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:

The asymmetric effect of crude oil prices on stock prices in major international financial markets
Wei Jiang, Yan Liu
The North American Journal of Economics and Finance (2021) Vol. 56, pp. 101357-101357
Closed Access | Times Cited: 27

Showing 1-25 of 27 citing articles:

Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis
Di Yuan, Sufang Li, Rong Li, et al.
Energy Economics (2022) Vol. 110, pp. 105972-105972
Closed Access | Times Cited: 60

A new insight into Malaysia's food price modelling: from the perceptive of bioenergy model
Thurai Murugan Nathan, Abdelhak Senadjki, Au Yong Hui Nee
International Journal of Sustainable Energy (2025) Vol. 44, Iss. 1
Open Access

Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives
Huiming Zhu, Yi‐Wen Chen, Yinghua Ren, et al.
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101698-101698
Closed Access | Times Cited: 21

Return volatility of Asian stock exchanges; a GARCH DCC analysis with reference of Bitcoin and global crude oil price movement
Amritkant Mishra, Ajit Dash
Journal of Chinese Economic and Foreign Trade Studies (2024) Vol. 17, Iss. 1, pp. 29-48
Closed Access | Times Cited: 4

Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
Donghai Zhou, Xiaoxing Liu, Chun Tang
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102192-102192
Closed Access | Times Cited: 3

Investor sentiment or information content? A simple test for investor sentiment proxies
Geul Lee, Doojin Ryu
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102222-102222
Closed Access | Times Cited: 3

Macroeconomic effects of crude oil shocks: Evidence from South Asian countries
Iftikhar Ahmad, S. M. Iqbal, Salim Khan, et al.
Frontiers in Psychology (2022) Vol. 13
Open Access | Times Cited: 14

Oil price shocks and Vietnam’s macroeconomic fundamentals: quantile-on-quantile approach
Ho Thuy Tien
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 9

Oil Price Spillover Effects to the Stock Market Sentiment: The Case of Higher vs. Lower Oil Import EU Countries
Stefan Stojkov, Emilija Beker Pucar, Olgica Glavaški, et al.
Economies (2023) Vol. 11, Iss. 11, pp. 279-279
Open Access | Times Cited: 5

Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence
Xiafei Li, Shuangpeng Yang, Keyu Luo, et al.
International Review of Financial Analysis (2024), pp. 103547-103547
Closed Access | Times Cited: 1

Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets: evidence from wavelet quantile analysis
Huiming Zhu, Hao Wu, Yinghua Ren, et al.
Applied Economics (2022) Vol. 54, Iss. 53, pp. 6116-6146
Closed Access | Times Cited: 7

Petrol Fiyat Şoklarının Temiz Enerji ile Petrol ve Gaz Şirketlerinin Hisse Senedi Getirilerine Etkileri
Ayşegül Uçkun Özkan
Sosyoekonomi (2023) Vol. 31, Iss. 56, pp. 217-240
Open Access | Times Cited: 2

Impact of oil prices on the Islamic and conventional stock indexes’ performance in Malaysia during the COVID-19 pandemic: Fresh evidence from the wavelet-based approach
Ali Burhan Khan, Arshian Sharif, Muhammad Saif Ul Islam, et al.
Frontiers in Energy Research (2022) Vol. 10
Open Access | Times Cited: 4

VOLATILITY SPILLOVER BETWEEN CHINA’S CRUDE OIL FUTURES AND SECTORAL STOCK MARKETS FROM A FREQUENCY DYNAMICS PERSPECTIVE
Jianli Wang, HUIDI ZHU, Hongxia Wang, et al.
The Singapore Economic Review (2024), pp. 1-24
Closed Access

ALTIN VE PETROL FİYATLARININ BORSA İSTANBUL’A ETKİSİ
Hakan Altın
Journal of Research in Business (2024) Vol. 9, Iss. 1, pp. 169-193
Open Access

The Asymmetric Effects of Oil Price Volatility on Stock Returns: Evidence from Ho Chi Minh Stock Exchange
Loc Dong Truong, H. Swint Friday, Nhien Tuyet Doan
Journal of risk and financial management (2024) Vol. 17, Iss. 7, pp. 261-261
Open Access

The Impact of Stock Prices of Polluting Energy Sources on Renewable Energy Stock Index Prices
N. Serap VURUR, Letife Özdemir, Ercan Özen, et al.
Folia Oeconomica Stetinensia (2024) Vol. 24, Iss. 2, pp. 344-370
Open Access

ABD 10 yıllık tahvil faizi ve enerji fiyatlarının seçilmiş borsa endeksleri ile ilişkileri
Hüseyin Başar ÖNEM, Melike YORGANCI
Ardahan Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2023) Vol. 5, Iss. 1, pp. 27-33
Open Access | Times Cited: 1

An empirical investigation of the impact of spillover dynamics from crude to NSE Nifty Index during and prior to the COVID-19 pandemic period
Rakesh Shahani, Riya Paliwal
SN Business & Economics (2023) Vol. 3, Iss. 8
Closed Access | Times Cited: 1

The effects of unexpected crude oil price shocks on Chinese stock markets
Zhao‐Yong Sun, Wei‐Chiao Huang
Economic Change and Restructuring (2023) Vol. 56, Iss. 3, pp. 1683-1697
Closed Access

Estimating effects of nominal exchange rates and oil price shocks in the presence of structural breaks
David Umoru, Solomon Edem Effiong, Malachy Ashywel Ugbaka, et al.
Journal of Governance and Regulation (2023) Vol. 12, Iss. 3, pp. 147-162
Open Access

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