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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:

Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent
Yu Wei, Yaojie Zhang, Yudong Wang
International Review of Financial Analysis (2022) Vol. 81, pp. 102100-102100
Closed Access | Times Cited: 64

Showing 1-25 of 64 citing articles:

Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis
Jieru Wan, Libo Yin, You Wu
International Review of Economics & Finance (2023) Vol. 89, pp. 397-428
Closed Access | Times Cited: 118
Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
Lan Bai, Yu Wei, Jiahao Zhang, et al.
Energy Economics (2023) Vol. 123, pp. 106727-106727
Open Access | Times Cited: 61
Time-frequency volatility connectedness between fossil energy and agricultural commodities: Comparing the COVID-19 pandemic with the Russia-Ukraine conflict
You Wu, Wenting Ren, Jieru Wan, et al.
Finance research letters (2023) Vol. 55, pp. 103866-103866
Open Access | Times Cited: 53
Return spillover analysis across central bank digital currency attention and cryptocurrency markets
Yizhi Wang, Yu Wei, Brian M. Lucey, et al.
Research in International Business and Finance (2023) Vol. 64, pp. 101896-101896
Open Access | Times Cited: 44
Spillover effects between fossil energy and green markets: Evidence from informational inefficiency
Xiaohang Ren, Xiao Ya, Kun Duan, et al.
Energy Economics (2024) Vol. 131, pp. 107317-107317
Closed Access | Times Cited: 40
Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model
Yu Wei, Jiahao Zhang, Lan Bai, et al.
Renewable Energy (2022) Vol. 202, pp. 289-309
Closed Access | Times Cited: 61
Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis
Jiahao Zhang, Xiaodan Chen, Wei Yu, et al.
International Review of Financial Analysis (2023) Vol. 88, pp. 102659-102659
Closed Access | Times Cited: 26
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
Physical climate risk attention and dynamic volatility connectedness among new energy stocks
Xu Gong, Qin Liao
Energy Economics (2024) Vol. 136, pp. 107711-107711
Closed Access | Times Cited: 9
Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
Evžen Kočenda, Michala Moravcová
Research in International Business and Finance (2024) Vol. 69, pp. 102274-102274
Open Access | Times Cited: 8
How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties
Yunhan Zhang, Qiang Ji, Dayong Zhang, et al.
Energy Economics (2024) Vol. 131, pp. 107354-107354
Closed Access | Times Cited: 7
Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Yu Wei, Yizhi Wang, Samuel A. Vigne, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101821-101821
Open Access | Times Cited: 20
Financial stress and returns predictability: Fresh evidence from China
Yongan Xu, Chao Liang, Jianqiong Wang
Pacific-Basin Finance Journal (2023) Vol. 78, pp. 101980-101980
Closed Access | Times Cited: 19
Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments
Wan‐Lin Yan, Adrian Cheung
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102175-102175
Closed Access | Times Cited: 6
Detecting statistically significant changes in connectedness: A bootstrap-based technique
Matthew Greenwood‐Nimmo, Evžen Kočenda, Viet Hoang Nguyen
Economic Modelling (2024) Vol. 140, pp. 106843-106843
Closed Access | Times Cited: 6
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
Can extremely high-temperature weather forecast oil prices?
Donglan Zha, Shuo Zhang, Yang Cao
Frontiers of Engineering Management (2025)
Closed Access
Quantile Connectedness among Climate Policy Uncertainty, News Sentiment, Oil and Renewables in China
Wan‐Lin Yan, Adrian Cheung
Research in International Business and Finance (2025), pp. 102814-102814
Closed Access
Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from Time-varying Granger causality test
Xiaohang Ren, Yue He, Chuanwang Liu, et al.
Energy (2025), pp. 135495-135495
Closed Access
Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations
Aziz Ullah, Kang-Lin Peng, Chih-Chaing Lu, et al.
The North American Journal of Economics and Finance (2025), pp. 102419-102419
Closed Access
Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model
Qian Liang, Qingyuan Lin, Mengzhuo Guo, et al.
International Review of Financial Analysis (2025), pp. 104124-104124
Closed Access
How does China's crude oil futures affect the crude oil prices at home and abroad? Evidence from the cross-market exchange rate spillovers
Chuanwang Sun, Yiqi Peng, Yanhong Zhan
International Review of Economics & Finance (2023) Vol. 88, pp. 204-222
Closed Access | Times Cited: 13
Tail risk spillovers between Shanghai oil and other markets
Muhammad Abubakr Naeem, Raazia Gul, Muhammad Shafiullah, et al.
Energy Economics (2023) Vol. 130, pp. 107182-107182
Closed Access | Times Cited: 12
Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?
Yu Wei, C. Matthew Shi, Chunyan Zhou, et al.
Energy Economics (2024) Vol. 136, pp. 107709-107709
Closed Access | Times Cited: 4
Do green economy stocks matter for the carbon and energy markets? Evidence of connectedness effects and hedging strategies
Yingyue Sun, Yu Wei, Y. Wang
China Finance Review International (2024) Vol. 14, Iss. 4, pp. 666-693
Closed Access | Times Cited: 4
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