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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:

Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective
Xiao-Li Gong, Zhao Min, Zhuo-Cheng Wu, et al.
Energy Economics (2023) Vol. 121, pp. 106678-106678
Closed Access | Times Cited: 43

Showing 1-25 of 43 citing articles:

Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises
Muhammad Abubakr Naeem, Nadia Arfaoui
Energy Economics (2023) Vol. 127, pp. 107082-107082
Closed Access | Times Cited: 57
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
Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness
Mohammad Enamul Hoque, Mabruk Billah, Burcu Kapar, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103434-103434
Open Access | Times Cited: 15
Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets
Feng Dong, Zhicheng Li, Zihuang Huang, et al.
Energy Economics (2024) Vol. 137, pp. 107761-107761
Closed Access | Times Cited: 11
Commonality in systemic risk from green and conventional energy
Md Akhtaruzzaman, Molla Ramizur Rahman
Energy Economics (2024), pp. 107404-107404
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
Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?
Wang Gao, Jiajia Wei, Hongwei Zhang, et al.
Resources Policy (2024) Vol. 91, pp. 104946-104946
Closed Access | Times Cited: 8
Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets
Walid Mensi, Mariya Gubareva, Oluwasegun B. Adekoya, et al.
Renewable Energy (2024) Vol. 231, pp. 120943-120943
Closed Access | Times Cited: 8
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
Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods
Qichang Xie, Yu Bai, Nanfei Jia, et al.
Energy Economics (2024) Vol. 134, pp. 107558-107558
Closed Access | Times Cited: 7
Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures
Teodoro D. Cocca, David Gabauer, Stefan Pomberger
Energy Economics (2024) Vol. 136, pp. 107680-107680
Closed Access | Times Cited: 7
High–low volatility spillover network between economic policy uncertainty and commodity futures markets
Youtao Xiang, Sumuya Borjigin
Journal of Futures Markets (2024) Vol. 44, Iss. 8, pp. 1295-1319
Closed Access | Times Cited: 6
Contagion between investor sentiment and green bonds in China during the global uncertainties
Ahmed Bouteska, Lê Thanh Hà, Faruk Bhuiyan, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 469-484
Open Access | Times Cited: 5
Examining the interactions of carbon, electricity, and natural gas markets
Wenjun Chu, Liwei Fan, Peng Zhou
Frontiers of Engineering Management (2025)
Closed Access
The dynamic linkage and network connectivity of renewable energy and electricity markets from a time-frequency perspective
Z. Tao, Jianxin Tang, Yadi Chen, et al.
Journal of Renewable and Sustainable Energy (2025) Vol. 17, Iss. 1
Closed Access
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
The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets
Qichang Xie, Y. Bi, Yanpeng Qi, et al.
Energy Economics (2025), pp. 108292-108292
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
Tail risk spillovers between international agricultural commodity and China's financial markets: based on quantile time-frequency perspective
Xianming Huang, Lei Liu, Heng Jiang, et al.
Finance research letters (2025), pp. 107219-107219
Closed Access
Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets
Yang Gao, Xiaoyi Liu
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102128-102128
Closed Access | Times Cited: 4
Transmission mechanisms of the effects of geopolitical risk on energy returns and volatility
Yun Qin, Zitao Zhang
International Review of Financial Analysis (2024) Vol. 95, pp. 103363-103363
Closed Access | Times Cited: 4
Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis
Wenjun Chu, Liwei Fan, Peng Zhou
Energy Economics (2024) Vol. 138, pp. 107833-107833
Closed Access | Times Cited: 3
Volatility spillovers and Asymmetric effects of Chinese A-share markets—Enterprise-Level data Based on high-dimensional social network models
Haifeng Wu, Qichang Xie
Applied Economics (2023), pp. 1-25
Closed Access | Times Cited: 9
The dynamic connectedness between renewable energy market and environmental protection industry based on time and frequency perspective
Tao Shen, Xi Xi, Chang Yuan, et al.
Energy Strategy Reviews (2024) Vol. 53, pp. 101371-101371
Open Access | Times Cited: 2
Spillover relationship between different oil shocks and high- and low-carbon assets: An analysis based on time-frequency spillover effects
Yanqiong Liu, Jinjin Lu, Fengyuan Shi
Finance research letters (2023) Vol. 58, pp. 104516-104516
Closed Access | Times Cited: 7
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