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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:

Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach
Yufeng Chen, Chuwen Wang, Zhitao Zhu
Energy Economics (2022) Vol. 114, pp. 106288-106288
Closed Access | Times Cited: 39

Showing 1-25 of 39 citing articles:

Co-movement between dirty and clean energy: A time-frequency perspective
Saqib Farid, Sitara Karim, Muhammad Abubakr Naeem, et al.
Energy Economics (2023) Vol. 119, pp. 106565-106565
Closed Access | Times Cited: 99
Spatial network and driving factors of low-carbon patent applications in China from a public health perspective
Feng Hu, Liping Qiu, Yang Xiang, et al.
Frontiers in Public Health (2023) Vol. 11
Open Access | Times Cited: 86
Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach
Yufeng Chen, Jing Xu, Jiafeng Miao
Resources Policy (2023) Vol. 81, pp. 103296-103296
Closed Access | Times Cited: 41
COVID-19 and the quantile connectedness between energy and metal markets
Bikramaditya Ghosh, Linh Pham, Тамара Теплова, et al.
Energy Economics (2022) Vol. 117, pp. 106420-106420
Open Access | Times Cited: 52
Return volatility, correlation, and hedging of green and brown stocks: Is there a role for climate risk factors?
Haohua Li, Elie Bouri, Rangan Gupta, et al.
Journal of Cleaner Production (2023) Vol. 414, pp. 137594-137594
Open Access | Times Cited: 24
Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters
Yufeng Chen, Zulkifr Abdallah Msofe, Chuwen Wang
Resources Policy (2024) Vol. 90, pp. 104849-104849
Closed Access | Times Cited: 10
Volatility spillover between oil prices and main exchange rates: Evidence from a DCC-GARCH-connectedness approach
Leïla Ben Salem, Montassar Zayati, Ridha Nouira, et al.
Resources Policy (2024) Vol. 91, pp. 104880-104880
Open Access | Times Cited: 9
Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements
John W. Goodell, Constantin Gurdgiev, Andrea Paltrinieri, et al.
Energy Economics (2023) Vol. 125, pp. 106838-106838
Closed Access | Times Cited: 16
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework
Ahmed Bouteska, Taimur Sharif, Mohammad Zoynul Abedin
International Review of Financial Analysis (2024), pp. 103128-103128
Closed Access | Times Cited: 6
Assessing the multiscale causal effects and heterogeneity between futures prices in different segments of China’s steel industry chain
Guowei Liu, Haizhong An, Xiaotian Sun, et al.
Applied Economics (2025), pp. 1-19
Closed Access
Investigating the Connectedness between Oil and Stock Markets in GCC countries: Evidence from Rolling-Window Frequency Domain Causality
Serhat Sezen, Emrah İsmail Çevik, Eisa A. Aleisa, et al.
Computational Economics (2025)
Open Access
Optimizing risk management in the Iberian natural gas market: strategies for price volatility
Ana Catarina de Paula Leite, Leandro Monteiro, Liliana Marques Pimentel
Studies in Economics and Finance (2025)
Closed Access
Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries?
Jin Shang, Shigeyuki Hamori
Resources Policy (2025) Vol. 102, pp. 105518-105518
Closed Access
Does ESG Performance Affect Firms’ Performance? Evidence from European Energy Companies
Concetta Carnevale, Caterina Di Tommaso
SIDREA series in accounting and business administration (2025), pp. 495-520
Closed Access
Dynamic spillovers between the carbon, stock, and energy markets: A New Zealand case
Miaomiao Tao, Stephen Poletti, Le Wen, et al.
Journal of Cleaner Production (2023) Vol. 434, pp. 140278-140278
Open Access | Times Cited: 10
Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets
Xiaoran Zhou, Martin Enilov, Mamata Parhi
Energy Economics (2024) Vol. 132, pp. 107468-107468
Open Access | Times Cited: 3
Rational preference knowledge influence on the evolutionary equilibrium of carbon reduction negotiation: An exploration based on timed petri net
Yuan Liu, Guoyi Zhang, Yufeng Chen, et al.
Journal of Innovation & Knowledge (2024) Vol. 9, Iss. 2, pp. 100479-100479
Open Access | Times Cited: 3
Energy market reforms in China and the time-varying connectedness of domestic and international markets
Tiantian Wang, Fei Wu, Dayong Zhang, et al.
Energy Economics (2022) Vol. 117, pp. 106495-106495
Closed Access | Times Cited: 16
How immune is the connectedness of European natural gas markets to exceptional shocks?
Karol Szafranek, Monika Papież, Michał Rubaszek, et al.
Resources Policy (2023) Vol. 85, pp. 103917-103917
Closed Access | Times Cited: 9
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages
Thomas Conlon, Shaen Corbet, John W. Goodell, et al.
Journal of Economic Behavior & Organization (2023) Vol. 217, pp. 32-62
Open Access | Times Cited: 9
What determines China’s energy OFDI: Economic, geographical, institutional, and cultural distance?
Yufeng Chen, Mingxin Chen, Lulu Tian
Energy Strategy Reviews (2023) Vol. 47, pp. 101084-101084
Open Access | Times Cited: 8
Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics
Bangzhu Zhu, Chao Tian, Ping Wang
Energy Economics (2024) Vol. 134, pp. 107577-107577
Closed Access | Times Cited: 2
Enhancing Trading Decision in Financial Markets: An Algorithmic Trading Framework With Continual Mean-Variance Optimization, Window Presetting, and Controlled Early-Stopping
Cristiana Tudor, Robert Şova
IEEE Access (2024) Vol. 12, pp. 87633-87644
Open Access | Times Cited: 2
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 2
More different than alike: cross-sector volatility spillovers in Chinese stock sectors during COVID-19 pandemic
Yufeng Chen, Reyila Yimaier, Xiang Lin
Applied Economics (2024), pp. 1-19
Closed Access | Times Cited: 2
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