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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:

Network connectedness between China's crude oil futures and sector stock indices
Zixin Wang, Liu Bing-yue, Ying Fan
Energy Economics (2023) Vol. 125, pp. 106848-106848
Closed Access | Times Cited: 21

Showing 21 citing articles:

Systemic risk among Chinese petrochemical firms based on dynamic tail risk spillover networks
Tingqiang Chen, Xin Zheng, Lei Wang
The North American Journal of Economics and Finance (2025), pp. 102404-102404
Closed Access | Times Cited: 1
The impact of the Russia–Ukraine war on volatility spillovers
Tony Sio-Chong U, Yongjia Lin, Yizhi Wang
International Review of Financial Analysis (2024) Vol. 93, pp. 103194-103194
Closed Access | Times Cited: 10
How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties
Yunhan Zhang, Qiang Ji, Dayong Zhang, et al.
Energy Economics (2024) Vol. 131, pp. 107354-107354
Closed Access | Times Cited: 7
Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach
Jing Zhao, Luansong Cui, Weiguo Liu, et al.
Resources Policy (2023) Vol. 86, pp. 104142-104142
Closed Access | Times Cited: 20
Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices
Wenyang Huang, Tianxiao Gao, Yun Hao, et al.
Energy Economics (2023) Vol. 127, pp. 107106-107106
Closed Access | Times Cited: 18
How connected is the oil-bank network? Firm-level and high-frequency evidence
Yunhan Zhang, David Gabauer, Rangan Gupta, et al.
Energy Economics (2024) Vol. 136, pp. 107684-107684
Closed Access | Times Cited: 6
Does the Energy Transition Affect Return Spillovers Between Multiple Energy Sources and Chinese Industry Indices? Network Evidence of Asymmetric Dynamic Spillovers
H. Kou, Jian Chai, Zhe George Zhang, et al.
Energy (2025), pp. 135112-135112
Closed Access
Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective
Zhiwei Xu, Xingneng Gou, Teng Zhang
Energy Economics (2025), pp. 108409-108409
Closed Access
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
China's futures market volatility and sectoral stock market volatility prediction
Qing Zeng, Jixiang Zhang, Juandan Zhong
Energy Economics (2024) Vol. 132, pp. 107429-107429
Closed Access | Times Cited: 2
The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets
Karol Szafranek, Michał Rubaszek, Gazi Salah Uddin
Energy Economics (2024) Vol. 137, pp. 107760-107760
Closed Access | Times Cited: 2
Impact of crude oil price innovations on global stock market volatility: Evidence across time and space
Libo Yin, Hong Cao, Yu Xin
International Review of Financial Analysis (2024) Vol. 96, pp. 103685-103685
Closed Access | Times Cited: 2
Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative
Li Chai, Yuqi Wang, Xiaohong Qi
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102165-102165
Closed 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
Market- and future-level sentiment and futures returns in Chinese agricultural futures markets
Yuan Li
Borsa Istanbul Review (2024) Vol. 24, Iss. 5, pp. 869-885
Open Access | Times Cited: 1
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies
Walid Mensi, Khamis Hamed Al‐Yahyaee, Xuan Vinh Vo, et al.
International Economics (2024) Vol. 180, pp. 100554-100554
Closed Access | Times Cited: 1
Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system
Jie Yang, Yun Feng, Hao Yang
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102296-102296
Closed Access
Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic
Aswini Kumar Mishra, Krishnan Anand, Akhil Venkatasai Kappagantula
The North American Journal of Economics and Finance (2024), pp. 102297-102297
Closed Access
Energy firms in China towards resilience: A dynamic quantile connectedness approach
Pavlos Koulmas, Konstantinos Ν. Konstantakis, Panayotis G. Michaelides, et al.
Energy Economics (2024), pp. 107921-107921
Closed Access
Public attention, investor sentiment and stock markets: Evidence from Chinese listed firms
Renbo Shi, Wei Shan, Junguang Gao, et al.
Investment Analysts Journal (2024), pp. 1-22
Closed Access
Unveiling Asymmetric Return Spillovers with Portfolio Implications Among Indian Stock Sectors During Covid-19 Pandemic
Aswini Kumar Mishra, Kamesh Anand K, Akhil enkatasai Kappagantula
(2023)
Closed Access
The Spillover Effect between International Crude Oil Futures Price and Industry Stock Index Under the Russia-Ukraine Conflict - Based on Investor Sentiment Perspective
Wanying Xie, Ruiting Zheng
(2023)
Closed Access
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