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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:

Dynamic complexity and causality of crude oil and major stock markets
Di Xiao, Jun Wang
Energy (2019) Vol. 193, pp. 116791-116791
Closed Access | Times Cited: 52

Showing 1-25 of 52 citing articles:

Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets
Miklesh Prasad Yadav, Taimur Sharif, Shruti Ashok, et al.
Research in International Business and Finance (2023) Vol. 65, pp. 101948-101948
Open Access | Times Cited: 48
Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis
Lê Thanh Hà, Ahmed Bouteska, Taimur Sharif, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102278-102278
Open Access | Times Cited: 18
Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries
Danyan Wen, Li Liu, Chaoqun Ma, et al.
Energy (2020) Vol. 212, pp. 118740-118740
Closed Access | Times Cited: 63
Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method
Lu Wang, Ruan Hang, Yanran Hong, et al.
Research in International Business and Finance (2023) Vol. 64, pp. 101899-101899
Closed Access | Times Cited: 22
Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Resources Policy (2021) Vol. 74, pp. 102375-102375
Closed Access | Times Cited: 40
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis
Huiming Zhu, Dongwei Yu, Liya Hau, et al.
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101708-101708
Closed Access | Times Cited: 25
Consequences of the Russia-Ukraine war: evidence from DAX, ATX, and FTSEMIB
Florin Aliu, Isa Mulaj, Simona Hašková
Studies in Economics and Finance (2023) Vol. 40, Iss. 3, pp. 549-568
Closed Access | Times Cited: 16
New evidence of interdependence in forex markets: A connection of connection analysis
Tao Wu, Xiaotong Sun, Xin Xu, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103343-103343
Closed Access | Times Cited: 5
Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations
Muhammad Kamran Khan, Jian-­Zhou Teng, Muhammad Imran Khan, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 3, pp. 2436-2448
Closed Access | Times Cited: 31
The asymmetric effect of crude oil prices on stock prices in major international financial markets
Wei Jiang, Yan Liu
The North American Journal of Economics and Finance (2021) Vol. 56, pp. 101357-101357
Closed Access | Times Cited: 27
Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis
Mohammed A. Alkathery, Kausik Chaudhuri, Muhammad Ali Nasir
Energy Economics (2023) Vol. 121, pp. 106659-106659
Open Access | Times Cited: 11
Energy infrastructure: Investment, sustainability and AI
Elena G. Popkova, Bruno S. Sergi
Resources Policy (2024) Vol. 91, pp. 104807-104807
Closed Access | Times Cited: 4
Energy profile and oil shocks: a dynamic analysis of their impact on stock markets
Salem Adel Ziadat, Aktham Maghyereh
Eurasian economic review (2024) Vol. 14, Iss. 3, pp. 757-780
Closed Access | Times Cited: 4
Novel symbolic detection for flight-to-safety in Bitcoin and investigation of information flow dynamics alongside multiple markets
Yuhan Wang, Di Xiao
Physica A Statistical Mechanics and its Applications (2025) Vol. 660, pp. 130358-130358
Closed Access
Causality Between Brent and West Texas Intermediate: The Effects of COVID-19 Pandemic and Russia–Ukraine War
Salim Lahmiri
Commodities (2025) Vol. 4, Iss. 1, pp. 2-2
Open Access
The link between energy prices and stock markets in European Union countries
Robert-Adrian Grecu, Alexandru-Adrian Cramer, Daniel Traian Pele, et al.
The North American Journal of Economics and Finance (2025), pp. 102420-102420
Open Access
Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches
Walid Mensi, Mobeen Ur Rehman, Khamis Hamed Al‐Yahyaee, et al.
Resources Policy (2022) Vol. 80, pp. 103161-103161
Closed Access | Times Cited: 18
Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic
Walid Mensi, Waqas Hanif, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101925-101925
Closed Access | Times Cited: 9
Multi-scale pattern causality of the price fluctuation in energy stock market
Qingru Sun, Wenqi Zhao, Zishuo Bai, et al.
Nonlinear Dynamics (2024) Vol. 112, Iss. 9, pp. 7291-7307
Closed Access | Times Cited: 3
The nexus between fossil energy markets and the effect of the COVID-19 pandemic on clustering structures
Salim Lahmiri
Energy Nexus (2024), pp. 100344-100344
Open Access | Times Cited: 3
Assessing stock market contagion and complex dynamic risk spillovers during COVID-19 pandemic
Yunfan Lu, Di Xiao, Zhiyong Zheng
Nonlinear Dynamics (2023) Vol. 111, Iss. 9, pp. 8853-8880
Open Access | Times Cited: 8
The oil price risk and global stock returns
Asil Azimli
Energy (2020) Vol. 198, pp. 117320-117320
Closed Access | Times Cited: 22
Dynamic spillover effects between oil prices and stock markets: New evidence from pre and during COVID-19 outbreak
Ngô Thái Hưng
AIMS energy (2020) Vol. 8, Iss. 5, pp. 819-834
Open Access | Times Cited: 22
Symmetric and Asymmetric Causal Relationship between Oil Prices and G7 Stock Markets: A Bootstrap Rolling-Window Granger Causality Test
Khaled Mokni, Mohamed Sahbi Nakhli, Othman Mnari, et al.
Journal of Economic Integration (2021) Vol. 36, Iss. 4, pp. 718-744
Open Access | Times Cited: 20
Degree of connectedness and the transfer of news across the oil market and the European stocks
Agata Kliber, Blanka Łęt
Energy (2021) Vol. 239, pp. 122171-122171
Closed Access | Times Cited: 18
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