Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

The realized volatility of commodity futures: Interconnectedness and determinants
Elie Bouri, Brian M. Lucey, Tareq Saeed, et al.
International Review of Economics & Finance (2021) Vol. 73, pp. 139-151
Closed Access | Times Cited: 120

Showing 1-25 of 120 citing articles:

Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine
Yihan Wang, Elie Bouri, Zeeshan Fareed, et al.
Finance research letters (2022) Vol. 49, pp. 103066-103066
Closed Access | Times Cited: 246
Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective
Umer Shahzad, Kamel Si Mohammed, Sunil Tiwari, et al.
Resources Policy (2022) Vol. 80, pp. 103190-103190
Closed Access | Times Cited: 168
Asymmetric volatility spillover among Chinese sectors during COVID-19
Syed Jawad Hussain Shahzad, Muhammad Abubakr Naeem, Zhe Peng, et al.
International Review of Financial Analysis (2021) Vol. 75, pp. 101754-101754
Open Access | Times Cited: 166
Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19
Najaf Iqbal, Elie Bouri, Oksana Grebinevych, et al.
Annals of Operations Research (2022) Vol. 330, Iss. 1-2, pp. 305-334
Closed Access | Times Cited: 87
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Mehrad Asadi, David Roubaud, Aviral Kumar Tiwari
Energy Economics (2022) Vol. 109, pp. 105961-105961
Closed Access | Times Cited: 78
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 72
Revisiting the Currency-Commodity Nexus: New Insights into the R2 Decomposed Connectedness and the Role of Global Shocks
Jionghao Huang, Hao Li, Baifan Chen, et al.
International Review of Economics & Finance (2025), pp. 103852-103852
Open Access | Times Cited: 1
Gold against Asian Stock Markets during the COVID-19 Outbreak
Imran Yousaf, Elie Bouri, Shoaib Ali, et al.
Journal of risk and financial management (2021) Vol. 14, Iss. 4, pp. 186-186
Open Access | Times Cited: 62
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: 62
Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic
Sun‐Yong Choi
Economic Analysis and Policy (2021) Vol. 73, pp. 179-193
Open Access | Times Cited: 56
Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets
Hongwei Zhang, Yubo Zhang, Wang Gao, et al.
International Review of Financial Analysis (2022) Vol. 86, pp. 102474-102474
Closed Access | Times Cited: 47
Connectedness in implied higher-order moments of precious metals and energy markets
Elie Bouri, Xiaojie Lei, Yahua Xu, et al.
Energy (2022) Vol. 263, pp. 125588-125588
Closed Access | Times Cited: 39
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
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 lagged R2 decomposed connectedness approach: New evidence from the energy futures market
Faruk Balli, Hatice Ozer Balli, Tam Hoang‐Nhat Dang, et al.
Finance research letters (2023) Vol. 57, pp. 104168-104168
Open Access | Times Cited: 27
Extreme connectedness of agri-commodities with stock markets and its determinants
Mabruk Billah, Faruk Balli, Indrit Hoxha
Global Finance Journal (2023) Vol. 56, pp. 100824-100824
Closed Access | Times Cited: 22
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: 21
ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness
Purba Bhattacherjee, Sibanjan Mishra, Elie Bouri, et al.
International Review of Economics & Finance (2024) Vol. 94, pp. 103375-103375
Closed Access | Times Cited: 9
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
Regime-switching energy price volatility: The role of economic policy uncertainty
Alexandre Scarcioffolo, Xiaoli L. Etienne
International Review of Economics & Finance (2021) Vol. 76, pp. 336-356
Closed Access | Times Cited: 43
Assessing interdependence and contagion effects on the bond yield and stock returns nexus in Sub-Saharan Africa: Evidence from wavelet analysis
Ahmed Bossman, Anokye M. Adam, Peterson Owusu, et al.
Scientific African (2022) Vol. 16, pp. e01232-e01232
Open Access | Times Cited: 34
Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications
Son Duy Pham, Thao T.T. Nguyen, Hung Xuan
Energy Economics (2023) Vol. 120, pp. 106632-106632
Closed Access | Times Cited: 19
Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis
Elie Bouri, Ramzi Nekhili, Neda Todorova
Finance research letters (2023) Vol. 55, pp. 103996-103996
Closed Access | Times Cited: 19
Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods
Bin Mo, He Nie, Rongjie Zhao
Energy (2023) Vol. 288, pp. 129759-129759
Closed Access | Times Cited: 17
The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach
Pınar Evrim Mandacı, Asil Azimli, Nazif Mandacı
Resources Policy (2023) Vol. 85, pp. 103957-103957
Closed Access | Times Cited: 15
Page 1 - Next Page

Scroll to top