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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:

Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Karel Janda, Ladislav Krištoufek, Binyi Zhang
Energy Economics (2022) Vol. 108, pp. 105911-105911
Closed Access | Times Cited: 37

Showing 1-25 of 37 citing articles:

Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
Lan Bai, Yu Wei, Jiahao Zhang, et al.
Energy Economics (2023) Vol. 123, pp. 106727-106727
Open Access | Times Cited: 62
Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective
Xiao-Li Gong, Zhao Min, Zhuo-Cheng Wu, et al.
Energy Economics (2023) Vol. 121, pp. 106678-106678
Closed Access | Times Cited: 45
Energy shocks and stock market returns under COVID-19: New insights from the United States
Abdulazeez Y.H. Saif-Alyousfi
Energy (2025), pp. 134546-134546
Closed Access | Times Cited: 2
Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions
Nidhaleddine Ben Cheikh, Younes Ben Zaied
Energy Economics (2023) Vol. 124, pp. 106861-106861
Open Access | Times Cited: 35
The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets
Hailing Li, Yuxin Li, Hua Zhang
Energy (2023) Vol. 275, pp. 127384-127384
Closed Access | Times Cited: 32
The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war
Muneer Shaik, Mustafa Raza Rabbani, Mohd Atif, et al.
PLoS ONE (2024) Vol. 19, Iss. 2, pp. e0286963-e0286963
Open Access | Times Cited: 13
Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic
Jing Deng, Zihan Xu, Xiaoyun Xing
Resources Policy (2023) Vol. 83, pp. 103575-103575
Closed Access | Times Cited: 21
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
Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach
Walid M.A. Ahmed, Mohamed A.E. Sleem
Energy Economics (2023) Vol. 124, pp. 106771-106771
Closed Access | Times Cited: 17
Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China
Haozhi Qi, Lijun Ma, Pin Peng, et al.
Resources Policy (2022) Vol. 79, pp. 103094-103094
Closed Access | Times Cited: 22
Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach
Susovon Jana, Tarak Nath Sahu
Economic Notes (2023) Vol. 52, Iss. 3
Closed Access | Times Cited: 13
Climate risk performance and returns integration of Chinese listed energy companies
Yunhan Zhang, Yan Li, Wanli Zhao, et al.
Energy Economics (2023) Vol. 129, pp. 107272-107272
Closed Access | Times Cited: 13
Clean energy and fintech: A scientometric study on spillovers and hedging in investment portfolios
Celia López Penabad, Ana Iglesias Casal, José Manuel Maside Sanfíz, et al.
Energy Strategy Reviews (2025) Vol. 59, pp. 101703-101703
Closed Access
Extreme Events and Quantile Time-frequency Volatility Connectedness across Crude Oil, Green Bonds and Low-Carbon Equity Markets
Jikai Wang, Gaoxiu Qiao
Research in International Business and Finance (2025), pp. 102905-102905
Closed Access
The green transition and tech firms' financial performance: Insights from patent data
Selahattin Murat Şirin
Global Finance Journal (2025), pp. 101112-101112
Closed Access
Revisiting the cryptocurrencies role in stock markets: ADCC-GARCH and Wavelet Coherence
Susovon Jana, Tarak Nath Sahu, Krishna Dayal Pandey
Macroeconomics and Finance in Emerging Market Economies (2023) Vol. 17, Iss. 1, pp. 110-135
Closed Access | Times Cited: 11
Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH
Oktay Özkan, Salah Abosedra, Arshian Sharif, et al.
Economic Change and Restructuring (2024) Vol. 57, Iss. 3
Open Access | Times Cited: 4
Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach
Hongli Niu, Shasha Zhang
Renewable Energy (2024) Vol. 230, pp. 120794-120794
Closed Access | Times Cited: 4
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: 4
External energy security elements and the riskiness of clean energy stocks: a volatility analysis
Aminu Hassan
Sustainability Accounting Management and Policy Journal (2023) Vol. 14, Iss. 2, pp. 396-419
Closed Access | Times Cited: 10
Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning
Thiago Christiano Silva, Tércio Braz, Benjamin Miranda Tabak
Energy Economics (2024) Vol. 136, pp. 107698-107698
Closed Access | Times Cited: 3
Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions
Syed Abul Basher, Perry Sadorsky
Energy Economics (2024) Vol. 138, pp. 107832-107832
Closed Access | Times Cited: 3
Estimation of green bond premiums On the Chinese secondary market
Karel Janda, Evžen Kočenda, Anna Kortusova, et al.
Politická ekonomie (2023) Vol. 70, Iss. 6, pp. 684-710
Open Access | Times Cited: 5
Pricing behavior of clean energy stocks? Some trading implications
Paresh Kumar Narayan
Energy Economics (2024) Vol. 134, pp. 107590-107590
Open Access | Times Cited: 1
Dynamic Asymmetric Volatility Spillover and Connectedness Network Analysis among Sectoral Renewable Energy Stocks
Hleil Alrweili, Ousama Ben‐Salha
Mathematics (2024) Vol. 12, Iss. 12, pp. 1816-1816
Open Access | Times Cited: 1
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