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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 spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Sang Hoon Kang, José Arreola Hernández, Perry Sadorsky, et al.
Energy Economics (2021) Vol. 99, pp. 105278-105278
Closed Access | Times Cited: 78

Showing 1-25 of 78 citing articles:

Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Walid Mensi, Imran Yousaf, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101487-101487
Closed Access | Times Cited: 114
Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management
Walid Mensi, Muhammad Abubakr Naeem, Xuan Vinh Vo, et al.
Economic Analysis and Policy (2021) Vol. 73, pp. 331-344
Closed Access | Times Cited: 112
Green bonds as hedging assets before and after COVID: A comparative study between the US and China
Dong Guo, Peng Zhou
Energy Economics (2021) Vol. 104, pp. 105696-105696
Open Access | Times Cited: 104
Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets
Muhammad Abubakr Naeem, Sitara Karim, Gazi Salah Uddin, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102283-102283
Open Access | Times Cited: 79
Disentangling Timing Uncertainty of Event‐Driven Connectedness Among Oil‐Based Energy Commodities
Evžen Kočenda, Daniel Bartušek
Australian Economic Review (2025)
Closed Access | Times Cited: 2
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
Information transmission in regional energy stock markets
Suha Mahmoud Alawi, Sitara Karim, Abdelrhman Meero, et al.
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 15, pp. 43000-43012
Open Access | Times Cited: 53
Risk Connectedness Between Green and Conventional Assets with Portfolio Implications
Muhammad Abubakr Naeem, Sitara Karim, Aviral Kumar Tiwari
Computational Economics (2022) Vol. 62, Iss. 2, pp. 609-637
Open Access | Times Cited: 53
CLIMATE FINANCE IN THE WAKE OF COVID-19: CONNECTEDNESS OF CLEAN ENERGY WITH CONVENTIONAL ENERGY AND REGIONAL STOCK MARKETS
Sitara Karim, Shabeer Khan, Nawazish Mirza, et al.
Climate Change Economics (2022) Vol. 13, Iss. 03
Closed Access | Times Cited: 51
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Ramzi Nekhili, Elie Bouri
Energy Economics (2023) Vol. 119, pp. 106596-106596
Closed Access | Times Cited: 32
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Muhammad Abubakr Naeem, Sitara Karim, Larisa Yarovaya, et al.
Energy Economics (2023) Vol. 122, pp. 106677-106677
Open Access | Times Cited: 30
The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States
Javier Cifuentes‐Faura, Kamel Si Mohammed, Hind Alofaysan
Economic Analysis and Policy (2024) Vol. 83, pp. 80-94
Open Access | Times Cited: 11
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
International Review of Economics & Finance (2024) Vol. 93, pp. 1176-1197
Closed Access | Times Cited: 9
Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Imran Yousaf, Shoaib Ali, Elie Bouri, et al.
Economic Research-Ekonomska Istraživanja (2021) Vol. 35, Iss. 1, pp. 1913-1934
Open Access | Times Cited: 54
Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain
Ying Chen, Xuehong Zhu, Jinyu Chen
Energy Economics (2022) Vol. 111, pp. 106070-106070
Closed Access | Times Cited: 33
In search of hedges and safe havens during the COVID─19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty
Nassar S. Al-Nassar, Sabri Boubaker, Anis Chaibi, et al.
The Quarterly Review of Economics and Finance (2022) Vol. 90, pp. 318-332
Open Access | Times Cited: 33
Regime specific spillovers across US sectors and the role of oil price volatility
José Arreola Hernández, Syed Jawad Hussain Shahzad, Perry Sadorsky, et al.
Energy Economics (2022) Vol. 107, pp. 105834-105834
Closed Access | Times Cited: 28
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy
Ameet Kumar Banerjee, Ahmet Şensoy, John W. Goodell
Energy Economics (2023) Vol. 129, pp. 107224-107224
Closed Access | Times Cited: 20
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
Extreme risk dependence between green bonds and financial markets
Sitara Karim, Brian M. Lucey, Muhammad Abubakr Naeem, et al.
European Financial Management (2023) Vol. 30, Iss. 2, pp. 935-960
Open Access | Times Cited: 18
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries
Huiming Zhu, Xi Huang, Fangyu Ye, et al.
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102062-102062
Closed Access | Times Cited: 18
Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies
Sheng Cheng, MingJie Deng, Ruibin Liang, et al.
Resources Policy (2023) Vol. 82, pp. 103579-103579
Closed Access | Times Cited: 16
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU
Jin Shang, Shigeyuki Hamori
Energy Economics (2024) Vol. 132, pp. 107473-107473
Closed Access | Times Cited: 6
Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective
Hao Ji, Muhammad Abubakr Naeem, Jing Zhang, et al.
Energy Economics (2024) Vol. 136, pp. 107681-107681
Closed Access | Times Cited: 6
Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19
Spyros Papathanasiou, Dimitris Kenourgios, Drosos Koutsokostas, et al.
Journal of Asset Management (2022) Vol. 24, Iss. 3, pp. 198-211
Open Access | Times Cited: 23
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