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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 spillovers across oil, gold and stock markets in the presence of major public health emergencies
Jianhui Liao, Xuehong Zhu, Jinyu Chen
International Review of Financial Analysis (2021) Vol. 77, pp. 101822-101822
Closed Access | Times Cited: 83

Showing 1-25 of 83 citing articles:

Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Zhifeng Dai, Haoyang Zhu, Xinhua Zhang
Energy Economics (2022) Vol. 109, pp. 105959-105959
Closed Access | Times Cited: 133
Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change
Qian Ding, Jianbai Huang, Hongwei Zhang
International Review of Financial Analysis (2022) Vol. 83, pp. 102222-102222
Closed Access | Times Cited: 128
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Zhifeng Dai, Haoyang Zhu
Energy Economics (2022) Vol. 108, pp. 105883-105883
Closed Access | Times Cited: 96
Quantile connectedness between energy, metal, and carbon markets
Jinyu Chen, Zhipeng Liang, Qian Ding, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102282-102282
Closed Access | Times Cited: 68
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis
Zhifeng Dai, Xiaotong Zhang, Zhujia Yin
Energy Economics (2023) Vol. 118, pp. 106511-106511
Closed Access | Times Cited: 47
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Zhifeng Dai, Haoyang Zhu
International Review of Economics & Finance (2022) Vol. 83, pp. 421-450
Closed Access | Times Cited: 62
COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Economic Analysis and Policy (2022) Vol. 74, pp. 702-715
Open Access | Times Cited: 59
Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Zhifeng Dai, Junxin Zhu, Xinhua Zhang
Energy Economics (2022) Vol. 114, pp. 106226-106226
Closed Access | Times Cited: 53
Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19
Ying Yuan, Haiying Wang, Xiu Jin
International Review of Financial Analysis (2022) Vol. 83, pp. 102315-102315
Open Access | Times Cited: 45
Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict
Jinxin Cui, Aktham Maghyereh
Finance research letters (2023) Vol. 59, pp. 104832-104832
Closed Access | Times Cited: 27
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
Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants
Walid Mensi, Salem Adel Ziadat, Abdel Razzaq Al Rababa’a, et al.
The Quarterly Review of Economics and Finance (2024) Vol. 95, pp. 1-17
Closed Access | Times Cited: 10
Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets
Chunlin Lang, Danyang Xu, Shaen Corbet, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103152-103152
Closed Access | Times Cited: 8
Higher-order moment connectedness between stock and commodity markets and portfolio management
Walid Mensi, Hee-Un Ko, Ahmet Şensoy, et al.
Resources Policy (2024) Vol. 89, pp. 104647-104647
Closed Access | Times Cited: 7
Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures
John W. Goodell, Shaen Corbet, Yang Hou, et al.
Journal of Financial Stability (2024) Vol. 71, pp. 101220-101220
Closed Access | Times Cited: 7
Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting
Aviral Kumar Tiwari, Gagan Deep Sharma, Amar Rao, et al.
Energy Economics (2024) Vol. 134, pp. 107608-107608
Closed Access | Times Cited: 7
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Walid Mensi, Shawkat Hammoudeh, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 75, pp. 101457-101457
Closed Access | Times Cited: 43
Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China
Zhifeng Dai, Peng Yong-xin
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101745-101745
Closed Access | Times Cited: 35
Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis
Walid Mensi, Abdel Razzaq Al Rababa’a, Mohammad Alomari, et al.
Resources Policy (2022) Vol. 79, pp. 102976-102976
Closed Access | Times Cited: 28
Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies
Sheng Cheng, MingJie Deng, Ruibin Liang, et al.
Resources Policy (2023) Vol. 82, pp. 103579-103579
Closed Access | Times Cited: 16
The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns
Muhammad Tahir Suleman, Umaid A. Sheikh, Emilios Galariotis, et al.
Annals of Operations Research (2023)
Closed Access | Times Cited: 16
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
Journal of commodity markets (2024) Vol. 33, pp. 100385-100385
Open Access | Times Cited: 6
Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries
Zhipeng He, Shuguang Zhang
Finance research letters (2024) Vol. 62, pp. 105267-105267
Closed Access | Times Cited: 6
Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods
Muhammad Niaz Khan
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 5
Extreme co-movements between decomposed oil price shocks and sustainable investments
Xunfa Lu, Pengchao He, Zhengjun Zhang, et al.
Energy Economics (2024) Vol. 134, pp. 107580-107580
Closed Access | Times Cited: 5
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