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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:

Frequency spillovers between oil shocks and stock markets of top oil-producing and -consuming economies
Salem Adel Ziadat, Walid Mensi, Sang Hoon Kang
Energy (2024) Vol. 291, pp. 130239-130239
Closed Access | Times Cited: 18

Showing 18 citing articles:

Energy shocks and stock market returns under COVID-19: New insights from the United States
Abdulazeez Y.H. Saif-Alyousfi
Energy (2025), pp. 134546-134546
Closed Access | Times Cited: 1
Extreme connectedness and network across financial assets and commodity futures markets
Oğuzhan Özçelebi, Sang Hoon Kang
The North American Journal of Economics and Finance (2024) Vol. 71, pp. 102099-102099
Closed Access | Times Cited: 10
Exploring hedging potentials of green bonds against oil price shocks: Evidence from quantile-on-quantile connectedness measures
Xudong Lin, Yiqun Meng, Hao Zhu
Finance research letters (2024) Vol. 65, pp. 105640-105640
Closed Access | Times Cited: 6
Time-frequency co-movements between climate uncertainty and carbon market returns: Evidence based on wavelet coherence analysis
Jin Cao, Chi Xie, Gang‐Jin Wang, et al.
Finance research letters (2025) Vol. 74, pp. 106778-106778
Closed Access
Extreme time–frequency connectedness between oil shocks and sectoral markets in the United States
Oğuzhan Özçelebi, José Pérez-Montiel, Sang Hoon Kang
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Novel approaches to model decomposed oil shocks, geopolitical risk, clean and fossil fuel stocks
Mehmet Metin Dam, Halil Altıntaş, Aviral Kumar Tiwari
Borsa Istanbul Review (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
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: 3
Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets
Walid Mensi, Remzi Gök, Eray Gemi̇ci̇, et al.
International Economics (2024) Vol. 181, pp. 100570-100570
Closed Access | Times Cited: 1
Analyzing Overnight Momentum Transmission: The Impact of Oil Price Volatility on Global Financial Markets
Huthaifa Alqaralleh
International Journal of Financial Studies (2024) Vol. 12, Iss. 3, pp. 75-75
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
Fuel prices connectedness across Brazilian capitals: The case of ethanol and gasoline
Benjamin Miranda Tabak, Igor Bettanin Dalla Riva e Silva, Derick Quintino, et al.
Renewable and Sustainable Energy Reviews (2024) Vol. 210, pp. 115148-115148
Closed Access | Times Cited: 1
Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters
Yufeng Chen, Zulkifr Abdallah Msofe, Chuwen Wang, et al.
Computational Economics (2024)
Closed Access
Evaluating the Impact of Oil Market Shocks on Sovereign Credit Default Swaps in Major Oil-Exporting Economies
Nadia Belkhir, Mohammed Alhashim, Nader Naifar
Engineering Technology & Applied Science Research (2024) Vol. 14, Iss. 6, pp. 17958-17968
Open 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
Extreme downside risk connectedness between green energy and stock markets
Mohammad Alomari, Rim El Khoury, Walid Mensi, et al.
Energy (2024), pp. 133477-133477
Closed Access
Geopolitical Risks and Stock Market Volatility in the SAARC Region
Oana Panazan, Cătălin Gheorghe, Emilia Calefariu
Economics (2024) Vol. 18, Iss. 1
Open Access
Transition and Propagations of Oil Shock in the Oil Exporting Countries: Lessons from Iran
Saeid Darab Molkabadi
Planning and Budgeting (2023) Vol. 28, Iss. 4, pp. 111-139
Closed Access
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