Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses
Yonghong Jiang, Cheng Jiang, He Nie, et al.
Energy (2018) Vol. 166, pp. 577-586
Closed Access | Times Cited: 101

Showing 1-25 of 101 citing articles:

Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Fenghua Wen, Jiahui Cao, Zhen Liu, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101772-101772
Closed Access | Times Cited: 128
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 74
Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China
Zhenghui Li, Bin Mo, He Nie
International Review of Economics & Finance (2023) Vol. 86, pp. 46-57
Closed Access | Times Cited: 65
Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar
Debojyoti Das, Corlise Liesl Le Roux, Rabin K. Jana, et al.
Finance research letters (2019) Vol. 36, pp. 101335-101335
Closed Access | Times Cited: 139
Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests
Bin Mo, Cuiqiong Chen, He Nie, et al.
Energy (2019) Vol. 178, pp. 234-251
Closed Access | Times Cited: 106
The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective
Hao Zhang, Guixin Cai, Dong‐xiao Yang
Energy (2020) Vol. 196, pp. 117099-117099
Closed Access | Times Cited: 93
Risk spillover effects from global crude oil market to China’s commodity sectors
Juan Meng, He Nie, Bin Mo, et al.
Energy (2020) Vol. 202, pp. 117208-117208
Closed Access | Times Cited: 82
Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches
Yonghong Jiang, Qidi Feng, Bin Mo, et al.
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101161-101161
Closed Access | Times Cited: 77
Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets
Yonghong Jiang, Jieru Wang, Jiayi Lie, et al.
Energy (2021) Vol. 233, pp. 121191-121191
Closed Access | Times Cited: 62
Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies
حسن حیدری, Giorgio Canarella, Stephen M. Miller
Resources Policy (2021) Vol. 71, pp. 101982-101982
Open Access | Times Cited: 61
Asymmetric volatility spillovers between crude oil and China's financial markets
Hu Wang, Shouwei Li
Energy (2021) Vol. 233, pp. 121168-121168
Closed Access | Times Cited: 61
Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets
Bin Mo, Juan Meng, Zheng Li-ping
Resources Policy (2022) Vol. 77, pp. 102731-102731
Closed Access | Times Cited: 45
Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China
Hao Chen, Chao Xu, Yün Peng
Resources Policy (2022) Vol. 78, pp. 102874-102874
Open Access | Times Cited: 40
The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets
Yuqin Zhou, Shan Wu, Zhenhua Liu, et al.
Nature Communications (2023) Vol. 14, Iss. 1
Open Access | Times Cited: 34
The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches
Yonghong Jiang, Zhiming Ao, Bin Mo
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101905-101905
Closed Access | Times Cited: 22
Quantile interdependence and network connectedness between China's green financial and energy markets
Yang Gao, Yueyi Zhou, Longfeng Zhao
Economic Analysis and Policy (2024) Vol. 81, pp. 1148-1177
Closed Access | Times Cited: 9
Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression
Huiming Zhu, Rui Huang, Ningli Wang, et al.
Applied Economics (2019) Vol. 52, Iss. 21, pp. 2292-2308
Closed Access | Times Cited: 69
Copula-based local dependence among energy, agriculture and metal commodities markets
Claudiu Tiberiu Albulescu, Aviral Kumar Tiwari, Qiang Ji
Energy (2020) Vol. 202, pp. 117762-117762
Open Access | Times Cited: 67
Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach
Muhammad Abubakr Naeem, Zaghum Umar, Sheraz Ahmed, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 557, pp. 124885-124885
Closed Access | Times Cited: 57
Potential Dependence of Financial Cycles between Emerging and Developed Countries: Based on ARIMA-GARCH Copula Model
Tinghui Li, Junhao Zhong, Zimei Huang
Emerging Markets Finance and Trade (2019) Vol. 56, Iss. 6, pp. 1237-1250
Closed Access | Times Cited: 55
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis
Huiming Zhu, Weiyan Chen, Liya Hau, et al.
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101447-101447
Closed Access | Times Cited: 54
Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets
Jinxin Cui, Mark Goh, Huiwen Zou
Energy (2021) Vol. 225, pp. 120190-120190
Closed Access | Times Cited: 51
Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods
Dong‐xiao Yang, Bi-Bo Wu, Jing-Yang Tong
Resources Policy (2021) Vol. 74, pp. 102246-102246
Closed Access | Times Cited: 44
Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models
Qi Zhang, Peng Di, Arash Farnoosh
Energy (2021) Vol. 223, pp. 120050-120050
Open Access | Times Cited: 43
The effects of commodity financialization on commodity market volatility
Shusheng Ding, Tianxiang Cui, Dandan Zheng, et al.
Resources Policy (2021) Vol. 73, pp. 102220-102220
Closed Access | Times Cited: 43
Page 1 - Next Page

Scroll to top