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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:

On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach
Mehmet Balcılar, Shawkat Hammoudeh, Elif Akay Toparlı
Energy Economics (2018) Vol. 74, pp. 813-827
Closed Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

The US-China trade war and the volatility linkages between energy and agricultural commodities
Natalie Fang Ling Cheng, Akram Shavkatovich Hasanov, Wai Ching Poon, et al.
Energy Economics (2023) Vol. 120, pp. 106605-106605
Open Access | Times Cited: 36
Assessment of Economic Policy Uncertainty Spillovers: A Cross-Border Analysis of Global and BRIC Economies
Umar Nawaz Kayani, M. Kabir Hassan, Austin Dejan, et al.
International Economics (2024) Vol. 179, pp. 100530-100530
Closed Access | Times Cited: 9
Have commodities become a financial asset? Evidence from ten years of Financialization
Zeno Adams, Solène Collot, Maria Kartsakli
Energy Economics (2020) Vol. 89, pp. 104769-104769
Closed Access | Times Cited: 67
Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China
Zhao Zhao, Huwei Wen, Ke Li
Economic Modelling (2020) Vol. 94, pp. 780-788
Closed Access | Times Cited: 51
The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs
İsmail ÇELİK, Ahmet Furkan Sak, Arife ÖZDEMİR HÖL, et al.
The North American Journal of Economics and Finance (2022) Vol. 60, pp. 101670-101670
Closed Access | Times Cited: 23
Bitcoin price volatility transmission between spot and futures markets
George Apostolakis
International Review of Financial Analysis (2024) Vol. 94, pp. 103251-103251
Closed Access | Times Cited: 5
Exploring volatility transmission in Capesize freight contracts: Insights from energy and commodity markets
Jackson Jinhong Mi, Shek Ahmed, Yanhui Chen
PLoS ONE (2025) Vol. 20, Iss. 1, pp. e0317487-e0317487
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
Redenomination risk connectedness among European sovereign bond markets
Tarek Chebbi, Abdullah AlGhazali, Walid Mensi, et al.
Studies in Economics and Finance (2025)
Closed Access
Crude oil Price forecasting: Leveraging machine learning for global economic stability
Amar Rao, Gagan Deep Sharma, Aviral Kumar Tiwari, et al.
Technological Forecasting and Social Change (2025) Vol. 216, pp. 124133-124133
Closed Access
From volatility spillover to risk spread: An empirical study focuses on renewable energy markets
Wei Zhou, Qinen Gu, Jin Chen
Renewable Energy (2021) Vol. 180, pp. 329-342
Closed Access | Times Cited: 29
Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China
Yi‐Shuai Ren, Tony Klein, Jiang Yong, et al.
Energy Economics (2025), pp. 108294-108294
Closed Access
CDS Primleri ile Petrol Arasındaki Bağlantılılık ve Portföy Stratejileri: Asimetrik TVP-VAR Yaklaşımdan Kanıtlar
Bahri Fatih Tekin, Zekai ŞENOL
Trends in Business and Economics (2025) Vol. 39, Iss. 2, pp. 231-253
Open Access
Borsa Endeksi, Döviz Kuru, Faiz Oranları ve CDS Primleri Arasındaki Oynaklık Yayılımları: Türkiye Örneği
Zekai ŞENOL
Business and Economics Research Journal (2021) Vol. 12, Iss. 1, pp. 111-126
Open Access | Times Cited: 26
The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test
Arunava Bandyopadhyay, Prabina Rajib
Mineral Economics (2021) Vol. 36, Iss. 2, pp. 217-237
Open Access | Times Cited: 25
Forecasting and trading credit default swap indices using a deep learning model integrating Merton and LSTMs
Weifang Mao, Huiming Zhu, Hao Wu, et al.
Expert Systems with Applications (2022) Vol. 213, pp. 119012-119012
Closed Access | Times Cited: 17
Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method
Adeolu O. Adewuyi, Musefiu A. Adeleke, Aviral Kumar Tiwari, et al.
Resources Policy (2023) Vol. 83, pp. 103638-103638
Closed Access | Times Cited: 7
Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Chikashi Tsuji
International Review of Financial Analysis (2019) Vol. 70, pp. 101392-101392
Closed Access | Times Cited: 21
Systemwide directional connectedness from Crude Oil to sovereign credit risk
Vimmy Bajaj, Pawan Kumar, Vipul Kumar Singh
Journal of commodity markets (2022) Vol. 30, pp. 100272-100272
Closed Access | Times Cited: 12
Structural sources of oil market volatility and correlation dynamics
Andre Harrison, Xiaochun Liu, Shamar L. Stewart
Energy Economics (2023) Vol. 121, pp. 106658-106658
Closed Access | Times Cited: 6
Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Mehmet Balcılar, Zeynel Abidin Özdemir, Hüseyin Özdemir, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101249-101249
Closed Access | Times Cited: 16
Risk spillover effects of international crude oil market on China’s major markets
Siming Liu, Honglei Gao, Peng Hou, et al.
AIMS energy (2019) Vol. 7, Iss. 6, pp. 819-840
Open Access | Times Cited: 17
Volatility spillovers across the spot and futures oil markets after news announcements
George Apostolakis, Christos Floros, Κωνσταντίνος Γκίλλας, et al.
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102002-102002
Closed Access | Times Cited: 5
Volatility relation between credit default swap and stock market: new empirical tests
Miroslav Mateev
Journal of Economics and Finance (2019) Vol. 43, Iss. 4, pp. 681-712
Closed Access | Times Cited: 15
From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads
Huthaifa Alqaralleh
Eurasian economic review (2024) Vol. 14, Iss. 3, pp. 665-707
Closed Access | Times Cited: 1
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