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:

How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective
Shupei Huang, Haizhong An, Brian M. Lucey
Energy Economics (2020) Vol. 86, pp. 104641-104641
Closed Access | Times Cited: 52

Showing 1-25 of 52 citing articles:

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

The oil price-inflation nexus: The exchange rate pass- through effect
Shusheng Ding, Dandan Zheng, Tianxiang Cui, et al.
Energy Economics (2023) Vol. 125, pp. 106828-106828
Open Access | Times Cited: 23

Volatility spillover between oil prices and main exchange rates: Evidence from a DCC-GARCH-connectedness approach
Leïla Ben Salem, Montassar Zayati, Ridha Nouira, et al.
Resources Policy (2024) Vol. 91, pp. 104880-104880
Open Access | Times Cited: 9

On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty
Ismail O. Fasanya, Oluwasegun B. Adekoya, Abiodun Adetokunbo
Resources Policy (2021) Vol. 72, pp. 102110-102110
Closed Access | Times Cited: 51

Oil price and US dollar exchange rate: Change detection of bi-directional causal impact
Claudiu Tiberiu Albulescu, Ahdi Noomen Ajmi
Energy Economics (2021) Vol. 100, pp. 105385-105385
Closed Access | Times Cited: 49

Oil prices, policy uncertainty and travel and leisure stocks in China
Yun Qin, Jinyu Chen, Xuesong Dong
Energy Economics (2021) Vol. 96, pp. 105112-105112
Closed Access | Times Cited: 46

On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility
Thai‐Ha Le, Sabri Boubaker, Manh Tien Bui, et al.
Energy Economics (2022) Vol. 117, pp. 106474-106474
Closed Access | Times Cited: 31

Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Xinlei Hao, Yong Ma, Dongtao Pan
Journal of Multinational Financial Management (2024) Vol. 73, pp. 100843-100843
Closed Access | Times Cited: 7

Extreme co-movements between decomposed oil price shocks and sustainable investments
Xunfa Lu, Pengchao He, Zhengjun Zhang, et al.
Energy Economics (2024) Vol. 134, pp. 107580-107580
Closed Access | Times Cited: 7

Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks
Shaobo Long, Jiaqi Guo
Research in International Business and Finance (2022) Vol. 62, pp. 101689-101689
Open Access | Times Cited: 27

On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?
Wasim Ahmad, Ravi Prakash, Gazi Salah Uddin, et al.
Energy Economics (2020) Vol. 91, pp. 104871-104871
Open Access | Times Cited: 29

Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold
Ana Alzate-Ortega, Natalia Garzón, Jesús Molina‐Muñoz
Energies (2024) Vol. 17, Iss. 2, pp. 378-378
Open Access | Times Cited: 3

Energy prices and exchange rates in the Eurasian Economic Union: evidence from Fourier Toda-Yamamoto approach
Elif Hilal Nazlıoğlu, Uğur Soytaş
Applied Economics (2024), pp. 1-15
Closed Access | Times Cited: 2

Oil shocks and currency behavior: A dual approach to digital and traditional currencies
Sahar Afshan, Tanzeela Yaqoob, Younes Ben Zaied, et al.
Global Finance Journal (2024) Vol. 62, pp. 101002-101002
Closed Access | Times Cited: 2

Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach
Qingyuan Dong, Qunyang Du, Min Du
Research in International Business and Finance (2024) Vol. 72, pp. 102545-102545
Open Access | Times Cited: 2

Quantile coherency across bonds, commodities, currencies, and equities
Gazi Salah Uddin, Brian M. Lucey, Md Lutfur Rahman, et al.
Journal of commodity markets (2023) Vol. 33, pp. 100379-100379
Closed Access | Times Cited: 6

Study on the nonlinear interactions among the international oil price, the RMB exchange rate and China's gold price
Zitao Zhang, Yun Qin
Resources Policy (2022) Vol. 77, pp. 102683-102683
Closed Access | Times Cited: 10

Time-varying connectedness and causality between oil prices and G7 economies exchange rates. Evidence from the COVID-19 and Russia-Ukraine crises
Ngô Thái Hưng
Studies in Economics and Finance (2023) Vol. 40, Iss. 5, pp. 814-838
Closed Access | Times Cited: 5

The short-term price effects and transmission mechanism of CO2 cost pass-through in China: A partial transmission model
Ning Ma, Huajiao Li, Jinwei Zhang, et al.
Resources Policy (2021) Vol. 70, pp. 101972-101972
Closed Access | Times Cited: 12

Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter
Zekeriya Yıldırım, Hasan Guloglu
Energy (2024) Vol. 306, pp. 132297-132297
Closed Access | Times Cited: 1

How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?
Shupei Huang, Xinya Wang, Qiang Ji
Energy Economics (2024), pp. 108143-108143
Closed Access | Times Cited: 1

Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate
Zuzana Rowland, George Lăzăroiu, Ivana Podhorská
Risks (2020) Vol. 9, Iss. 1, pp. 1-1
Open Access | Times Cited: 11

Contagion or flight‐to‐quality? The linkage between oil price and the US dollar based on the local Gaussian approach
Lei Ming, Yao Shen, Shenggang Yang, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 4, pp. 722-750
Closed Access | Times Cited: 7

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