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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:

Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers
Waqas Hanif, Sinda Hadhri, Rim El Khoury
Journal of commodity markets (2024) Vol. 34, pp. 100404-100404
Open Access | Times Cited: 17

Showing 17 citing articles:

Energy shocks and stock market returns under COVID-19: New insights from the United States
Abdulazeez Y.H. Saif-Alyousfi
Energy (2025), pp. 134546-134546
Closed Access | Times Cited: 1
The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States
Javier Cifuentes‐Faura, Kamel Si Mohammed, Hind Alofaysan
Economic Analysis and Policy (2024) Vol. 83, pp. 80-94
Open Access | Times Cited: 9
Importance of Geopolitical Risk in Volatility Structure: New Evidence from Biofuels, Crude Oil, and Grains Commodity Markets
Renata Karkowska, Szczepan Urjasz
Journal of commodity markets (2024), pp. 100440-100440
Open Access | Times Cited: 5
Novel approaches to model decomposed oil shocks, geopolitical risk, clean and fossil fuel stocks
Mehmet Metin Dam, Halil Altıntaş, Aviral Kumar Tiwari
Borsa Istanbul Review (2025)
Open Access
Extreme dependence, connectedness, and causality between US sector stocks and oil shocks
Walid Mensi, Remzi Gök, Eray Gemi̇ci̇, et al.
International Review of Economics & Finance (2025), pp. 103936-103936
Open Access
Dynamic interlinkages between oil price shocks and stock markets: a quantile-on-quantile connectedness analysis in emerging economies
Muharrem Afşar, Onur Polat, Aslı Afşar, et al.
Applied Economics (2025), pp. 1-17
Closed Access
Impact of Supply Chain Pressure on Traditional Energy and Metal Markets: A Wavelet-based Quantile-on-Quantile Perspective
Ahmed H. Elsayed, Giray Gözgör, Rabeh Khalfaoui, et al.
Journal of commodity markets (2025), pp. 100472-100472
Open Access
The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches
Aviral Kumar Tiwari, Mehmet Metin Damm, Halil Altıntaş, et al.
Energy Economics (2024), pp. 108101-108101
Closed Access | Times Cited: 3
Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China
FU Ya-ping, Haozhi Qi, Yanan Chen, et al.
Renewable Energy (2024) Vol. 233, pp. 121131-121131
Closed Access | Times Cited: 1
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach
Afees A. Salisu, Rangan Gupta, Oğuzhan Çepni, et al.
Review of Quantitative Finance and Accounting (2024) Vol. 63, Iss. 4, pp. 1473-1510
Closed Access | Times Cited: 1
Analyzing Overnight Momentum Transmission: The Impact of Oil Price Volatility on Global Financial Markets
Huthaifa Alqaralleh
International Journal of Financial Studies (2024) Vol. 12, Iss. 3, pp. 75-75
Open Access | Times Cited: 1
Tail risk transmission between decomposed oil shocks and green finance markets: evidence from an EVT–TVP–VAR approach
Pengchao He, Nan Zhao
Applied Economics Letters (2024), pp. 1-8
Closed Access | Times Cited: 1
African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk
Shoujun Huang, Mariya Gubareva, Тамара Теплова, et al.
Energy Economics (2024) Vol. 136, pp. 107679-107679
Open Access
Oil Price Shochs'S Asymmetric Responses on Food Inflation in Middle East and North Africa Countries in the time of Ukraine-Russia Crisis
Ettayib Mezouri, Larbi Benharrat
Futurity Economics&Law (2024), pp. 4-19
Open Access
Energy firms in China towards resilience: A dynamic quantile connectedness approach
Pavlos Koulmas, Konstantinos Ν. Konstantakis, Panayotis G. Michaelides, et al.
Energy Economics (2024), pp. 107921-107921
Closed Access
Commodity Market Downturn: Systemic Risk and Spillovers during Left Tail Events
Samet Günay, Destan Kırımhan, Emrah İsmail Çevik
Journal of commodity markets (2024) Vol. 36, pp. 100445-100445
Closed Access
Risk spillovers among crude oil, gold, and China equity sub-sectors
Zongfeng Zou, Chao Zhang, Xi-yun Sun
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Closed Access
Assessing Volatility Spillover Networks and Systemic Importance of China's New Energy Companies: Evidence from Quantile Connectedness
Yawei Guo, Yi Lin, Ningli Wang
(2024)
Closed Access
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