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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:

Oil price risk exposure of BRIC stock markets and hedging effectiveness
Syed Jawad Hussain Shahzad, Elie Bouri, Mobeen Ur Rehman, et al.
Annals of Operations Research (2021) Vol. 313, Iss. 1, pp. 145-170
Closed Access | Times Cited: 49

Showing 1-25 of 49 citing articles:

Oil shocks and BRIC markets: Evidence from extreme quantile approach
Muhammad Abubakr Naeem, Linh Pham, Arunachalam Senthilkumar, et al.
Energy Economics (2022) Vol. 108, pp. 105932-105932
Closed Access | Times Cited: 105
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
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Mehrad Asadi, David Roubaud, Aviral Kumar Tiwari
Energy Economics (2022) Vol. 109, pp. 105961-105961
Closed Access | Times Cited: 80
Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers
Waqas Hanif, Sinda Hadhri, Rim El Khoury
Journal of commodity markets (2024) Vol. 34, pp. 100404-100404
Open Access | Times Cited: 20
The Impact of Oil Shocks on Systemic Risk of the Commodity Markets
Zhifeng Dai, Tong Wu
Journal of Systems Science and Complexity (2024) Vol. 37, Iss. 6, pp. 2697-2720
Closed Access | Times Cited: 19
Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications
Muhammad Abubakr Naeem, Elie Bouri, Mabel D. Costa, et al.
Resources Policy (2021) Vol. 74, pp. 102418-102418
Closed Access | Times Cited: 89
Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain
Muhammad Abubakr Naeem, Sitara Karim, Mudassar Hasan, et al.
Energy Economics (2022) Vol. 112, pp. 106148-106148
Closed Access | Times Cited: 57
Financial stress in Russia: Exploring the impact of oil market shocks
Kazi Sohag, Irina Kalina, Ahmed H. Elsayed
Resources Policy (2023) Vol. 86, pp. 104150-104150
Closed Access | Times Cited: 19
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war
Priti Biswas, Prachi Jain, Debasish Maitra
Journal of commodity markets (2024) Vol. 34, pp. 100387-100387
Closed Access | Times Cited: 7
Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?
Gilbert K. Amoako, Emmanuel Asafo‐Adjei, Kofi Mintah Oware, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 23
Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches
Merve Coskun, Nigar Taşpınar
Resources Policy (2022) Vol. 79, pp. 102968-102968
Closed Access | Times Cited: 23
Dependence structure across equity sectors: Evidence from vine copulas
Faheem Aslam, Ahmed Imran Hunjra, Elie Bouri, et al.
Borsa Istanbul Review (2022) Vol. 23, Iss. 1, pp. 184-202
Open Access | Times Cited: 22
Tail risk spillovers between Shanghai oil and other markets
Muhammad Abubakr Naeem, Raazia Gul, Muhammad Shafiullah, et al.
Energy Economics (2023) Vol. 130, pp. 107182-107182
Closed Access | Times Cited: 15
Is the impact of oil shocks more pronounced during extreme market conditions?
Mobeen Ur Rehman, Neeraj Nautiyal, Xuan Vinh Vo, et al.
Resources Policy (2023) Vol. 85, pp. 103899-103899
Closed Access | Times Cited: 14
When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim, Muhammad Shafiullah, Muhammad Abubakr Naeem
International Review of Financial Analysis (2024) Vol. 93, pp. 103202-103202
Closed Access | Times Cited: 5
The intersection of geopolitical risks and energy investments: lessons from BRICS nations
Kaixin Zheng, Runguo Xu
Defence and Peace Economics (2025), pp. 1-19
Closed Access
COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective
Xiu Jin, Yueli Liu, Jinming Yu, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101967-101967
Closed Access | Times Cited: 12
Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
Muntazir Hussain, Ramiz Ur Rehman
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 6, pp. 14212-14222
Open Access | Times Cited: 16
Return and volatility connectedness among the BRICS stock and oil markets
Hao-Wen Chang, Tsangyao Chang, Chien‐Chiang Lee
Resources Policy (2023) Vol. 86, pp. 104241-104241
Closed Access | Times Cited: 9
Connectedness with Commodities in Emerging Markets: ESG Leaders vs. Conventional Indexes
Maria E. de Boyrie, Ivelina Pavlova
Research in International Business and Finance (2024) Vol. 71, pp. 102456-102456
Closed Access | Times Cited: 3
Dynamic spillovers of various uncertainties to Russian financial stress: Evidence from quantile dependency and frequency connectedness approaches
Faroque Ahmed
Russian Journal of Economics (2024) Vol. 10, Iss. 3, pp. 246-273
Open Access | Times Cited: 3
Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
Rabin K. Jana, Aviral Kumar Tiwari, Shawkat Hammoudeh, et al.
Annals of Operations Research (2022) Vol. 313, Iss. 1, pp. 1-7
Open Access | Times Cited: 14
Spillovers and diversification benefits between oil futures and ASEAN stock markets
Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo
Resources Policy (2022) Vol. 79, pp. 103005-103005
Closed Access | Times Cited: 13
Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach
Guglielmo Maria Caporale, Abdurrahman Nazif Çatık, ‪Gül Şerife Huyugüzel Kışla, et al.
Resources Policy (2022) Vol. 79, pp. 103044-103044
Open Access | Times Cited: 13
Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets
Jinxin Cui, Muneer M. Alshater, Walid Mensi
Resources Policy (2023) Vol. 86, pp. 104286-104286
Closed Access | Times Cited: 7
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