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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:

Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?
Yanran Ma, Dayong Zhang, Qiang Ji, et al.
Energy Economics (2019) Vol. 81, pp. 536-544
Closed Access | Times Cited: 136

Showing 1-25 of 136 citing articles:

How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques
Oluwasegun B. Adekoya, Johnson A. Oliyide
Resources Policy (2020) Vol. 70, pp. 101898-101898
Open Access | Times Cited: 326
Information interdependence among energy, cryptocurrency and major commodity markets
Qiang Ji, Elie Bouri, David Roubaud, et al.
Energy Economics (2019) Vol. 81, pp. 1042-1055
Closed Access | Times Cited: 238
The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets
Yingjie Song, Qiang Ji, Ya-Juan Du, et al.
Energy Economics (2019) Vol. 84, pp. 104564-104564
Closed Access | Times Cited: 232
Asymmetric and extreme influence of energy price changes on renewable energy stock performance
Tongshui Xia, Qiang Ji, Dayong Zhang, et al.
Journal of Cleaner Production (2019) Vol. 241, pp. 118338-118338
Closed Access | Times Cited: 205
Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak
Ngô Thái Hưng, Xuan Vinh Vo
International Review of Financial Analysis (2021) Vol. 76, pp. 101730-101730
Open Access | Times Cited: 182
Investigating the spillovers and connectedness between green finance and renewable energy sources
Eyüp Doğan, Mara Madaleno, Dilvin Taşkın, et al.
Renewable Energy (2022) Vol. 197, pp. 709-722
Closed Access | Times Cited: 129
Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
Syed Jawad Hussain Shahzad, Elie Bouri, Ladislav Krištoufek, et al.
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 124
Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities
Sang Hoon Kang, José Arreola Hernández, Mobeen Ur Rehman, et al.
Resources Policy (2023) Vol. 81, pp. 103286-103286
Closed Access | Times Cited: 46
The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains
Yue‐Jun Zhang, Xingxing Yan
International Review of Economics & Finance (2020) Vol. 69, pp. 750-768
Closed Access | Times Cited: 104
Exploring the risk spillover effects among China's pilot carbon markets: A regular vine copula-CoES approach
Bangzhu Zhu, Xinxing Zhou, Xianfeng Liu, et al.
Journal of Cleaner Production (2019) Vol. 242, pp. 118455-118455
Closed Access | Times Cited: 95
Systemic risk and financial contagion across top global energy companies
Fei Wu, Dayong Zhang, Qiang Ji
Energy Economics (2021) Vol. 97, pp. 105221-105221
Closed Access | Times Cited: 91
The COVID-19 storm and the energy sector: The impact and role of uncertainty
Jan Jakub Szczygielski, Janusz Brzeszczyński, Ailie Charteris, et al.
Energy Economics (2021) Vol. 109, pp. 105258-105258
Open Access | Times Cited: 89
Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach
Zhenhua Liu, Xunpeng Shi, Pengxiang Zhai, et al.
Resources Policy (2021) Vol. 74, pp. 102381-102381
Closed Access | Times Cited: 88
Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach
Xiaolei Sun, Chang Liu, Jun Wang, et al.
International Review of Financial Analysis (2020) Vol. 68, pp. 101453-101453
Closed Access | Times Cited: 84
Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives
Jinxin Cui, Mark Goh, Binlin Li, et al.
Energy (2020) Vol. 216, pp. 119302-119302
Closed Access | Times Cited: 83
Dependency, centrality and dynamic networks for international commodity futures prices
Fei Wu, Wanli Zhao, Qiang Ji, et al.
International Review of Economics & Finance (2020) Vol. 67, pp. 118-132
Closed Access | Times Cited: 80
Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China
Tongshui Xia, Chen-Xi Yao, Jiang-Bo Geng
International Review of Financial Analysis (2019) Vol. 67, pp. 101427-101427
Closed Access | Times Cited: 78
Modeling return and volatility spillover networks of global new energy companies
Jiang-Bo Geng, Ya-Juan Du, Qiang Ji, et al.
Renewable and Sustainable Energy Reviews (2020) Vol. 135, pp. 110214-110214
Closed Access | Times Cited: 74
Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach
Bangzhu Zhu, Liqing Huang, Lili Yuan, et al.
International Review of Economics & Finance (2020) Vol. 67, pp. 163-175
Closed Access | Times Cited: 70
Does oil price have similar effects on the exchange rates of BRICS?
Boqiang Lin, Tong Su
International Review of Financial Analysis (2020) Vol. 69, pp. 101461-101461
Closed Access | Times Cited: 70
The effects of oil price shocks on inflation in the G7 countries
Fenghua Wen, Keli Zhang, Xu Gong
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101391-101391
Closed Access | Times Cited: 64
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu Bing-yue, Ying Fan, Qiang Ji, et al.
Energy Economics (2021) Vol. 105, pp. 105749-105749
Open Access | Times Cited: 64
Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies
حسن حیدری, Giorgio Canarella, Stephen M. Miller
Resources Policy (2021) Vol. 71, pp. 101982-101982
Open Access | Times Cited: 61
Oil price uncertainty and stock price crash risk: Evidence from China
Jihong Xiao, Chen Xian, Yang Li, et al.
Energy Economics (2022) Vol. 112, pp. 106118-106118
Closed Access | Times Cited: 53
Quantifying the extreme spillovers on worldwide ESG leaders' equity
Yu Chen, Boqiang Lin
International Review of Financial Analysis (2022) Vol. 84, pp. 102425-102425
Closed Access | Times Cited: 40
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