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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:

Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis
Francesco Benedetto, Loretta Mastroeni, Greta Quaresima, et al.
Energy Economics (2020) Vol. 89, pp. 104815-104815
Closed Access | Times Cited: 56

Showing 1-25 of 56 citing articles:

Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond
Xiong Wang, Jingyao Li, Xiaohang Ren
International Review of Financial Analysis (2022) Vol. 83, pp. 102306-102306
Closed Access | Times Cited: 130
Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics
Kun Yang, Yu Wei, Shouwei Li, et al.
Energy Economics (2021) Vol. 96, pp. 105149-105149
Closed Access | Times Cited: 59
Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19
Jingyu Li, Ranran Liu, Yanzhen Yao, et al.
Resources Policy (2022) Vol. 77, pp. 102646-102646
Closed Access | Times Cited: 54
Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers
Amar Rao, Brian M. Lucey, Satish Kumar
Energy Economics (2023) Vol. 126, pp. 106970-106970
Closed Access | Times Cited: 27
Energy markets – Who are the influencers?
Paulo Ferreira, Dora Almeida, Andreia Dionísio, et al.
Energy (2021) Vol. 239, pp. 121962-121962
Open Access | Times Cited: 43
Oil and renewable energy stock markets: Unique role of extreme shocks
Yue Xi, Qing Zeng, Xinjie Lu, et al.
Energy Economics (2022) Vol. 109, pp. 105995-105995
Open Access | Times Cited: 30
Spillover Effects between Crude Oil Returns and Uncertainty: New Evidence from Time-Frequency Domain Approaches
Kais Tissaoui, Ilyes Abidi, Nadia Azibi, et al.
Energies (2024) Vol. 17, Iss. 2, pp. 340-340
Open Access | Times Cited: 7
How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?
Md. Bokhtiar Hasan, M. Kabir Hassan, Asem Alhomaidi
The Journal of Economic Asymmetries (2023) Vol. 28, pp. e00333-e00333
Closed Access | Times Cited: 14
Crude oil price volatility—An unintended consequence of carbon pricing: Evidence from transfer entropy and wavelet-partial wavelet coherence analyses
Godwin Olasehinde‐Williams
Energy & Environment (2024)
Closed Access | Times Cited: 5
Do climate risks affect dirty–clean energy stock price dynamic correlations?
Di Li, Zhige Wu, Yixuan Tang
Energy Economics (2024) Vol. 136, pp. 107713-107713
Closed Access | Times Cited: 5
Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?
Tauhidul Islam Tanin, Ashutosh Sarker, Shawkat Hammoudeh, et al.
Journal of Economic Behavior & Organization (2021) Vol. 191, pp. 214-235
Open Access | Times Cited: 30
Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources
Loretta Mastroeni, Alessandro Mazzoccoli, Pierluigi Vellucci
Chaos Solitons & Fractals (2024) Vol. 184, pp. 115005-115005
Open Access | Times Cited: 4
Volatility predictability in crude oil futures: Evidence based on OVX, GARCH and stochastic volatility models
Zheng Zhang, Muhammad Yousaf Raza, Wenxue Wang, et al.
Energy Strategy Reviews (2023) Vol. 50, pp. 101209-101209
Open Access | Times Cited: 10
Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market
Gaoxiu Qiao, Xuekun Ma, Gongyue Jiang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 415-437
Closed Access | Times Cited: 3
Maritime Fuel Price Prediction of European Ports using Least Square Boosting and Facebook Prophet: Additional Insights from Explainable Artificial Intelligence
Indranil Ghosh, Arijit De
Transportation Research Part E Logistics and Transportation Review (2024) Vol. 189, pp. 103686-103686
Open Access | Times Cited: 3
Blended Teaching Strategies for Art Design Major Courses in Colleges
Gao Yu
International Journal of Emerging Technologies in Learning (iJET) (2020) Vol. 15, Iss. 24, pp. 145-145
Open Access | Times Cited: 26
Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?
Aktham Maghyereh, Hussein Abdoh, Basel Awartani
Journal of commodity markets (2021) Vol. 26, pp. 100194-100194
Closed Access | Times Cited: 22
Can implied volatility predict returns on oil market? Evidence from Cross-Quantilogram Approach
Bechir Raggad
Resources Policy (2022) Vol. 80, pp. 103277-103277
Closed Access | Times Cited: 14
Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic
Krzysztof Echaust, Małgorzata Just
Energies (2021) Vol. 14, Iss. 14, pp. 4147-4147
Open Access | Times Cited: 20
Uncertainty and fluctuation in crude oil price: evidence from machine learning models
Feng Ma, Xinjie Lu, Bo Zhu
Annals of Operations Research (2023)
Closed Access | Times Cited: 7
The tail risk safe haven property of China's energy futures against US market implied volatility
Xingyu Dai, Peng‐Fei Dai, Qunwei Wang, et al.
Journal of Management Science and Engineering (2024) Vol. 9, Iss. 2, pp. 271-291
Open Access | Times Cited: 2
The Flow of Information in Trading: An Entropy Approach to Market Regimes
Anqi Liu, Jing Chen, Steve Y. Yang, et al.
Entropy (2020) Vol. 22, Iss. 9, pp. 1064-1064
Open Access | Times Cited: 20
Global financial crisis versus COVID‐19: Evidence from sentiment analysis
Aktham Maghyereh, Hussein Abdoh
International Finance (2022) Vol. 25, Iss. 2, pp. 218-248
Closed Access | Times Cited: 11
Quantile Dependence between Crude Oil Returns and Implied Volatility: Evidence from Parametric and Nonparametric Tests
Bechir Raggad, Elie Bouri
Mathematics (2023) Vol. 11, Iss. 3, pp. 528-528
Open Access | Times Cited: 6
OIL AND GOLD PRICE VOLATILITY ON INDONESIAN STOCK MARKET IN THE PERIOD OF COVID-19 PANDEMIC
Maria Magdalena Marwanti, Robiyanto Robiyanto
Jurnal Manajemen dan Kewirausahaan (2021) Vol. 23, Iss. 2, pp. 129-137
Open Access | Times Cited: 15
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