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OpenAlex Citation Counts

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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 the source of oil price shocks matter for the systemic risk?
Zisheng Ouyang, Meng-tian Liu, Su-su Huang, et al.
Energy Economics (2022) Vol. 109, pp. 105958-105958
Closed Access | Times Cited: 23

Showing 23 citing articles:

The Impact of Oil Shocks on Systemic Risk of the Commodity Markets
Zhifeng Dai, Tong Wu
Journal of Systems Science and Complexity (2024) Vol. 37, Iss. 6, pp. 2697-2720
Closed Access | Times Cited: 19
Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets
Zhifeng Dai, Rui Tang, Xinhua Zhang
Energy Economics (2023) Vol. 120, pp. 106639-106639
Closed Access | Times Cited: 23
Commonality in systemic risk from green and conventional energy
Md Akhtaruzzaman, Molla Ramizur Rahman
Energy Economics (2024), pp. 107404-107404
Open Access | Times Cited: 10
The impact of oil price shocks on systematic risk of G7 stock markets
Zhifeng Dai, Rui Tang
Expert Systems with Applications (2024) Vol. 248, pp. 123408-123408
Closed Access | Times Cited: 7
OIL PRICE SHOCKS, ECONOMIC POLICY UNCERTAINTY, AND GREEN FINANCE: A CASE OF CHINA
Kai‐Hua Wang, Chi‐Wei Su, Muhammad Umar, et al.
Technological and Economic Development of Economy (2022) Vol. 29, Iss. 2, pp. 500-517
Open Access | Times Cited: 29
Oil Shocks And Capital Structure: Role Of ESG Across The Globe
Purba Bhattacherjee, Sibanjan Mishra
International Review of Economics & Finance (2025), pp. 103982-103982
Open Access
The impact of oil shocks from different sources on China's clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective
Yaoqi Guo, Fengyuan Shi, Boqiang Lin, et al.
Resources Policy (2023) Vol. 81, pp. 103357-103357
Closed Access | Times Cited: 13
A new multilayer network for measuring interconnectedness among the energy firms
Zhifeng Dai, Rui Tang, Xiaotong Zhang
Energy Economics (2023) Vol. 124, pp. 106880-106880
Closed Access | Times Cited: 11
The systemic risk of US oil and natural gas companies
Massimiliano Caporin, Fulvio Fontini, Roberto Panzica
Energy Economics (2023) Vol. 121, pp. 106650-106650
Open Access | Times Cited: 9
Oil price shocks and stock–bond correlation
Salem Adel Ziadat, Abdel Razzaq Al Rababa’a, Mobeen Ur Rehman, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101989-101989
Open Access | Times Cited: 9
Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression
Qichang Xie, Yinghui Jiang, Nanfei Jia, et al.
International Review of Financial Analysis (2024), pp. 103607-103607
Closed Access | Times Cited: 2
Oil price shocks and cost of capital: Does market liquidity play a role?
Tina Prodromou, Rıza Demirer
Energy Economics (2022) Vol. 115, pp. 106340-106340
Closed Access | Times Cited: 12
Corporate responses to systemic risk: Talk and action
Yulin Liu, Junbo L. Wang, Fenghua Wen, et al.
Pacific-Basin Finance Journal (2024) Vol. 87, pp. 102493-102493
Closed Access | Times Cited: 2
Interbank deposits and bank systemic risk
Yulin Liu, Muhammad Sadiq, Fenghua Wen, et al.
International Review of Financial Analysis (2024), pp. 103718-103718
Closed Access | Times Cited: 2
Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?
Qichang Xie, Jingrui Qin, Jianwei Li
Energy Strategy Reviews (2023) Vol. 49, pp. 101191-101191
Open Access | Times Cited: 6
Do Commodity Prices Matter for Global Systemic Risk? Evidence from ML Variable Selection
Mikhail Stolbov, Maria Shchepeleva
The Journal of Finance and Data Science (2024), pp. 100144-100144
Open Access | Times Cited: 1
The impact of climate attention on risk spillover effect in energy futures markets
Lei Hu, Minho Song, Fenghua Wen, et al.
Energy Economics (2024) Vol. 141, pp. 108044-108044
Closed Access | Times Cited: 1
Transmission effect of extreme risks in China's financial sectors at major emergencies: Empirical study based on the GPD-CAViaR and TVP-SV-VAR approach
Tingcheng Mo, Chi Xie, Kelong Li, et al.
Electronic Research Archive (2022) Vol. 30, Iss. 12, pp. 4657-4673
Open Access | Times Cited: 5
Identifying the volatility spillover risks between crude oil prices and China's clean energy market
Hao Nong, Yitan Guan, Yuanying Jiang
Electronic Research Archive (2022) Vol. 30, Iss. 12, pp. 4593-4618
Open Access | Times Cited: 4
Understanding the information of shock effects between energy commodity prices and maritime freight rate
Feier Chen, Juanjuan Tang, Jianuo Chen, et al.
Frontiers in Energy Research (2024) Vol. 12
Open Access
Systemic Risk and Oil Price Volatility Shocks
Ioannis Chatziantoniou, Gönül Çolak, Michail Filippidis, et al.
(2024)
Closed Access
The ripple effects of international energy prices on domestic products in China under external shocks
Yue Ma, Ling Miao, Lianyong Feng, et al.
Environment Development and Sustainability (2024)
Closed Access
Oil Price Shocks and Cost of Capital: Does Market Liquidity Play a Role?
Tina Prodromou, Rıza Demirer
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 2
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