
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:
COVID‐19 and tail risk contagion across commodity futures markets
Tongshuai Qiao, Liyan Han
Journal of Futures Markets (2022) Vol. 43, Iss. 2, pp. 242-272
Closed Access | Times Cited: 20
Tongshuai Qiao, Liyan Han
Journal of Futures Markets (2022) Vol. 43, Iss. 2, pp. 242-272
Closed Access | Times Cited: 20
Showing 20 citing articles:
Tail risk spillover of commodity futures markets
Xiaohang Ren, Shitong Xiao, Wenxin Zhang, et al.
Accounting and Finance (2024)
Closed Access | Times Cited: 7
Xiaohang Ren, Shitong Xiao, Wenxin Zhang, et al.
Accounting and Finance (2024)
Closed Access | Times Cited: 7
High–low volatility spillover network between economic policy uncertainty and commodity futures markets
Youtao Xiang, Sumuya Borjigin
Journal of Futures Markets (2024) Vol. 44, Iss. 8, pp. 1295-1319
Closed Access | Times Cited: 6
Youtao Xiang, Sumuya Borjigin
Journal of Futures Markets (2024) Vol. 44, Iss. 8, pp. 1295-1319
Closed Access | Times Cited: 6
Does public climate attention affect the net return spillover from energy to non-energy commodities?
A. M. T. Lin, Xu Gong
Energy Economics (2025), pp. 108192-108192
Closed Access
A. M. T. Lin, Xu Gong
Energy Economics (2025), pp. 108192-108192
Closed Access
Is corn still king? Unravelling time-varying interactions among soft commodities
Ayesha Sayed, Christo Auret
Eurasian economic review (2025)
Open Access
Ayesha Sayed, Christo Auret
Eurasian economic review (2025)
Open Access
Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market
Shietal Ramesh, Rand Kwong Yew Low, Robert W. Faff
Energy Economics (2025) Vol. 143, pp. 108225-108225
Closed Access
Shietal Ramesh, Rand Kwong Yew Low, Robert W. Faff
Energy Economics (2025) Vol. 143, pp. 108225-108225
Closed Access
Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network
Xiao-Li Gong, Wu Zhuo-Cheng, Xiong Xiong, et al.
International Review of Economics & Finance (2025), pp. 103992-103992
Open Access
Xiao-Li Gong, Wu Zhuo-Cheng, Xiong Xiong, et al.
International Review of Economics & Finance (2025), pp. 103992-103992
Open Access
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
Nassar S. Al-Nassar, Rima Assaf, Anis Chaibi, et al.
Resources Policy (2024) Vol. 96, pp. 105203-105203
Closed Access | Times Cited: 3
Investigating the dynamics of crisis transmission channels: A comparative analysis
Ying Yuan, Haiying Wang, Tianyang Wang
Journal of International Money and Finance (2023) Vol. 135, pp. 102857-102857
Closed Access | Times Cited: 7
Ying Yuan, Haiying Wang, Tianyang Wang
Journal of International Money and Finance (2023) Vol. 135, pp. 102857-102857
Closed Access | Times Cited: 7
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
A. Kim, Doojin Ryu, Robert I. Webb
Borsa Istanbul Review (2024) Vol. 24, pp. 1-14
Open Access | Times Cited: 1
Measuring financial stability in the presence of energy shocks
Javier Sànchez García, Raffaele Mattera, Salvador Cruz Rambaud, et al.
Energy Economics (2024), pp. 107922-107922
Closed Access | Times Cited: 1
Javier Sànchez García, Raffaele Mattera, Salvador Cruz Rambaud, et al.
Energy Economics (2024), pp. 107922-107922
Closed Access | Times Cited: 1
A good hedge or safe haven? The hedging ability of China's commodity futures market under extreme market conditions
Huilian Huang, Tao Xiong
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 968-1035
Closed Access | Times Cited: 3
Huilian Huang, Tao Xiong
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 968-1035
Closed Access | Times Cited: 3
International stock market volatility: A global tail risk sight
Xinjie Lu, Qing Zeng, Juandan Zhong, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 91, pp. 101904-101904
Closed Access | Times Cited: 2
Xinjie Lu, Qing Zeng, Juandan Zhong, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 91, pp. 101904-101904
Closed Access | Times Cited: 2
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach
Michael Gaete Morales, Rodrigo Herrera
Journal of commodity markets (2023) Vol. 32, pp. 100363-100363
Open Access | Times Cited: 2
Michael Gaete Morales, Rodrigo Herrera
Journal of commodity markets (2023) Vol. 32, pp. 100363-100363
Open Access | Times Cited: 2
Research on the tail risk contagion in the international commodity market on the China's financial market: based on a network perspective
Xin Liao, W J Li
Kybernetes (2023) Vol. 54, Iss. 2, pp. 807-831
Closed Access | Times Cited: 2
Xin Liao, W J Li
Kybernetes (2023) Vol. 54, Iss. 2, pp. 807-831
Closed Access | Times Cited: 2
Dynamic Correlations Between Carbon Futures and Energy Futures Markets
Shuyi Liu
Advances in Economics Management and Political Sciences (2024) Vol. 91, Iss. 1, pp. 120-129
Closed Access
Shuyi Liu
Advances in Economics Management and Political Sciences (2024) Vol. 91, Iss. 1, pp. 120-129
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
Option listing and underlying commodity futures volatility in China
Guo Jin, Xiaoqian Wen
Economic Modelling (2024), pp. 106926-106926
Closed Access
Guo Jin, Xiaoqian Wen
Economic Modelling (2024), pp. 106926-106926
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
Less disagreement, better forecasts: Adjusted risk measures in the energy futures market
Ning Zhang, Yujing Gong, Xiaohan Xue
Journal of Futures Markets (2023) Vol. 43, Iss. 10, pp. 1332-1372
Open Access
Ning Zhang, Yujing Gong, Xiaohan Xue
Journal of Futures Markets (2023) Vol. 43, Iss. 10, pp. 1332-1372
Open Access
REALIZED VOLATILITY PREDICTION OF THE US COMMODITY FUTURES DURING THE GLOBAL FINANCIAL CRISIS (GFC) AND COVID-19 PANDEMIC
Judit Oláh, Thuhid Noor, Shamim Uddin
Polish Journal of Management Studies (2023) Vol. 27, Iss. 2, pp. 260-277
Open Access
Judit Oláh, Thuhid Noor, Shamim Uddin
Polish Journal of Management Studies (2023) Vol. 27, Iss. 2, pp. 260-277
Open Access