
Open Access | Times Cited: 12
Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables
Umer Shahzad, حسن حیدری, Rabeh Khalfaoui, et al.
Renewable and Sustainable Energy Reviews (2023) Vol. 189, pp. 113932-113932
Closed Access | Times Cited: 6
Oil-gold nexus: Evidence from regime switching-quantile regression approach
Manel Youssef, Khaled Mokni
Resources Policy (2021) Vol. 73, pp. 102215-102215
Closed Access | Times Cited: 14
Time-Frequency connectedness between developing countries in the COVID-19 pandemic: The case of East Africa
Lorna Katusiime
Quantitative Finance and Economics (2022) Vol. 6, Iss. 4, pp. 722-748
Open Access | Times Cited: 9
Volatility Spillover and Directionality in Cryptocurrency and Metal Markets
Sumanjay Dutta, Parthajit Kayal, G. Balasubramnaian
Journal of Emerging Market Finance (2023) Vol. 22, Iss. 4, pp. 464-485
Closed Access | Times Cited: 5
Dynamic connectedness amongst green bonds, pollution allowance policy, social responsibility and uncertainty
Huthaifa Alqaralleh
The Journal of Risk Finance (2023) Vol. 25, Iss. 1, pp. 80-114
Closed Access | Times Cited: 5
Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index
Jan Jakub Szczygielski, Ailie Charteris, Lidia Obojska, et al.
Research in International Business and Finance (2024) Vol. 72, pp. 102448-102448
Closed Access | Times Cited: 1
Cotton market contagion: analyzing volatility spillovers across borders
Tarun Kumar Soni, Vikas Pandey, Priti Aggarwal
Journal of Advances in Management Research (2024)
Closed Access | Times Cited: 1
The effect of financial stress on renewable energy consumption: evidence from US data
Mohammad Dulal Miah, Muhammad Shafiullah, Md. Samsul Alam
Environment Development and Sustainability (2023)
Closed Access | Times Cited: 4
A Survey of Literature on the Interlinkage between Petroleum Prices and Equity Markets
Miramir Bagirov, Cesário Mateus
Journal of risk and financial management (2024) Vol. 17, Iss. 1, pp. 40-40
Open Access | Times Cited: 1
Evolving roles of energy futures markets: A Survey
A. Kim, Doojin Ryu, Robert I. Webb
Borsa Istanbul Review (2024) Vol. 24, pp. 1-14
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 Connectedness between Shariah Indices in a Systemic Crisis Era
Shafi Madhkar Alsubaie, Khaled H. Mahmoud, Emmanuel Asafo‐Adjei, et al.
Complexity (2023) Vol. 2023, pp. 1-17
Open Access | Times Cited: 3
Time-frequency return connectedness between Chinese coal futures and international stock indices
Baifan Chen, Jionghao Huang, Liu Dan-he, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 316-333
Closed Access | Times Cited: 3
Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets
Walid Mensi, Salem Adel Ziadat, Xuan Vinh Vo, et al.
Computational Economics (2023)
Closed Access | Times Cited: 3
Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets
Vladimir Balash, Alexey Faizliev, Sergei Sidorov, et al.
Mathematics (2021) Vol. 9, Iss. 19, pp. 2484-2484
Open Access | Times Cited: 7
Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices
Aktham Maghyereh, Basel Awartani, Nader Virk
Resources Policy (2022) Vol. 79, pp. 103108-103108
Closed Access | Times Cited: 5
Impact persistence of stock market risks in commodity markets: Evidence from China
Shusheng Ding, Zhipan Yuan, Fan Chen, et al.
PLoS ONE (2021) Vol. 16, Iss. 11, pp. e0259308-e0259308
Open Access | Times Cited: 6
Crude oil price prediction using Artificial Neural Network-Backpropagation (ANN-BP) and Particle Swarm Optimization (PSO) methods
Aji Purwinarko, Fitri Amalia Langgundi
Journal of Soft Computing Exploration (2023) Vol. 4, Iss. 2, pp. 99-106
Open Access | Times Cited: 2
Exploration of Stock Portfolio Investment Construction Using Deep Learning Neural Network
Zizheng Xie, Yi Wang
Computational Intelligence and Neuroscience (2022) Vol. 2022, pp. 1-12
Open Access | Times Cited: 4

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