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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:

Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach
Xiaolei Sun, Chang Liu, Jun Wang, et al.
International Review of Financial Analysis (2020) Vol. 68, pp. 101453-101453
Closed Access | Times Cited: 84

Showing 1-25 of 84 citing articles:

Geopolitical risk and dynamic connectedness between commodity markets
Xu Gong, Jun Xu
Energy Economics (2022) Vol. 110, pp. 106028-106028
Closed Access | Times Cited: 211
Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities
Saqib Farid, Muhammad Abubakr Naeem, Andrea Paltrinieri, et al.
Energy Economics (2022) Vol. 109, pp. 105962-105962
Open Access | Times Cited: 130
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: 74
Construction of resilience mechanisms in response to container shipping market volatility during the pandemic period: From the perspective of market supervision
Jia Shi, Yuquan Jiao, Jihong Chen, et al.
Ocean & Coastal Management (2023) Vol. 240, pp. 106642-106642
Closed Access | Times Cited: 50
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
Bana Abuzayed, Nedal Al‐Fayoumi
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101476-101476
Closed Access | Times Cited: 81
Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic
Pengfei Zhu, Yong Tang, Yu Wei, et al.
Energy (2021) Vol. 231, pp. 120949-120949
Open Access | Times Cited: 72
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
Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis
Changqing Luo, Lan Liu, Da Wang
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101512-101512
Closed Access | Times Cited: 60
Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic
Mohammed Elgammal, Walid M.A. Ahmed, Abdullah Alshami
Resources Policy (2021) Vol. 74, pp. 102334-102334
Open Access | Times Cited: 58
Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19
Jingyu Li, Ranran Liu, Yanzhen Yao, et al.
Resources Policy (2022) Vol. 77, pp. 102646-102646
Closed Access | Times Cited: 54
Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond
Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo
International Review of Financial Analysis (2022) Vol. 81, pp. 102125-102125
Open Access | Times Cited: 38
Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective
Shigang Wen, Jianping Li, Chuangxia Huang, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 88, pp. 190-202
Closed Access | Times Cited: 36
Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources
Songsong Li, Weiqian Zhang, Wei Zhang
Resources Policy (2023) Vol. 82, pp. 103554-103554
Closed Access | Times Cited: 34
Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries
Yusen Feng, Gang‐Jin Wang, You Zhu, et al.
Emerging Markets Review (2023) Vol. 55, pp. 101020-101020
Closed Access | Times Cited: 32
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: 23
Optimal selection of heterogeneous ensemble strategies of time series forecasting with multi-objective programming
Jianping Li, Jun Hao, Qianqian Feng, et al.
Expert Systems with Applications (2020) Vol. 166, pp. 114091-114091
Closed Access | Times Cited: 50
Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
Satish Kumar, Aviral Kumar Tiwari, Ibrahim D. Raheem, et al.
Resources Policy (2021) Vol. 72, pp. 102049-102049
Open Access | Times Cited: 43
What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?
Qianqian Feng, Yijing Wang, Xiaolei Sun, et al.
Global Finance Journal (2022) Vol. 56, pp. 100773-100773
Closed Access | Times Cited: 33
Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model
Maoxi Tian, Muneer M. Alshater, Seong‐Min Yoon
Energy Economics (2022) Vol. 115, pp. 106341-106341
Closed Access | Times Cited: 32
Global climate change and commodity markets: A hedging perspective
Shanghui Jia, Xinhui Chen, Liyan Han, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 10, pp. 1393-1422
Closed Access | Times Cited: 20
Time-frequency connectedness and cross-quantile dependence between carbon emission trading and commodity markets: Evidence from China
Haozhi Qi, Tiantian Wu, Hao Chen, et al.
Resources Policy (2023) Vol. 82, pp. 103418-103418
Closed Access | Times Cited: 19
Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model
Xin Hu, Bo Zhu, Bokai Zhang, et al.
PLoS ONE (2024) Vol. 19, Iss. 3, pp. e0299237-e0299237
Open Access | Times Cited: 6
Spillovers between sovereign CDS and exchange rate markets: The role of market fear
Qianqian Feng, Xiaolei Sun, Chang Liu, et al.
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101308-101308
Closed Access | Times Cited: 42
Stock market comovements: Evidence from the COVID-19 pandemic
Chokri Zehri
The Journal of Economic Asymmetries (2021) Vol. 24, pp. e00228-e00228
Open Access | Times Cited: 38
Investor sentiment and the Chinese new energy stock market: A risk–return perspective
Yiran Shen, Chang Liu, Xiaolei Sun, et al.
International Review of Economics & Finance (2022) Vol. 84, pp. 395-408
Closed Access | Times Cited: 23
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