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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 and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis
Ikram Jebabli, Noureddine Kouaissah, Mohamed El Hédi Arouri
Finance research letters (2021) Vol. 46, pp. 102363-102363
Closed Access | Times Cited: 149

Showing 1-25 of 149 citing articles:

Co-movement between dirty and clean energy: A time-frequency perspective
Saqib Farid, Sitara Karim, Muhammad Abubakr Naeem, et al.
Energy Economics (2023) Vol. 119, pp. 106565-106565
Closed Access | Times Cited: 99
Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises
Muhammad Abubakr Naeem, Nadia Arfaoui
Energy Economics (2023) Vol. 127, pp. 107082-107082
Closed Access | Times Cited: 57
Economic Resilience in Post-Pandemic India: Analysing Stock Volatility and Global Links Using VAR-DCC-GARCH and Wavelet Approach
Narayana Maharana, Ashok Kumar Panigrahi, Suman Kalyan Chaudhury, et al.
Journal of risk and financial management (2025) Vol. 18, Iss. 1, pp. 18-18
Open Access | Times Cited: 1
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
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic
Ioannis Chatziantoniou, David Gabauer, Fernando Pérez de Gracia
Energy Economics (2022) Vol. 111, pp. 106051-106051
Open Access | Times Cited: 65
IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL
Nadia Arfaoui, Imran Yousaf
Annals of Financial Economics (2022) Vol. 17, Iss. 01
Closed Access | Times Cited: 63
Revisiting the financial market interdependence during COVID-19 times: a study of green bonds, cryptocurrency, commodities and other financial markets
Amar Rao, Mansi Gupta, Gagan Deep Sharma, et al.
International Journal of Managerial Finance (2022) Vol. 18, Iss. 4, pp. 725-755
Closed Access | Times Cited: 46
Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach
Yufeng Chen, Chuwen Wang, Zhitao Zhu
Energy Economics (2022) Vol. 114, pp. 106288-106288
Closed Access | Times Cited: 39
How do energy price shocks affect global economic stability? Reflection on geopolitical conflicts
Jun Zhao, Bo Wang, Kangyin Dong, et al.
Energy Economics (2023) Vol. 126, pp. 107014-107014
Closed Access | Times Cited: 34
Can Green Economy stocks hedge natural gas market risk? Evidence during Russia-Ukraine conflict and other crisis periods
Yongfei Chen, Yu Wei, Lan Bai, et al.
Finance research letters (2023) Vol. 53, pp. 103632-103632
Closed Access | Times Cited: 33
Novel evidence from APEC countries on stock market integration and volatility spillover: A Diebold and Yilmaz approach
Shubham Kakran, Arpit Sidhu, Parminder Kaur, et al.
Cogent Economics & Finance (2023) Vol. 11, Iss. 2
Open Access | Times Cited: 30
Financial markets, energy shocks, and extreme volatility spillovers
Sabri Boubaker, Sitara Karim, Muhammad Abubakr Naeem, et al.
Energy Economics (2023) Vol. 126, pp. 107031-107031
Closed Access | Times Cited: 25
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach
Muhammad Abubakr Naeem, Ioannis Chatziantoniou, David Gabauer, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102986-102986
Closed Access | Times Cited: 23
Energy imports in turbulent eras: Evidence from China
Chi‐Wei Su, Shengyao Yang, Adelina Dumitrescu Peculea, et al.
Energy (2024) Vol. 306, pp. 132586-132586
Closed Access | Times Cited: 13
How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence
Lu‐Tao Zhao, H. Liu, Xue-Hui Chen
Journal of commodity markets (2024) Vol. 33, pp. 100386-100386
Closed Access | Times Cited: 10
Commonality in systemic risk from green and conventional energy
Md Akhtaruzzaman, Molla Ramizur Rahman
Energy Economics (2024), pp. 107404-107404
Open Access | Times Cited: 10
Mitigating energy instability: The influence of trilemma choices, financial development, and technology advancements
Chien‐Chiang Lee, Farzan Yahya
Energy Economics (2024) Vol. 133, pp. 107517-107517
Closed Access | Times Cited: 10
The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis
Niall O’Donnell, Darren Shannon, Barry Sheehan
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 9
Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
Evžen Kočenda, Michala Moravcová
Research in International Business and Finance (2024) Vol. 69, pp. 102274-102274
Open Access | Times Cited: 8
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach
Juncal Cuñado, David Gabauer, Rangan Gupta
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 7
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war
Priti Biswas, Prachi Jain, Debasish Maitra
Journal of commodity markets (2024) Vol. 34, pp. 100387-100387
Closed Access | Times Cited: 7
Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic
Giang Thi Huong Vuong, Huu Manh Nguyen, Anh Ngoc Quang Huynh
The Journal of Economic Asymmetries (2022) Vol. 26, pp. e00276-e00276
Open Access | Times Cited: 36
Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model
Ruoyu Chen, Najaf Iqbal, Muhammad Irfan, et al.
Resources Policy (2022) Vol. 77, pp. 102718-102718
Closed Access | Times Cited: 35
Mind the gap between PV generation and residential load curves: Maximizing the roof-top PV usage for prosumers with an IoT-based adaptive optimization and control module
Simona‐Vasilica Oprea, Adela Bârã
Expert Systems with Applications (2022) Vol. 212, pp. 118828-118828
Closed Access | Times Cited: 27
Global energy markets connectedness: evidence from time–frequency domain
Mobeen Ur Rehman, Muhammad Abubakr Naeem, Nasir Ahmad, et al.
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 12, pp. 34319-34337
Open Access | Times Cited: 27
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