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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:

The dynamics of crude oil future prices on China's energy markets: Quantile‐on‐quantile and casualty‐in‐quantiles approaches
Juan Meng, Bin Mo, He Nie
Journal of Futures Markets (2023) Vol. 43, Iss. 12, pp. 1853-1871
Closed Access | Times Cited: 12

Showing 12 citing articles:

Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods
Bin Mo, He Nie, Rongjie Zhao
Energy (2023) Vol. 288, pp. 129759-129759
Closed Access | Times Cited: 17
Spillover effects between China’s new energy and carbon markets and international crude oil market: a look at the impact of extreme events
Yong Zhang, Grace H. Tang, Rong Li
International Review of Economics & Finance (2025), pp. 103939-103939
Open Access
Quantile Connectedness among Climate Policy Uncertainty, News Sentiment, Oil and Renewables in China
Wan‐Lin Yan, Adrian Cheung
Research in International Business and Finance (2025), pp. 102814-102814
Closed Access
Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study
Yanan Chen, Haozhi Qi
Renewable Energy (2024) Vol. 228, pp. 120578-120578
Closed Access | Times Cited: 4
The connectedness between uncertainty and exchange rates of oil import countries: new evidence from time and frequency perspective
Bin Mo, Haiyu Zeng, Juan Meng, et al.
Resources Policy (2023) Vol. 88, pp. 104398-104398
Closed Access | Times Cited: 9
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
Examining the Spillover Effects of Renewable Energy Policies on China’s Traditional Energy Industries and Stock Markets
Haiwen Zhao, Miao Yu, Juan Meng, et al.
Energies (2024) Vol. 17, Iss. 11, pp. 2563-2563
Open Access | Times Cited: 1
Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices
Muhammad Luqman, Adil Mugheri, Najid Ahmad, et al.
Resources Policy (2023) Vol. 86, pp. 104269-104269
Closed Access | Times Cited: 4
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
Spillover Effects between China's New Energy and Carbon Markets and International Crude Oil Market: A Look at the Impact of Extreme Events
Rong Li, Guangyuan Tang, Yong Zhang
(2024)
Closed Access
Uncertainty impacts on China’s agricultural commodity futures: a quantile perspective
Zhanyong Zou, Chuang Ouyang, Xing Li
Applied Economics (2024) Vol. 56, Iss. 42, pp. 5090-5106
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
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