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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:

Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis
Zeyi Fu, Hongli Niu, Weiqing Wang
Computational Economics (2022) Vol. 62, Iss. 3, pp. 1287-1311
Open Access | Times Cited: 12

Showing 12 citing articles:

Multifractal Detrended Cross-Correlations between Green Bonds and Commodity Markets: An Exploration of the Complex Connections between Green Finance and Commodities from the Econophysics Perspective
Türker AÇIKGÖZ, Soner Gökten, Abdullah Buğra SOYLU
Fractal and Fractional (2024) Vol. 8, Iss. 2, pp. 117-117
Open Access | Times Cited: 7
Insights into the dynamics of market efficiency spillover of financial assets in different equity markets
Min‐Jae Lee, Sun‐Yong Choi
Physica A Statistical Mechanics and its Applications (2024) Vol. 641, pp. 129719-129719
Closed Access | Times Cited: 7
Skewed multifractal cross-correlation between price and volume during the COVID-19 pandemic: Evidence from China and European carbon markets
Zhihui Li, Yun Tian
Applied Energy (2024) Vol. 371, pp. 123716-123716
Closed Access | Times Cited: 5
Time-Varying Market Efficiency: A Focus on Crude Oil and Commodity Dynamics
Young Sung Kim, Do-Hyeon Kim, Dong‐Jun Kim, et al.
Fractal and Fractional (2025) Vol. 9, Iss. 3, pp. 162-162
Open Access
Multifractal Detrended Cross‐Correlation Patterns in the Dynamics of the Global Energy and Green Investment Markets: Insights From Pre‐COVID‐19 and Pandemic Experiences
حسن حیدری, Oluwasegun B. Adekoya, Johnson A. Oliyide, et al.
International Journal of Finance & Economics (2025)
Closed Access
Inner Multifractal Dynamics in the Jumps of Cryptocurrency and Forex Markets
Haider Ali, Muhammad Aftab, Faheem Aslam, et al.
Fractal and Fractional (2024) Vol. 8, Iss. 10, pp. 571-571
Open Access | Times Cited: 3
More than skin deep: cyclic peptides as wound healing and cytoprotective compounds
Ying‐Chiang J. Lee, Bahar Javdan, Alexis J. Cowan, et al.
Frontiers in Cell and Developmental Biology (2023) Vol. 11
Open Access | Times Cited: 8
Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine
Jian Wang, Wenjing Jiang, Menghao Huang, et al.
Computational Economics (2024)
Closed Access | Times Cited: 1
Multi-scale analysis of the co-movement between China's new energy vehicle industry and Tesla: Evidence from capital market
Yuanyuan Ma, Shaodong Duan, Ping Zhang, et al.
Energy & Environment (2023)
Closed Access | Times Cited: 3
An Econophysics Perspective on Green Bonds and Stock Market Nexus: Can Green Finance be an Investment Option for Emerging Stock Markets?
Türker AÇIKGÖZ
Fluctuation and Noise Letters (2024) Vol. 23, Iss. 04
Closed Access
Skewed Multifractal Cross-Correlations between Green Bond Index and Energy Futures Markets: A New Perspective Based on Change-Point
Yun Tian, Zhihui Li, Huan Huang, et al.
(2024)
Closed Access
Market Efficiency in the UK Emerging Financial Markets
Yijia Zhou
Advances in Economics Management and Political Sciences (2023) Vol. 19, Iss. 1, pp. 366-371
Open Access
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