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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:

Extreme risk spillover between crude oil price and financial factors
Wanli Zhao, Ying Fan, Qiang Ji
Finance research letters (2021) Vol. 46, pp. 102317-102317
Closed Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

Systemic risk among Chinese petrochemical firms based on dynamic tail risk spillover networks
Tingqiang Chen, Xin Zheng, Lei Wang
The North American Journal of Economics and Finance (2025), pp. 102404-102404
Closed Access | Times Cited: 4
High-carbon screening out: A DCC-MIDAS-climate policy risk method
Hao Ding, Qiang Ji, Rufei Ma, et al.
Finance research letters (2022) Vol. 47, pp. 102818-102818
Closed Access | Times Cited: 44
Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors
Spyros Papathanasiou, Ioannis Dokas, Drosos Koutsokostas
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101764-101764
Closed Access | Times Cited: 38
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Muhammad Abubakr Naeem, Sitara Karim, Larisa Yarovaya, et al.
Energy Economics (2023) Vol. 122, pp. 106677-106677
Open Access | Times Cited: 30
Crude oil price prediction using deep reinforcement learning
Xuedong Liang, Peng Luo, Xiaoyan Li, et al.
Resources Policy (2023) Vol. 81, pp. 103363-103363
Closed Access | Times Cited: 22
Network analysis of comovements among newly-built residential house price indices of seventy Chinese cities
Xiaojie Xu, Yun Zhang
International Journal of Housing Markets and Analysis (2022) Vol. 17, Iss. 3, pp. 726-749
Closed Access | Times Cited: 37
Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis
Jihong Xiao, Fenghua Wen, Zhifang He
Energy (2022) Vol. 267, pp. 126564-126564
Closed Access | Times Cited: 33
Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model
Maoxi Tian, Muneer M. Alshater, Seong‐Min Yoon
Energy Economics (2022) Vol. 115, pp. 106341-106341
Closed Access | Times Cited: 32
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: 7
Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19
Spyros Papathanasiou, Dimitris Kenourgios, Drosos Koutsokostas, et al.
Journal of Asset Management (2022) Vol. 24, Iss. 3, pp. 198-211
Open Access | Times Cited: 23
The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19
Spyros Papathanasiou, Dimitrios Vasiliou, Anastasios Magoutas, et al.
Australian Journal of Management (2023)
Closed Access | Times Cited: 15
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
Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network
Shaobo Long, Zixuan Li
International Review of Financial Analysis (2023) Vol. 90, pp. 102945-102945
Closed Access | Times Cited: 13
Risk Contagion between Commodity and China's Stock Markets under the Impact of Major Events
Shichao Hu, Jiaying Luo, Ganlin Pu, et al.
Finance research letters (2025), pp. 107212-107212
Closed Access
Forms of Artificial Neural Networks for International Crude Oil Price Forecasting Research Based on ADF and GCT Post-Tests
Junjie Zhao, Guangjie Liu
Highlights in Science Engineering and Technology (2025) Vol. 136, pp. 130-138
Closed Access
Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics
Bangzhu Zhu, Chao Tian, Ping Wang
Energy Economics (2024) Vol. 134, pp. 107577-107577
Closed Access | Times Cited: 3
How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method
Pengfei Zhu, Tuantuan Lu, Shenglan Chen
Physica A Statistical Mechanics and its Applications (2022) Vol. 607, pp. 128217-128217
Open Access | Times Cited: 15
Inter-industry risk spillover, role reversal, and economic stability
Zhu Zong-yuan, Qingtian Luo
Finance research letters (2023) Vol. 57, pp. 104246-104246
Closed Access | Times Cited: 7
Asymmetric TVP-VAR connectedness between highly traded commodities and hedging strategies: Evidence from major contagions
Kamesh Anand K, Aswini Kumar Mishra
Borsa Istanbul Review (2024) Vol. 24, Iss. 6, pp. 1248-1262
Open Access | Times Cited: 2
Forecasting value-at-risk of crude oil futures using a hybrid ARIMA-SVR-POT model
Chen Zhang, Xinmiao Zhou
Heliyon (2023) Vol. 10, Iss. 1, pp. e23358-e23358
Open Access | Times Cited: 5
Does Geopolitical Risk Matter for Cross‐Industry Risk Contagion: The Roles of Real Linkage and Information Channels*
Yuanyue Deng, Ying Wu
Asia-Pacific Journal of Financial Studies (2024) Vol. 53, Iss. 5, pp. 555-595
Closed Access | Times Cited: 1
Managerial interlocking networks and firm risk spillover: evidence from China
Lin Chen, Ruiyang Niu, Yajie Yang, et al.
International Journal of Managerial Finance (2024)
Closed Access | Times Cited: 1
A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning
Xiao-xu Du, Zhenpeng Tang, Kaijie Chen
Energy (2023) Vol. 285, pp. 129394-129394
Closed Access | Times Cited: 3
Impacts of CME Changing Mechanism for Allowing Negative Oil Prices on Prices and Trading Activities in the Crude Oil Futures Market
Fengbin Lu, Hui Bu
Journal of Systems Science and Complexity (2023) Vol. 36, Iss. 5, pp. 2001-2025
Closed Access | Times Cited: 2
Extreme risk measurement for the oil and China’s sectors system—network-based approach and machine learning methods
Tingwei Fang, Dong Wang, Zhijia Lin, et al.
Frontiers in Physics (2023) Vol. 11
Open Access | Times Cited: 2
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