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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:

Decomposed oil price shocks and GCC stock market sector returns and volatility
Nedal Al‐Fayoumi, Elie Bouri, Bana Abuzayed
Energy Economics (2023) Vol. 126, pp. 106930-106930
Closed Access | Times Cited: 17

Showing 17 citing articles:

Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition
María Caridad Sevillano, Francisco Jareño, Raquel López Garcí­a, et al.
Energy Economics (2024) Vol. 131, pp. 107398-107398
Open Access | Times Cited: 13
The impact of oil shocks on green, clean, and socially responsible markets
Ahmed H. Elsayed, Rabeh Khalfaoui, Samia Nasreen, et al.
Energy Economics (2024) Vol. 136, pp. 107729-107729
Open Access | Times Cited: 6
Extreme co-movements between decomposed oil price shocks and sustainable investments
Xunfa Lu, Pengchao He, Zhengjun Zhang, et al.
Energy Economics (2024) Vol. 134, pp. 107580-107580
Closed Access | Times Cited: 5
Oil Shocks and the Financial Markets: A Review
Feng Ma, Xinjie Lu, Samuel A. Vigne
Journal of Economic Surveys (2025)
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
Extreme dependence, connectedness, and causality between US sector stocks and oil shocks
Walid Mensi, Remzi Gök, Eray Gemi̇ci̇, et al.
International Review of Economics & Finance (2025), pp. 103936-103936
Open Access
Portrait of the Decarbonization and Renewables Penetration in Oman’s Energy Mix, Motivated by Oman’s National Green Hydrogen Plan
Osama A. Marzouk
Energies (2024) Vol. 17, Iss. 19, pp. 4769-4769
Open Access | Times Cited: 4
Oil prices and developing stock markets: Evidence from East Asia
Georgios Kotsompolis, Konstantinos Ν. Konstantakis, Dimitrios L. Stamos, et al.
Development and sustainability in economics and finance. (2024) Vol. 1, pp. 100006-100006
Closed Access | Times Cited: 3
Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets
Monika W. Koczar, Francisco Jareño, Ana Escribano
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102247-102247
Open Access | Times Cited: 3
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Luccas Assis Attílio, André Varella Mollick
Energy Economics (2024) Vol. 135, pp. 107643-107643
Closed Access | Times Cited: 2
From petrodollars to green power: Fiscal stability and green transition in GCC economies
Ibrahim Alnafrah, Sulaiman Mouselli
Journal of Environmental Management (2024) Vol. 370, pp. 122784-122784
Closed Access | Times Cited: 1
Does the source of oil price shock matter for Indian sectoral stock returns? A time-frequency approach to analyse dynamic connectedness and spillovers
S. Ramesh, Sabuj Kumar Mandal, Perry Sadorsky
Applied Economics (2023), pp. 1-18
Closed Access | Times Cited: 4
Oil market volatility and foreign ownership: the case of Saudi Arabia
Abdulrahman Alhassan, Lakshmi Kalyanaraman, Hanan Alhussayen
International Journal of Islamic and Middle Eastern Finance and Management (2024) Vol. 17, Iss. 5, pp. 991-1013
Closed Access
Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China
Yufei Cao
The North American Journal of Economics and Finance (2024), pp. 102319-102319
Closed Access
Oil Price Implications for the Petroleum and Pharmaceutical Industry: the Quantile Regression Approach
Sanja Bakić
Prague Economic Papers (2024) Vol. 33, Iss. 6, pp. 709-730
Open Access
Detecting Asymmetric Effects in the Overnight and Intraday Dynamics: Evidence from China'S Stock Market
Xiaojun Zhao, Mingxuan Lv, Xin Wen
(2024)
Closed Access
Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGRCH Models
Mohamed Ismail Mohamed Riyath, Nagham Aldabbous
Review of Middle East Economics and Finance (2024) Vol. 20, Iss. 3, pp. 299-329
Closed Access
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