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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:

Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets
Suhui Wang
Journal of commodity markets (2023) Vol. 29, pp. 100312-100312
Closed Access | Times Cited: 21

Showing 21 citing articles:

How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence
Lu‐Tao Zhao, H. Liu, Xue-Hui Chen
Journal of commodity markets (2024) Vol. 33, pp. 100386-100386
Closed Access | Times Cited: 10
Extreme connectedness and network across financial assets and commodity futures markets
Oğuzhan Özçelebi, Sang Hoon Kang
The North American Journal of Economics and Finance (2024) Vol. 71, pp. 102099-102099
Closed Access | Times Cited: 10
Tail risk spillover effects in commodity markets: A comparative study of crisis periods
Muhammad Abubakr Naeem, Foued Hamouda, Sitara Karim
Journal of commodity markets (2023) Vol. 33, pp. 100370-100370
Closed Access | Times Cited: 16
Dynamic cross hedging, conditional co‐movements in commodities and financial markets during subprime and sovereign debt crisis: Evidence from China and G7 countries
Víctor Moutinho, Luís Almeida, Mateus de Carvalho Reis Neves, et al.
Review of Financial Economics (2025)
Closed Access
Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets
Yu Lou, Chao Xiao, Yi Lian
PLoS ONE (2024) Vol. 19, Iss. 1, pp. e0296501-e0296501
Open Access | Times Cited: 4
Extreme Connectedness Across Chinese Stock and Commodity Futures Markets
Walid Mensi, Farzaneh Ahmadian-Yazdi, Sami Al Kharusi, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102299-102299
Closed Access | Times Cited: 4
Contagion and spillover effects of global financial markets on the Indonesian Sharia Stock Index post-COVID-19
Nur Rizqi Febriandika, Fifi Hakimi, Maratul Awalliyah, et al.
Investment Management and Financial Innovations (2023) Vol. 20, Iss. 3, pp. 35-47
Open Access | Times Cited: 9
Connectedness and risk spillover in China's commodity futures sectors
Jun Long, Xianghui Yuan, Liwei Jin, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 5, pp. 784-802
Closed Access | Times Cited: 2
Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries
Walid Mensi, Rim El Khoury, Sami Al Kharusi, et al.
International Review of Economics & Finance (2024) Vol. 96, pp. 103533-103533
Closed Access | Times Cited: 2
Quantile coherency across bonds, commodities, currencies, and equities
Gazi Salah Uddin, Brian M. Lucey, Md Lutfur Rahman, et al.
Journal of commodity markets (2023) Vol. 33, pp. 100379-100379
Closed Access | Times Cited: 5
The impact of international commodity price shocks on macroeconomic fundamentals: Evidence from the US and China
Chenqi Qian, Tianding Zhang, Jie Li
Resources Policy (2023) Vol. 85, pp. 103904-103904
Closed Access | Times Cited: 4
Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises
Jie Yang, Yun Feng, Hao Yang
Finance research letters (2024) Vol. 67, pp. 105894-105894
Closed Access | Times Cited: 1
Risk spillovers and extreme risk between e-commerce and logistics markets in China
Liushuang Meng, Bin Wang
AIMS Mathematics (2024) Vol. 9, Iss. 10, pp. 29076-29106
Open Access | Times Cited: 1
Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective
Jie Yang, Yun Feng, Hao Yang
Energy Economics (2024) Vol. 140, pp. 108019-108019
Closed Access | Times Cited: 1
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach
Michael Gaete Morales, Rodrigo Herrera
Journal of commodity markets (2023) Vol. 32, pp. 100363-100363
Open Access | Times Cited: 2
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
The spillover and comovement of downside and upside tail risks among crude oil futures markets
Jie Yang, Yun Feng, Hao Yang
International Review of Financial Analysis (2024), pp. 103578-103578
Closed Access
Links between US and Turkish agricultural commodity Markets: Nonlinear dependence and tail risk
Zehra Atik, Bülent Güloğlu, Necla İlter Küçükçolak
Borsa Istanbul Review (2023) Vol. 23, Iss. 5, pp. 1207-1234
Open Access | Times Cited: 1
Rusya-Ukrayna Savaşının Gıda Fiyatları ile Finansal Piyasalar Arasındaki Bağlantılılık Üzerine Etkisi
Ercüment DOĞRU
Bingöl Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2023) Vol. 7, Iss. 2, pp. 63-83
Open Access | Times Cited: 1
Quantile coherency of futures prices in palm and soybean oil markets
Panos Fousekis
Journal of Economics and Finance (2023) Vol. 48, Iss. 1, pp. 129-141
Open Access
The influence of the COVID-19 pandemic on the short- and long-term interactions in the agricultural market: Evidence from a connectedness network approach
Jung‐Bin Su
PLoS ONE (2023) Vol. 18, Iss. 12, pp. e0295294-e0295294
Open Access
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