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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:

Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy
Mehrad Asadi, Soheil Roudari, Aviral Kumar Tiwari, et al.
Energy Economics (2022) Vol. 118, pp. 106482-106482
Closed Access | Times Cited: 22

Showing 22 citing articles:

Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement
Muhammad Zubair Chishti, Xiqiang Xia, Eyüp Doğan
Energy Economics (2024) Vol. 131, pp. 107388-107388
Closed Access | Times Cited: 30
Global uncertainties and Australian financial markets: Quantile time-frequency connectedness
Umaid A. Sheikh, Mehrad Asadi, David Roubaud, et al.
International Review of Financial Analysis (2024) Vol. 92, pp. 103098-103098
Closed Access | Times Cited: 13
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
International Review of Economics & Finance (2024) Vol. 93, pp. 1176-1197
Closed Access | Times Cited: 9
Asymmetric volatility spillover between crude oil and other asset markets
Bo Guan, Khelifa Mazouz, Yongdeng Xu
Energy Economics (2024) Vol. 130, pp. 107305-107305
Open Access | Times Cited: 7
The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach
Pınar Evrim Mandacı, Asil Azimli, Nazif Mandacı
Resources Policy (2023) Vol. 85, pp. 103957-103957
Closed Access | Times Cited: 15
Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening
Farzaneh Ahmadian-Yazdi, Amin Sokhanvar, Soheil Roudari, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?
Xianfang Su, Yachao Zhao
Global Finance Journal (2025) Vol. 64, pp. 101076-101076
Closed Access
A critique of the inappropriate interpretation of the quantile connectedness approach by
Abhinava Tripathi, Ravi Raushan Jha, Charu Vadhava
Energy Economics (2025), pp. 108291-108291
Closed Access
Extreme Connectedness Across Chinese Stock and Commodity Futures Markets
Walid Mensi, Farzaneh Ahmadian-Yazdi, Sami Al Kharusi, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102299-102299
Closed Access | Times Cited: 4
COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective
Xiu Jin, Yueli Liu, Jinming Yu, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101967-101967
Closed Access | Times Cited: 11
Tail risk connectedness in the Carbon-Finance nexus: Evidence from a quantile spillover approach in China
Zhenting Gong, Yanbei Chen, He Zhang, et al.
Finance research letters (2024) Vol. 67, pp. 105803-105803
Closed Access | Times Cited: 3
Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness
Xiaoye Jin
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 1
Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective
Jie Yang, Yun Feng, Hao Yang
Energy Economics (2024) Vol. 140, pp. 108019-108019
Closed Access | Times Cited: 1
Time-Varying Spillover Effects between Clean and Traditional Energy under Multiple Uncertainty Risk: Evidence from the U.S. Market
Rui Du, Pu Xu
Sustainability (2024) Vol. 16, Iss. 21, pp. 9164-9164
Open Access | Times Cited: 1
What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials
Xianfang Su, Yachao Zhao
Energy Economics (2023) Vol. 128, pp. 107169-107169
Closed Access | Times Cited: 3
Total, quantile, and frequency risk transmission among metal commodities
Huifu Nong, Qian Huang
International Journal of Finance & Economics (2024)
Closed Access
Studying industrial financial portfolio perspectives — BOXPI for the environmental transition of China
Jiong Huang
Environmental Science and Pollution Research (2024) Vol. 31, Iss. 5, pp. 7646-7663
Closed Access
U.S. And China Monetary Policy Uncertainty, Financial Stress and GCC Sectoral Risk: Do These Shocks Intensify GCC Sectoral Risk Contagion?
Mehrad Asadi, Umaid A. Sheikh, Shawkat Hammoudeh
(2024)
Closed Access
Exploring environmental and managerial impacts of crude oil volatility on QUAD financial markets: Insights into dynamic connectedness
Miklesh Prasad Yadav, Neha Puri, Parul Bhatia, et al.
Journal of Environmental Management (2024) Vol. 373, pp. 123738-123738
Closed Access
Asymmetric Volatility Spillover Effects between Crude Oil and Other Financial Markets
Bo Guan, Khelifa Mazouz, Yongdeng Xu
(2023)
Closed Access | Times Cited: 1
U.S. And China Monetary Policy Uncertainty, Financial Stress and GCC Sectoral Risk: Do These Shocks Intensify GCC Sectoral Risk Contagion?
Mehrad Asadi, Umaid A. Sheikh, Shawkat Hammoudeh
(2023)
Closed Access | Times Cited: 1
Extreme Time-Frequency Connectedness Across U.S. Sector Stock and Commodity Futures Markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
(2023)
Closed Access
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