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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:

Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications
Son Duy Pham, Thao T.T. Nguyen, Hung Xuan
Energy Economics (2023) Vol. 120, pp. 106632-106632
Closed Access | Times Cited: 19

Showing 19 citing articles:

Impact of climate policy uncertainty on return spillover among green assets and portfolio implications
Son Duy Pham, Thao T.T. Nguyen, Hung Xuan
Energy Economics (2024) Vol. 134, pp. 107631-107631
Open Access | Times Cited: 13
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
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
The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications
Heng Lei, Minggao Xue, Jing Ye
Energy Economics (2024) Vol. 132, pp. 107456-107456
Closed Access | Times Cited: 7
Unveiling commodities-financial markets intersections from a bibliometric perspective
Imen Mbarki, Muhammad Arif Khan, Sitara Karim, et al.
Resources Policy (2023) Vol. 83, pp. 103635-103635
Open Access | Times Cited: 16
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
Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach
Tam Hoang‐Nhat Dang, Faruk Balli, Hatice Ozer Balli, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 121-139
Open Access | Times Cited: 5
Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
The Quarterly Review of Economics and Finance (2025) Vol. 100, pp. 101974-101974
Closed Access
Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets
Jianmin Liu, Zeguang Li, Bluford H. Putnam, et al.
Journal of Futures Markets (2025)
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
Quantile return and volatility spillovers and drivers among energy, electricity, and cryptocurrency markets
Dongming Jiang, Fang Jia, Xiaoyu Han
Energy Economics (2025), pp. 108307-108307
Closed Access
Artificial intelligence and clean/dirty energy markets: tail-based pairwise connectedness and portfolio implications
Bechir Raggad, Elie Bouri
Future Business Journal (2025) Vol. 11, Iss. 1
Open Access
The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises
Nassar S. Al-Nassar, Rima Assaf, Anis Chaibi, et al.
Resources Policy (2024) Vol. 96, pp. 105203-105203
Closed Access | Times Cited: 3
Vulnerability of European electricity markets: A quantile connectedness approach
Helena Chuliá, Tony Klein, Jorge A. Muñoz Mendoza, et al.
Energy Policy (2023) Vol. 184, pp. 113862-113862
Open Access | Times Cited: 8
Dynamic spillovers between Shanghai crude oil futures and China's green markets: Evidence from quantile-on-quantile connectedness approach
Min Liu, Hongfei Liu, Weiying Ping
Economic Analysis and Policy (2024) Vol. 85, pp. 78-93
Closed Access | Times Cited: 1
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Dejan Živkov, Suzana Balaban, Milica Simić
Research in International Business and Finance (2023) Vol. 67, pp. 102149-102149
Closed Access | Times Cited: 3
Commodity Market Risk: Examining Price Co-Movements in the Pakistan Mercantile Exchange
Falik Shear, Muhammad Bilal, Badar Nadeem Ashraf, et al.
Risks (2024) Vol. 12, Iss. 6, pp. 86-86
Open Access
Connectedness for natural gas and Asian stock markets: time-frequency and cross-quantile approaches
Luxi Sun, Chenlu L Wu, Xin Cui, et al.
Applied Economics (2024), pp. 1-19
Closed Access
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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