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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:

Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate
Xunxiao Wang
Energy Economics (2020) Vol. 91, pp. 104900-104900
Closed Access | Times Cited: 63

Showing 1-25 of 63 citing articles:

Time-frequency volatility connectedness between fossil energy and agricultural commodities: Comparing the COVID-19 pandemic with the Russia-Ukraine conflict
You Wu, Wenting Ren, Jieru Wan, et al.
Finance research letters (2023) Vol. 55, pp. 103866-103866
Open Access | Times Cited: 55
Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies
Jianhui Liao, Xuehong Zhu, Jinyu Chen
International Review of Financial Analysis (2021) Vol. 77, pp. 101822-101822
Closed Access | Times Cited: 83
COVID-19 and asymmetric volatility spillovers across global stock markets
Wenqi Li
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101474-101474
Closed Access | Times Cited: 78
Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility
Qian Ding, Jianbai Huang, Jinyu Chen
Energy Economics (2021) Vol. 102, pp. 105514-105514
Closed Access | Times Cited: 77
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications
Walid Mensi, Aylin Aslan, Xuan Vinh Vo, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 219-232
Closed Access | Times Cited: 66
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic
Walid Mensi, Juan C. Reboredo, Andrea Ugolini
Resources Policy (2021) Vol. 73, pp. 102217-102217
Open Access | Times Cited: 60
A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China
Ruirui Wu, Zhongfeng Qin, Bing-Yue Liu
Energy (2022) Vol. 254, pp. 124176-124176
Closed Access | Times Cited: 57
Forecasting crude oil volatility with uncertainty indicators: New evidence
Xiafei Li, Chao Liang, Zhonglu Chen, et al.
Energy Economics (2022) Vol. 108, pp. 105936-105936
Closed Access | Times Cited: 55
Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets
Hongwei Zhang, Yubo Zhang, Wang Gao, et al.
International Review of Financial Analysis (2022) Vol. 86, pp. 102474-102474
Closed Access | Times Cited: 49
Connectedness in implied higher-order moments of precious metals and energy markets
Elie Bouri, Xiaojie Lei, Yahua Xu, et al.
Energy (2022) Vol. 263, pp. 125588-125588
Closed Access | Times Cited: 40
Quantile spillovers and connectedness analysis between oil and African stock markets
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Economic Analysis and Policy (2023) Vol. 78, pp. 60-83
Closed Access | Times Cited: 25
Time-varying relationship between international monetary policy and energy markets
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Mohammad Abdullah, et al.
Energy Economics (2024) Vol. 131, pp. 107339-107339
Closed Access | Times Cited: 9
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Walid Mensi, Shawkat Hammoudeh, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 75, pp. 101457-101457
Closed Access | Times Cited: 43
Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications
Son Duy Pham, Thao T.T. Nguyen, Hung Xuan
Energy Economics (2023) Vol. 120, pp. 106632-106632
Closed Access | Times Cited: 19
Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors
Huiqun Feng, Jun Zhang, Na Guo
International Review of Financial Analysis (2023) Vol. 89, pp. 102714-102714
Closed Access | Times Cited: 17
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach
Walid Mensi, Yun-Jung Lee, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101446-101446
Closed Access | Times Cited: 39
Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Resources Policy (2021) Vol. 73, pp. 102221-102221
Closed Access | Times Cited: 33
Oil price uncertainty, CSR and institutional quality: A cross-country evidence
Dinh Hoang Bach Phan, Vuong Thao Tran, Chwee-Ming Tee, et al.
Energy Economics (2021) Vol. 100, pp. 105339-105339
Closed Access | Times Cited: 32
Frequency heterogeneity of tail connectedness: Evidence from global stock markets
Zhihong Jian, Haisong Lu, Zhican Zhu, et al.
Economic Modelling (2023) Vol. 125, pp. 106354-106354
Closed Access | Times Cited: 14
Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network
Xin Liao, Q. Li, Stephen Chan, et al.
Physica A Statistical Mechanics and its Applications (2024) Vol. 647, pp. 129892-129892
Closed Access | Times Cited: 5
Quantile return and volatility spillovers and drivers among energy, electricity, and cryptocurrency markets
Dongming Jiang, Fang Jia, Xiaoyu Han
Energy Economics (2025), pp. 108307-108307
Closed Access
Asymmetric impact of global crude oil on Chinese sectors and optimal portfolio strategies: An analysis of the higher-order moment tail risk spillovers
Ruibin Liang, Sheng Cheng, Xinran Li
The North American Journal of Economics and Finance (2025), pp. 102433-102433
Closed Access
Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic
Kai Shi
Journal of risk and financial management (2021) Vol. 14, Iss. 3, pp. 112-112
Open Access | Times Cited: 28
Connectedness between carbon and sectoral commodity markets: Evidence from China
Ruirui Wu, Zhongfeng Qin, Liu Bing-yue
Research in International Business and Finance (2023) Vol. 66, pp. 102073-102073
Closed Access | Times Cited: 11
Energy infrastructure: Investment, sustainability and AI
Elena G. Popkova, Bruno S. Sergi
Resources Policy (2024) Vol. 91, pp. 104807-104807
Closed Access | Times Cited: 4
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