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:

Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China
Yongjie Zhang, Meng Wang, Xiong Xiong, et al.
Finance research letters (2020) Vol. 40, pp. 101786-101786
Closed Access | Times Cited: 68

Showing 1-25 of 68 citing articles:

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Walid Mensi, Abdel Razzaq Al Rababa’a, Xuan Vinh Vo, et al.
Energy Economics (2021) Vol. 98, pp. 105262-105262
Closed Access | Times Cited: 185

Spillovers in higher moments and jumps across US stock and strategic commodity markets
Elie Bouri, Xiaojie Lei, Naji Jalkh, et al.
Resources Policy (2021) Vol. 72, pp. 102060-102060
Closed Access | Times Cited: 128

The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning
Sami Ben Jabeur, Rabeh Khalfaoui, Wissal Ben Arfi
Journal of Environmental Management (2021) Vol. 298, pp. 113511-113511
Open Access | Times Cited: 109

Predicting the changes in the WTI crude oil price dynamics using machine learning models
Hasraddin Guliyev, Eldayag Mustafayev
Resources Policy (2022) Vol. 77, pp. 102664-102664
Closed Access | Times Cited: 68

COVID-19 and the transformation of emerging economies: Financialization, green bonds, and stock market volatility
Yiming Wang, Xun Liu, Muhammad Umair, et al.
Resources Policy (2024) Vol. 92, pp. 104963-104963
Closed Access | Times Cited: 65

Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
Walid Mensi, Mariya Gubareva, Hee-Un Ko, et al.
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 54

Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis
Zhifeng Dai, Xiaotong Zhang, Zhujia Yin
Energy Economics (2023) Vol. 118, pp. 106511-106511
Closed Access | Times Cited: 51

Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach
Shoaib Ali, Muhammad Ijaz, Imran Yousaf, et al.
Energy Economics (2023) Vol. 127, pp. 107103-107103
Closed Access | Times Cited: 43

Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications
Walid Mensi, Aylin Aslan, Xuan Vinh Vo, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 219-232
Closed Access | Times Cited: 66

Realized higher-order moments spillovers between commodity and stock markets: Evidence from China
Hongwei Zhang, Chen Jin, Elie Bouri, et al.
Journal of commodity markets (2022) Vol. 30, pp. 100275-100275
Closed Access | Times Cited: 64

Gold, bonds, and epidemics: A safe haven study
Tonmoy Choudhury, Harald Kinateder, Biwesh Neupane
Finance research letters (2022) Vol. 48, pp. 102978-102978
Open Access | Times Cited: 61

Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic
Walid Mensi, Juan C. Reboredo, Andrea Ugolini
Resources Policy (2021) Vol. 73, pp. 102217-102217
Open Access | Times Cited: 60

COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Economic Analysis and Policy (2022) Vol. 74, pp. 702-715
Open Access | Times Cited: 59

Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis
Imran Yousaf, Beljid Makram, Anis Chaibi, et al.
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101764-101764
Closed Access | Times Cited: 38

Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures
Juncal Cuñado, Ioannis Chatziantoniou, David Gabauer, et al.
Journal of commodity markets (2023) Vol. 30, pp. 100327-100327
Open Access | Times Cited: 35

Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach
Xu Zhang, Xian Yang, Jianping Li, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 6, pp. 705-733
Closed Access | Times Cited: 23

Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis
Ijaz Younis, Himani Gupta, Min Du, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102405-102405
Open Access | Times Cited: 11

Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
Zaghum Umar, Imran Yousaf, Mariya Gubareva, et al.
Pacific-Basin Finance Journal (2022) Vol. 72, pp. 101712-101712
Closed Access | Times Cited: 31

Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis
Walid Mensi, Abdel Razzaq Al Rababa’a, Mohammad Alomari, et al.
Resources Policy (2022) Vol. 79, pp. 102976-102976
Closed Access | Times Cited: 29

Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis
Xingzhi Qiao, Huiming Zhu, Zhongqingyang Zhang, et al.
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101843-101843
Closed Access | Times Cited: 28

Investor sentiments, economic policy uncertainty, US interest rates, and financial assets: Examining their interdependence over time
Kamel Si Mohammed, Hassan Obeid, Karim Oueslati, et al.
Finance research letters (2023) Vol. 57, pp. 104180-104180
Closed Access | Times Cited: 20

Impact of oil price volatility and economic policy uncertainty on business investment - Insights from the energy sector
Yu Chen, Shiyang Dong, Siqi Qian, et al.
Heliyon (2024) Vol. 10, Iss. 5, pp. e26533-e26533
Open Access | Times Cited: 7

Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Resources Policy (2021) Vol. 73, pp. 102221-102221
Closed Access | Times Cited: 33

Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange
Dongyang Zhang, Dingchuan Bai, Xingyu Chen
Energy Economics (2023) Vol. 129, pp. 107240-107240
Closed Access | Times Cited: 15

Can gold hedge against uncertainty in the cryptocurrency and energy markets?
Meng Qin, Xuefeng Shao, Chengyue Hu, et al.
Technological Forecasting and Social Change (2025) Vol. 214, pp. 124050-124050
Closed Access

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