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:

Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
Qiang Ji, Elie Bouri, David Roubaud
International Review of Financial Analysis (2018) Vol. 57, pp. 1-12
Closed Access | Times Cited: 154

Showing 1-25 of 154 citing articles:

Information interdependence among energy, cryptocurrency and major commodity markets
Qiang Ji, Elie Bouri, David Roubaud, et al.
Energy Economics (2019) Vol. 81, pp. 1042-1055
Closed Access | Times Cited: 238

COVID-19 and time-frequency connectedness between green and conventional financial markets
Muhammad Arif, Mudassar Hasan, Suha Mahmoud Alawi, et al.
Global Finance Journal (2021) Vol. 49, pp. 100650-100650
Open Access | Times Cited: 187

Driving factors of CO2 emissions and inequality characteristics in China: A combined decomposition approach
Jiandong Chen, Chong Xu, Lianbiao Cui, et al.
Energy Economics (2018) Vol. 78, pp. 589-597
Closed Access | Times Cited: 142

Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach
Jihong Xiao, Chunyan Hu, Guangda Ouyang, et al.
Energy Economics (2019) Vol. 80, pp. 297-309
Closed Access | Times Cited: 140

Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?
Yanran Ma, Dayong Zhang, Qiang Ji, et al.
Energy Economics (2019) Vol. 81, pp. 536-544
Closed Access | Times Cited: 136

The information spillover between carbon price and power sector returns: Evidence from the major European electricity companies
Qiang Ji, Tongshui Xia, Fan Liu, et al.
Journal of Cleaner Production (2018) Vol. 208, pp. 1178-1187
Closed Access | Times Cited: 122

Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains
Xiaolei Sun, Xiuwen Chen, Jun Wang, et al.
The North American Journal of Economics and Finance (2018) Vol. 51, pp. 100854-100854
Closed Access | Times Cited: 100

Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects
Zhenhua Liu, Hui-Kuan Tseng, Jy S. Wu, et al.
Resources Policy (2020) Vol. 66, pp. 101637-101637
Closed Access | Times Cited: 96

High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Walid Mensi, Ahmet Şensoy, Aylin Aslan, et al.
The North American Journal of Economics and Finance (2019) Vol. 50, pp. 101031-101031
Closed Access | Times Cited: 94

News-based equity market uncertainty and crude oil volatility
Anupam Dutta, Elie Bouri, Tareq Saeed
Energy (2021) Vol. 222, pp. 119930-119930
Open Access | Times Cited: 90

Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective
Xiaolei Sun, Jun Wang, Yanzhen Yao, et al.
International Review of Financial Analysis (2019) Vol. 68, pp. 101271-101271
Closed Access | Times Cited: 88

Dynamic transmission mechanisms in global crude oil prices: Estimation and implications
Dayong Zhang, Qiang Ji, Ali M. Kutan
Energy (2019) Vol. 175, pp. 1181-1193
Closed Access | Times Cited: 85

Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact
Oliver Borgards, Robert Czudaj, Thị Hồng Vân Hoàng
Resources Policy (2021) Vol. 71, pp. 101966-101966
Open Access | Times Cited: 82

Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures
Lu Wei, Guowen Li, Xiaoqian Zhu, et al.
Energy Economics (2019) Vol. 80, pp. 452-460
Closed Access | Times Cited: 81

Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
Muhammad Abubakr Naeem, Imran Yousaf, Sitara Karim, et al.
Economic Modelling (2022) Vol. 118, pp. 106095-106095
Open Access | Times Cited: 65

Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach
Liuguo Shao, Hua Zhang, Jinyu Chen, et al.
International Review of Economics & Finance (2021) Vol. 73, pp. 407-419
Closed Access | Times Cited: 61

Investor attention and oil market volatility: Does economic policy uncertainty matter?
Jihong Xiao, Yudong Wang
Energy Economics (2021) Vol. 97, pp. 105180-105180
Closed Access | Times Cited: 61

Risk spillover from energy market uncertainties to the Chinese carbon market
Yingying Xu
Pacific-Basin Finance Journal (2021) Vol. 67, pp. 101561-101561
Closed Access | Times Cited: 61

Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach
Fenghua Wen, Aojie Shui, Yuxiang Cheng, et al.
International Review of Economics & Finance (2021) Vol. 78, pp. 457-482
Closed Access | Times Cited: 61

Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers
Alexey Mikhaylov, M. Ishaq Bhatti, Hasan Dınçer, et al.
Computational Economics (2022) Vol. 63, Iss. 1, pp. 305-338
Open Access | Times Cited: 60

Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes
Lin Chen, Fenghua Wen, Wanyang Li, et al.
Energy Economics (2022) Vol. 107, pp. 105857-105857
Closed Access | Times Cited: 55

Investigating the impact of geopolitical risks on the commodity futures
Sokratis Mitsas, Petros Golitsis, Khurshid Khudoykulov
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 40

Asymmetric volatility spillovers and dynamic correlations between crude oil price, exchange rate and gold price in BRICS
Yufeng Chen, Jing Xu, May Hu
Resources Policy (2022) Vol. 78, pp. 102857-102857
Closed Access | Times Cited: 40

Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers
Jue Gong, Gang‐Jin Wang, Yang Zhou, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 83, pp. 101733-101733
Closed Access | Times Cited: 40

Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China
Jihong Xiao, Jiajie Jiang, Yaojie Zhang
Pacific-Basin Finance Journal (2024) Vol. 84, pp. 102303-102303
Closed Access | Times Cited: 13

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