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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:

Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets
Sang Hoon Kang, Seong‐Min Yoon
International Journal of Finance & Economics (2019) Vol. 25, Iss. 2, pp. 261-273
Closed Access | Times Cited: 35

Showing 1-25 of 35 citing articles:

Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
Mabruk Billah, Sitara Karim, Muhammad Abubakr Naeem, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101680-101680
Closed Access | Times Cited: 99
Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks
Ting Zeng, Mengying Yang, Yifan Shen
Economic Modelling (2020) Vol. 90, pp. 209-220
Closed Access | Times Cited: 130
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
Bana Abuzayed, Nedal Al‐Fayoumi
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101476-101476
Closed Access | Times Cited: 81
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Mabruk Billah, Amine Ben Amar, Faruk Balli
Pacific-Basin Finance Journal (2023) Vol. 77, pp. 101936-101936
Closed Access | Times Cited: 24
On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis
Walid M.A. Ahmed
The Quarterly Review of Economics and Finance (2021) Vol. 83, pp. 135-151
Closed Access | Times Cited: 52
Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets
Jinxin Cui, Mark Goh, Huiwen Zou
Energy (2021) Vol. 225, pp. 120190-120190
Closed Access | Times Cited: 51
COVID-19 pandemic and connectedness across financial markets
Muhammad Abubakr Naeem, Saba Sehrish, Mabel D. Costa
Pacific Accounting Review (2021) Vol. 33, Iss. 2, pp. 165-178
Closed Access | Times Cited: 45
Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets
Suhui Wang
Journal of commodity markets (2023) Vol. 29, pp. 100312-100312
Closed Access | Times Cited: 21
Quantile connectedness between Chinese stock and commodity futures markets
Mobeen Ur Rehman, Xuan Vinh Vo, Hee-Un Ko, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101810-101810
Closed Access | Times Cited: 23
Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets
Yu Lou, Chao Xiao, Yi Lian
PLoS ONE (2024) Vol. 19, Iss. 1, pp. e0296501-e0296501
Open Access | Times Cited: 5
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
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
Integration and Volatility Spillover Among Environmental, Social and Governance Indices: Evidence from BRICS Countries
Satyaban Sahoo, Sanjay Kumar
Global Business Review (2022) Vol. 23, Iss. 6, pp. 1280-1298
Closed Access | Times Cited: 17
Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic
Bana Abuzayed, Nedal Al‐Fayoumi
Applied Economics (2022) Vol. 55, Iss. 36, pp. 4228-4238
Open Access | Times Cited: 17
Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach
Imran Yousaf, Shoaib Ali, Wing‐Keung Wong
Asia Pacific Journal of Operational Research (2020) Vol. 39, Iss. 04
Closed Access | Times Cited: 21
Which time-frequency domain dominates spillover in the Chinese energy stock market?
Qingru Sun, Xiangyun Gao, Haizhong An, et al.
International Review of Financial Analysis (2020) Vol. 73, pp. 101641-101641
Closed Access | Times Cited: 21
Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis
Zhuhua Jiang, Rim El Khoury, Muneer M. Alshater, et al.
Australian Economic Papers (2023)
Closed Access | Times Cited: 7
Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index
Satyaban Sahoo
Resources Policy (2024) Vol. 97, pp. 105281-105281
Open Access | Times Cited: 2
Hedging UK stock portfolios with gold and oil: The impact of Brexit
Bana Abuzayed, Nedal Al‐Fayoumi, Elie Bouri
Resources Policy (2021) Vol. 75, pp. 102434-102434
Closed Access | Times Cited: 16
Dynamics of a Newly Established Agricultural Commodities Market: Financialization, Hedging and Portfolio Diversification in Turkey
Türker AÇIKGÖZ, Özge Sezgin, Nazlan Belemir Alkan
Annals of Financial Economics (2023) Vol. 18, Iss. 03
Closed Access | Times Cited: 5
High-frequency volatility connectedness and time-frequency correlation among Chinese stock and major commodity markets around COVID-19
Hongjun Zeng, Ran Lu
Investment Management and Financial Innovations (2022) Vol. 19, Iss. 2, pp. 260-273
Open Access | Times Cited: 8
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
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 | Times Cited: 1
Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective
Jie Yang, Yun Feng, Hao Yang
Energy Economics (2024) Vol. 140, pp. 108019-108019
Closed Access | Times Cited: 1
Coherence, Connectedness, Dynamic Linkages Among Oil and China’s Sectoral Commodities with Portfolio Implications
Jinxin Cui, Huiwen Zou
Journal of Systems Science and Complexity (2022) Vol. 35, Iss. 3, pp. 1052-1097
Closed Access | Times Cited: 6
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