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:

Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience
Shruti Ashok, Shaen Corbet, Deepika Dhingra, et al.
Finance research letters (2022) Vol. 47, pp. 102728-102728
Closed Access | Times Cited: 24

Showing 24 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: 47

The Impact of Economic Policy Uncertainty and Digital Integration on ESG Practices in European Companies
Imen Ayadi, Jahmane Abderrahman
Research in International Business and Finance (2025), pp. 102826-102826
Closed Access | Times Cited: 1

Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants
Chunlin Lang, Yang Hu, Shaen Corbet, et al.
Journal of Behavioral and Experimental Finance (2024) Vol. 41, pp. 100889-100889
Open Access | Times Cited: 10

Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach
Νikolaos Kyriazis, Shaen Corbet
Energy Economics (2024) Vol. 131, pp. 107329-107329
Open Access | Times Cited: 10

Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event
Yang Hu, Chunlin Lang, Shaen Corbet, et al.
Energy Economics (2023) Vol. 125, pp. 106829-106829
Open Access | Times Cited: 19

Uncovering dynamic connectedness of Artificial intelligence stocks with agri-commodity market in wake of COVID-19 and Russia-Ukraine Invasion
Miklesh Prasad Yadav, Mohammad Zoynul Abedin, Neena Sinha, et al.
Research in International Business and Finance (2023) Vol. 67, pp. 102146-102146
Open Access | Times Cited: 19

Volatility Spillover Effects between Indian Stock Market and Global Stock Markets: A DCC-GARCH Model
Nikhil Yadav, Anurag Bhadur Singh, Priyanka Tandon
FIIB Business Review (2023), pp. 231971452211411-231971452211411
Closed Access | Times Cited: 18

An investigation on dynamic connectedness of commodity market with financial market during the Russia–Ukraine invasion
Gaytri Malhotra, Miklesh Prasad Yadav, Priyanka Tandon, et al.
Benchmarking An International Journal (2023) Vol. 31, Iss. 2, pp. 439-465
Closed Access | Times Cited: 18

Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements
John W. Goodell, Constantin Gurdgiev, Andrea Paltrinieri, et al.
Energy Economics (2023) Vol. 125, pp. 106838-106838
Closed Access | Times Cited: 17

Quantifying the quantile connectedness among Memecoin, Halal ETF and ESG index
Sabia Tabassum, Umra Rashid, Mustafa Raza Rabbani, et al.
Journal of Islamic marketing (2024)
Closed Access | Times Cited: 4

The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Yang Hu, Chunlin Lang, Shaen Corbet, et al.
Research in International Business and Finance (2023) Vol. 68, pp. 102192-102192
Open Access | Times Cited: 11

Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101832-101832
Closed Access | Times Cited: 14

Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period
Ameet Kumar Banerjee, Ahmet Şensoy, John W. Goodell, et al.
Finance research letters (2023) Vol. 59, pp. 104658-104658
Closed Access | Times Cited: 8

Volatility Spillover from the Chinese Stock Market to the G20 Stock Markets in the Wake of the Pandemic COVID-19
Sarika Lohana, Miklesh Prasad Yadav, A. G. Rekha
Review of Pacific Basin Financial Markets and Policies (2024) Vol. 27, Iss. 02
Closed Access | Times Cited: 2

The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds
Thi Ngoc Lan Le, John W. Goodell, Rabeh Khalfaoui, et al.
Environment Development and Sustainability (2023)
Closed Access | Times Cited: 6

Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators
Lixia Zhang, Jiancheng Bai, Yueyan Zhang, et al.
Research in International Business and Finance (2023) Vol. 65, pp. 101949-101949
Closed Access | Times Cited: 5

Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging
Shegorika Rajwani, Aviral Kumar Tiwari, Miklesh Prasad Yadav, et al.
American Business Review (2023) Vol. 26, Iss. 1, pp. 148-179
Open Access | Times Cited: 4

Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging
Shegorika Rajwani, Aviral Kumar Tiwari, Miklesh Prasad Yadav, et al.
American Business Review (2023) Vol. 26, Iss. 1, pp. 148-179
Open Access | Times Cited: 3

Capturing Symmetrical and Asymmetrical Volatility in the Energy Market: Evidence of COVID-19 Outbreak and Russia Ukraine Saga
Sabia Tabassum, Miklesh Prasad Yadav, Sangeeta Yadav, et al.
FIIB Business Review (2023)
Closed Access | Times Cited: 3

Spillover Effect of Green Bond with Metal and Bullion Market
Kajal Panwar, Miklesh Prasad Yadav, Neha Puri
Asia-Pacific Financial Markets (2023)
Closed Access | Times Cited: 2

Unveiling the dynamic linkages between energy, forex and financial markets amidst natural and man-made outbreaks
Miklesh Prasad Yadav, Silky Vigg Kushwah, Farhad Taghizadeh‐Hesary, et al.
Review of Accounting and Finance (2024)
Open Access

How Energy Sector Reacted to COVID-19 Pandemic? Empirical Evidence from an Emerging Market Economy
Daniel Armeanu, Camelia Cătălina Joldeş, Ștefan Cristian Gherghina
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 2

Can Cryptocurrencies Provide a Viable Hedging Mechanism for Benchmark Index Investors?
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
SSRN Electronic Journal (2022)
Closed Access

Forecasting the Return of Equity Market in GCC Economy: An Application of ARIMA Model
Ms. Gaytri Ms. Gaytri, Ms. Sabia Tabassum
ANUSANDHAN – NDIM s Journal of Business and Management Research (2022) Vol. 4, Iss. 2, pp. 22-33
Open Access

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