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:
Risk spillover effects of the Israel–Hamas War on global financial and commodity markets: A time–frequency and network analysis
Zi-Luo Lin, Wen-Pei Ouyang, Qing-Rui Yu
Finance research letters (2024) Vol. 66, pp. 105618-105618
Closed Access | Times Cited: 8
Zi-Luo Lin, Wen-Pei Ouyang, Qing-Rui Yu
Finance research letters (2024) Vol. 66, pp. 105618-105618
Closed Access | Times Cited: 8
Showing 8 citing articles:
Global Equity, Commodities and Bond Market Response to Israel-Hamas War
António Miguel Martins
Finance research letters (2024) Vol. 67, pp. 105900-105900
Closed Access | Times Cited: 5
António Miguel Martins
Finance research letters (2024) Vol. 67, pp. 105900-105900
Closed Access | Times Cited: 5
Risk contagion between global commodity and financial markets based on two-layer networks and SIS model
Yulian An, Yi Wang
Advances in Continuous and Discrete Models (2025) Vol. 2025, Iss. 1
Open Access
Yulian An, Yi Wang
Advances in Continuous and Discrete Models (2025) Vol. 2025, Iss. 1
Open Access
Risk Spillovers and Optimal Hedging in Commodity ETFs: A TVP-VAR Approach
Hadad Elroi, D.K. Malhotra, Evangelos Vasileiou
Finance research letters (2024), pp. 106372-106372
Closed Access | Times Cited: 4
Hadad Elroi, D.K. Malhotra, Evangelos Vasileiou
Finance research letters (2024), pp. 106372-106372
Closed Access | Times Cited: 4
Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases
Mattia Chiappari, Francesco Scotti, Andrea Flori
International Review of Financial Analysis (2024), pp. 103665-103665
Open Access
Mattia Chiappari, Francesco Scotti, Andrea Flori
International Review of Financial Analysis (2024), pp. 103665-103665
Open Access
Cross-Border Spillover of Imported Sovereign Risk to China: key factors identification based on XGBoost-SHAP explainable machine learning algorithm
Guifen Shi, Zimo Chen, Weichen Luo, et al.
Finance research letters (2024), pp. 106307-106307
Closed Access
Guifen Shi, Zimo Chen, Weichen Luo, et al.
Finance research letters (2024), pp. 106307-106307
Closed Access
Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts
SeungOh Han
Finance research letters (2024), pp. 106425-106425
Closed Access
SeungOh Han
Finance research letters (2024), pp. 106425-106425
Closed Access
How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas Conflict Using Event Study Approach
Sumita J Shroff, Nidhi Agrawal, Udai Lal Paliwal, et al.
Research in International Business and Finance (2024), pp. 102712-102712
Closed Access
Sumita J Shroff, Nidhi Agrawal, Udai Lal Paliwal, et al.
Research in International Business and Finance (2024), pp. 102712-102712
Closed Access
Do Global Uncertainties Hurdle Insurance Activity? – Empirical Evidence from Two Top Economies
Danish Ahmed, Hu Xuhua, Michael A. Goldstein, et al.
Finance research letters (2024) Vol. 67, pp. 105735-105735
Closed Access
Danish Ahmed, Hu Xuhua, Michael A. Goldstein, et al.
Finance research letters (2024) Vol. 67, pp. 105735-105735
Closed Access
