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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:

Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors
Huiqun Feng, Jun Zhang, Na Guo
International Review of Financial Analysis (2023) Vol. 89, pp. 102714-102714
Closed Access | Times Cited: 17

Showing 17 citing articles:

Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets
Feng Dong, Zhicheng Li, Zihuang Huang, et al.
Energy Economics (2024) Vol. 137, pp. 107761-107761
Closed Access | Times Cited: 14
Transmission mechanisms of the effects of geopolitical risk on energy returns and volatility
Yun Qin, Zitao Zhang
International Review of Financial Analysis (2024) Vol. 95, pp. 103363-103363
Closed Access | Times Cited: 5
Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19
SeungOh Han
The North American Journal of Economics and Finance (2025) Vol. 77, pp. 102380-102380
Closed Access
Does the Energy Transition Affect Return Spillovers Between Multiple Energy Sources and Chinese Industry Indices? Network Evidence of Asymmetric Dynamic Spillovers
H. Kou, Jian Chai, Zhe George Zhang, et al.
Energy (2025), pp. 135112-135112
Closed Access
Volatility spillover dynamics between fintech and traditional financial industries and their rich determinants: New evidence from Chinese listed institutions
Chengcheng Liu, Meng Tian, Bai Huang
International Review of Financial Analysis (2025), pp. 104034-104034
Closed Access
Asymmetric spillover connectedness between clean energy markets and industrial stock markets: How uncertainties affect it
Ailing Li, Bingmao Zhong
PLoS ONE (2025) Vol. 20, Iss. 3, pp. e0316171-e0316171
Open Access
International and Chinese energy markets: Dynamic spillover effects
Xiaoyu Wang, Jiaojiao Wang, Wenhuan Wang, et al.
Energy (2023) Vol. 282, pp. 128724-128724
Closed Access | Times Cited: 11
Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain
Rendao Ye, Jian Xiao, Yilan Zhang
Economic Analysis and Policy (2024) Vol. 83, pp. 1061-1079
Closed Access | Times Cited: 4
Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets
Qichang Xie, Tingwei Fang, Xueyun Rong, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103162-103162
Closed Access | Times Cited: 2
Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion
Wandi Zhao, Yang Gao
Emerging Markets Review (2024) Vol. 59, pp. 101110-101110
Closed Access | Times Cited: 1
Measuring financial stability in the presence of energy shocks
Javier Sánchez García, Raffaele Mattera, Salvador Cruz Rambaud, et al.
Energy Economics (2024), pp. 107922-107922
Closed Access | Times Cited: 1
Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?
Jun Zhang, Dong‐Hui Chen
Energy (2024), pp. 133545-133545
Closed Access | Times Cited: 1
Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets
Walid Mensi, Remzi Gök, Eray Gemi̇ci̇, et al.
International Economics (2024) Vol. 181, pp. 100570-100570
Closed Access | Times Cited: 1
Dynamic Spillovers Among Dirty Energy Market and Stocks of Leading Emitters of Carbon: Evidence from the Novel Quantile Time-Frequency Approach
Johnson A. Oliyide, Sodiq A. Oladipupo, Oluwafemi David Ogunjemilua, et al.
(2024)
Closed Access
Connectedness between Investors’ Attentions and Markets in Green and Brown Energy with Time-Varying Parameter Vector Autoregression and Network Analysis
jaemin jung, Byoung Ki Seo
(2024)
Closed Access
FOSİL ENERJİ, TEMİZ ENERJİ VE BIST ELEKTRİK ENDEKSİ ARASINDA OYNAKLIK ETKİLEŞİMİ: ASİMETRİK BEKK-GARCH MODELİNDEN KANITLAR
Ercüment DOĞRU
Pamukkale University Journal of Social Sciences Institute (2024)
Closed Access
Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases
Mattia Chiappari, Francesco Scotti, Andrea Flori
International Review of Financial Analysis (2024), pp. 103665-103665
Open Access
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