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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:

The growth of oil futures in China: Evidence of market maturity through global crises
Shaen Corbet, Yang Hou, Yang Hu, et al.
Energy Economics (2022) Vol. 114, pp. 106243-106243
Open Access | Times Cited: 23

Showing 23 citing articles:

Fintech, bank diversification and liquidity: Evidence from China
Mengxuan Tang, Yang Hu, Shaen Corbet, et al.
Research in International Business and Finance (2023) Vol. 67, pp. 102082-102082
Open Access | Times Cited: 27
Evaluating current effects of upcoming EU Carbon Border Adjustment Mechanism: Evidence from China's futures market
Boqiang Lin, Hengsong Zhao
Energy Policy (2023) Vol. 177, pp. 113573-113573
Closed Access | Times Cited: 23
Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants
Chunlin Lang, Yang Hu, Shaen Corbet, et al.
Journal of Behavioral and Experimental Finance (2024) Vol. 41, pp. 100889-100889
Open Access | Times Cited: 10
Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event
Yang Hu, Chunlin Lang, Shaen Corbet, et al.
Energy Economics (2023) Vol. 125, pp. 106829-106829
Open Access | Times Cited: 19
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
Journal of commodity markets (2024) Vol. 33, pp. 100385-100385
Open Access | Times Cited: 6
Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots
Iulia Cioroianu, Shaen Corbet, Yang Hou, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102304-102304
Open Access | Times Cited: 5
How Has COVID-19 Shifted Our Understanding of Traditional Finance?
Shaen Corbet, Thomas Conlon
(2025)
Closed Access
Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from Time-varying Granger causality test
Xiaohang Ren, Yue He, Chuanwang Liu, et al.
Energy (2025), pp. 135495-135495
Closed Access
How does China's crude oil futures affect the crude oil prices at home and abroad? Evidence from the cross-market exchange rate spillovers
Chuanwang Sun, Yiqi Peng, Yanhong Zhan
International Review of Economics & Finance (2023) Vol. 88, pp. 204-222
Closed Access | Times Cited: 13
Tail risk spillovers between Shanghai oil and other markets
Muhammad Abubakr Naeem, Raazia Gul, Muhammad Shafiullah, et al.
Energy Economics (2023) Vol. 130, pp. 107182-107182
Closed Access | Times Cited: 12
Impact of Geopolitical Risk on G7 Financial Markets: A Comparative Wavelet Analysis between 2014 and 2022
Oana Panazan, Cătălin Gheorghe
Mathematics (2024) Vol. 12, Iss. 3, pp. 370-370
Open Access | Times Cited: 4
The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Yang Hu, Chunlin Lang, Shaen Corbet, et al.
Research in International Business and Finance (2023) Vol. 68, pp. 102192-102192
Open Access | Times Cited: 11
The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions
Libo Yin, Hong Cao, Yumei Guo
Energy Economics (2024) Vol. 132, pp. 107492-107492
Closed Access | Times Cited: 2
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments
Ameet Kumar Banerjee, Andreia Dionísio, Ahmet Şensoy, et al.
Energy Economics (2024) Vol. 136, pp. 107683-107683
Closed Access | Times Cited: 2
Fossil fuels and global energy economics
Hirushie Karunathilake, Sanjeeva Witharana
Elsevier eBooks (2023), pp. 107-120
Closed Access | Times Cited: 5
Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk
Thomas Conlon, Shaen Corbet, Les Oxley
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1807-1831
Open Access | Times Cited: 1
Closer is more important: The impact of Chinese and global macro-level determinants on Shanghai crude oil futures volatility
Xiaoling Yu, Kaitian Xiao, Javier Cifuentes‐Faura
Quantitative Finance and Economics (2024) Vol. 8, Iss. 3, pp. 573-609
Open Access | Times Cited: 1
Enfeksiyon Hastalıkları ve Hisse Senedi Piyasaları: Küresel Sağlık Endeksleri Üzerinden Bir Uygulama
Nurten TERKEŞ, Samet Gürsoy, Mert Baran Tunçel
Ekonomi ve Finansal Araştırmalar Dergisi (2024) Vol. 6, Iss. 1, pp. 13-27
Open Access
Early Financial Market Detection of COVID-19
Shaen Corbet, Thomas Conlon
(2024)
Closed Access
Extreme Risk Spillovers between Sc, Wti and Brent Crude Oil Futures-Evidence from Time-Varying Granger Causality Test
Xiaohang Ren, Yue He, Chuanwang Liu, et al.
(2024)
Closed Access
Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies: Evidence from a Quantile-Var Analysis
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
(2023)
Closed Access | Times Cited: 1
Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies: Evidence from a Quantile-Var Analysis
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
(2023)
Closed Access | Times Cited: 1
The Influence of Social Media Emotions Evidence from the Kodak Manic Episode
Iulia Cioroianu, Thomas Conlon, Shaen Corbet, et al.
(2023)
Closed Access
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