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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 shocks, global financial markets and their connectedness
Rıza Demirer, Román Ferrer, Syed Jawad Hussain Shahzad
Energy Economics (2020) Vol. 88, pp. 104771-104771
Closed Access | Times Cited: 180

Showing 1-25 of 180 citing articles:

Time and frequency connectedness among oil shocks, electricity and clean energy markets
Muhammad Abubakr Naeem, Zhe Peng, Muhammad Tahir Suleman, et al.
Energy Economics (2020) Vol. 91, pp. 104914-104914
Open Access | Times Cited: 217
Spillovers in higher moments and jumps across US stock and strategic commodity markets
Elie Bouri, Xiaojie Lei, Naji Jalkh, et al.
Resources Policy (2021) Vol. 72, pp. 102060-102060
Closed Access | Times Cited: 128
How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?
Rabeh Khalfaoui, Salma Mefteh‐Wali, Jean‐Laurent Viviani, et al.
Technological Forecasting and Social Change (2022) Vol. 185, pp. 122083-122083
Open Access | Times Cited: 116
The roles of oil shocks and geopolitical uncertainties on China’s green bond returns
Chi‐Chuan Lee, Huayun Tang, Ding Li
Economic Analysis and Policy (2022) Vol. 74, pp. 494-505
Closed Access | Times Cited: 95
Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics
Xiaohang Ren, Yiying Li, Yinshu Qi, et al.
Energy (2022) Vol. 254, pp. 124172-124172
Closed Access | Times Cited: 78
Oil price shocks and green bonds: An empirical evidence
Dina Azhgaliyeva, Zhanna Kapsalyamova, Ranjeeta Mishra
Energy Economics (2022) Vol. 112, pp. 106108-106108
Open Access | Times Cited: 75
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches
Ping Wei, Yinshu Qi, Xiaohang Ren, et al.
Energy Economics (2023) Vol. 121, pp. 106657-106657
Open Access | Times Cited: 63
Russia-Ukraine conflict: The effect on European banks’ stock market returns
António Miguel Martins, Pedro Álvaro Pereira Correia, Ricardo Gouveia
Journal of Multinational Financial Management (2023) Vol. 67, pp. 100786-100786
Closed Access | Times Cited: 55
The connectedness of oil shocks, green bonds, sukuks and conventional bonds
Zaghum Umar, Afsheen Abrar, Sinda Hadhri, et al.
Energy Economics (2023) Vol. 119, pp. 106562-106562
Closed Access | Times Cited: 50
Return and volatility spillovers among oil price shocks and international green bond markets
Zaghum Umar, Sinda Hadhri, Emmanuel Joel Aikins Abakah, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102254-102254
Closed Access | Times Cited: 27
Frequency spillovers between oil shocks and stock markets of top oil-producing and -consuming economies
Salem Adel Ziadat, Walid Mensi, Sang Hoon Kang
Energy (2024) Vol. 291, pp. 130239-130239
Closed Access | Times Cited: 20
Oil price shocks and the return and volatility spillover between industrial and precious metals
Zaghum Umar, Francisco Jareño, Ana Escribano
Energy Economics (2021) Vol. 99, pp. 105291-105291
Closed Access | Times Cited: 100
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness
Zaghum Umar, Francisco Jareño, Ana Escribano
Resources Policy (2021) Vol. 73, pp. 102147-102147
Closed Access | Times Cited: 97
Asymmetric effects of oil shocks on carbon allowance price: Evidence from China
Yan Zheng, Min Zhou, Fenghua Wen
Energy Economics (2021) Vol. 97, pp. 105183-105183
Closed Access | Times Cited: 91
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
Oil shocks and stock market volatility: New evidence
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Energy Economics (2021) Vol. 103, pp. 105567-105567
Closed Access | Times Cited: 71
Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?
Yanpeng Sun, Nawazish Mirza, Abdul Qadeer, et al.
Resources Policy (2021) Vol. 72, pp. 102131-102131
Closed Access | Times Cited: 70
The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model
Youshu Li, Junjie Guo
Applied Economics (2021) Vol. 54, Iss. 12, pp. 1377-1395
Open Access | Times Cited: 67
Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets
Yonghong Jiang, Jieru Wang, Jiayi Lie, et al.
Energy (2021) Vol. 233, pp. 121191-121191
Closed Access | Times Cited: 62
Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets
Bin Mo, Juan Meng, Zheng Li-ping
Resources Policy (2022) Vol. 77, pp. 102731-102731
Closed Access | Times Cited: 45
Does oil price volatility and financial expenditures of the oil industry influence energy generation intensity? Implications for clean energy acquisition
Chunjuan Guo, Xiangwei Zhang, Sajid Iqbal
Journal of Cleaner Production (2023) Vol. 434, pp. 139907-139907
Closed Access | Times Cited: 36
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries
Ahmed H. Elsayed, Nader Naifar, Gazi Salah Uddin, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102602-102602
Closed Access | Times Cited: 32
Time-varying tail risk connectedness among sustainability-related products and fossil energy investments
Brian M. Lucey, Boru Ren
Energy Economics (2023) Vol. 126, pp. 106812-106812
Open Access | Times Cited: 31
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
Energy imports as inhibitor of economic growth: The role of impact of renewable and non-renewable energy consumption
Muhammad Shahbaz, Betül Altay Topcu, Sevgi Sümerli Sarıgül, et al.
Journal of International Trade & Economic Development (2023) Vol. 33, Iss. 4, pp. 497-522
Closed Access | Times Cited: 22
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