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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:

How connected is the agricultural commodity market to the news-based investor sentiment?
Erdinç Akyıldırım, Oğuzhan Çepni, Linh Pham, et al.
Energy Economics (2022) Vol. 113, pp. 106174-106174
Closed Access | Times Cited: 38

Showing 1-25 of 38 citing articles:

Climate uncertainty and information transmissions across the conventional and ESG assets
Oğuzhan Çepni, Rıza Demirer, Linh Pham, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 83, pp. 101730-101730
Open Access | Times Cited: 59
Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach
Aswini Kumar Mishra, Vairam Arunachalam, Dennis Olson, et al.
Resources Policy (2023) Vol. 82, pp. 103490-103490
Closed Access | Times Cited: 22
COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets
Yongmin Zhang, Yiru Sun, Haili Shi, et al.
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 11
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Ameet Kumar Banerjee, Md Akhtaruzzaman, Ahmet Şensoy, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103237-103237
Closed Access | Times Cited: 9
Does invasion Russia-Ukraine affect to global financial market? evidence from consumers’ staples sectors
Rizky Yudaruddin, Fitriansyah, Dadang Lesmana, et al.
Journal of Open Innovation Technology Market and Complexity (2023) Vol. 9, Iss. 3, pp. 100086-100086
Open Access | Times Cited: 18
Energy transition metals and global sentiment: Evidence from extreme quantiles
Bikramaditya Ghosh, Linh Pham, Mariya Gubareva, et al.
Resources Policy (2023) Vol. 86, pp. 104170-104170
Open Access | Times Cited: 16
Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?
Linh Pham, Javed Bin Kamal
Journal of commodity markets (2024) Vol. 34, pp. 100407-100407
Closed Access | Times Cited: 5
Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties
Ying-Hui Shao, Xing-Lu Gao, Yan-Hong Yang, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19
SeungOh Han
The North American Journal of Economics and Finance (2025) Vol. 77, pp. 102380-102380
Closed Access
On the extreme dependence between agricultural tokens and agricultural commodities
Shi-Feng Shao
Applied Economics Letters (2025), pp. 1-7
Closed Access
Early warning of bubbles in the agricultural commodity market: Evidence from LPPLS confidence indicators
Hai-Chuan Xu, Yen-Ling Tan, H. S. L. Fan, et al.
Journal of Management Science and Engineering (2025)
Open Access
Time-frequency connectedness between climate exchange-traded funds and climate policy uncertainty
Mohammad Enamul Hoque, Lain-Tze Tee, Akther Uddin, et al.
Borsa Istanbul Review (2025)
Open Access
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 6, pp. 2088-2125
Open Access | Times Cited: 4
Risk Spillovers and Optimal Hedging in Commodity ETFs: A TVP-VAR Approach
Hadad Elroi, D.K. Malhotra, Evangelos Vasileiou
Finance research letters (2024), pp. 106372-106372
Closed Access | Times Cited: 4
Gold and the herd of Cryptos: Saving oil in blurry times
Martin Enilov, Tapas Mishra
Energy Economics (2023) Vol. 122, pp. 106690-106690
Open Access | Times Cited: 11
Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries
Yanshuang Li, Yujie Shi, Yongdong Shi, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103339-103339
Closed Access | Times Cited: 3
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period
Ameet Kumar Banerjee, Ahmet Şensoy, John W. Goodell, et al.
Finance research letters (2023) Vol. 59, pp. 104658-104658
Closed Access | Times Cited: 8
Negative Media Sentiment about the Pig Epidemic and Pork Price Fluctuations: A Study on Spatial Spillover Effect and Mechanism
Chi Ma, Tao Jian-ping, Caifeng Tan, et al.
Agriculture (2023) Vol. 13, Iss. 3, pp. 658-658
Open Access | Times Cited: 7
Geopolitical deadlock and phosphate shortfall behind the price hike? Evidence from Moroccan commodity markets
Marek Vochоzka, Svatopluk Janek, Lenka Širáňová
Agricultural Economics (Zemědělská ekonomika) (2023) Vol. 69, Iss. 8, pp. 301-308
Open Access | Times Cited: 7
Financial stress and realized volatility: The case of agricultural commodities
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102442-102442
Open Access | Times Cited: 2
Contagious risk: Nexus of risk in climate, epidemic, geopolitics, and economic
Hailing Li, Xiaoyun Pei, Hailing Li
Risk Analysis (2024)
Closed Access | Times Cited: 1
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?
Oğuzhan Çepni, Linh Pham, Uğur Soytaş
Journal of Behavioral Finance (2023), pp. 1-23
Closed Access | Times Cited: 4
Novel and Old News Sentiment in Commodity Futures Markets
Lina El‐Jahel, Yeguang Chi, Thanh Vu
(2024)
Closed Access | Times Cited: 1
Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness
Mei-Chih Wang, Peiyun Jiang, Tsangyao Chang
The North American Journal of Economics and Finance (2024), pp. 102286-102286
Closed Access | Times Cited: 1
Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty
Sisa Shiba, Goodness C. Aye, Rangan Gupta, et al.
Journal of risk and financial management (2022) Vol. 15, Iss. 11, pp. 525-525
Open Access | Times Cited: 6
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