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:

A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis
Can-Zhong Yao, Yi-Na Mo, Zekun Zhang
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101520-101520
Closed Access | Times Cited: 27

Showing 1-25 of 27 citing articles:

The spillover effect between Chinese crude oil futures market and Chinese green energy stock market
Jingpeng Li, Muhammad Umar, Jiale Huo
Energy Economics (2023) Vol. 119, pp. 106568-106568
Closed Access | Times Cited: 70

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: 43

Are green cryptocurrencies really green? New evidence from wavelet analysis
Afzol Husain, Kwang‐Jing Yii, Chien‐Chiang Lee
Journal of Cleaner Production (2023) Vol. 417, pp. 137985-137985
Closed Access | Times Cited: 27

The role of green energy stock market in forecasting China's crude oil market: An application of IIS approach and sparse regression models
Faridoon Khan, Sara Muhammadullah, Arshian Sharif, et al.
Energy Economics (2023) Vol. 130, pp. 107269-107269
Closed Access | Times Cited: 22

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: 11

Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model
Xin Dong, Jinguo Gong, Qin Wang
Energy Economics (2025), pp. 108227-108227
Closed Access | Times Cited: 1

Asymmetric multifractality, comparative efficiency analysis of green finance markets: A dynamic study by index-based model
Xiaoyang Zhuang, Wei Dan
Physica A Statistical Mechanics and its Applications (2022) Vol. 604, pp. 127949-127949
Closed Access | Times Cited: 35

Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain
Ying Chen, Xuehong Zhu, Jinyu Chen
Energy Economics (2022) Vol. 111, pp. 106070-106070
Closed Access | Times Cited: 33

Do green bond and green stock markets boom and bust together? Evidence from China
Xianfang Su, Guo Da-wei, Liang Dai
International Review of Financial Analysis (2023) Vol. 89, pp. 102744-102744
Closed Access | Times Cited: 21

Clean Energy Action Index Efficiency: An Analysis in Global Uncertainty Contexts
Rui Dias, Nicole Horta, Mariana Chambino
Energies (2023) Vol. 16, Iss. 9, pp. 3937-3937
Open Access | Times Cited: 15

Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective
Rongyan Liu, Lingyun He, Yufei Xia, et al.
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101914-101914
Closed Access | Times Cited: 14

Comparison of the asymmetric multifractal behavior of green and U.S. bonds against benchmark financial assets
Werner Kristjanpoller, Benjamin Miranda Tabak
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access

Are rare earth stocks efficient? Novel insights using asymmetric MF-DFA
Pengbo Wan, Ghulam Mujtaba, Saira Ashfaq, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access

Study on the Efficiency and Complexity of Chinese Energy Market Based on Multiple Events
Xiaoyu Shen, Weizhen Zuo, Jiaxin Chang, et al.
Fractal and Fractional (2025) Vol. 9, Iss. 2, pp. 57-57
Open Access

Time-Varying Market Efficiency: A Focus on Crude Oil and Commodity Dynamics
Young Sung Kim, Do-Hyeon Kim, Dong‐Jun Kim, et al.
Fractal and Fractional (2025) Vol. 9, Iss. 3, pp. 162-162
Open Access

Multifractal Detrended Cross‐Correlation Patterns in the Dynamics of the Global Energy and Green Investment Markets: Insights From Pre‐COVID‐19 and Pandemic Experiences
حسن حیدری, Oluwasegun B. Adekoya, Johnson A. Oliyide, et al.
International Journal of Finance & Economics (2025)
Closed Access

Clean energy stock price forecasting and response to macroeconomic variables: A novel framework using Facebook's Prophet, NeuralProphet and explainable AI
Indranil Ghosh, Rabin K. Jana
Technological Forecasting and Social Change (2023) Vol. 200, pp. 123148-123148
Closed Access | Times Cited: 11

Asymmetric Efficiency: Contrasting Sustainable Energy Indices with Dirty Cryptocurrencies
Rosa Galvão, Rui Dias
Financial Economics Letters (2024) Vol. 3, Iss. 1, pp. 37-48
Open Access | Times Cited: 4

Prediction, analysis and suggestions of shale gas production in China based on a new grey model with four parameters
Bo Zeng, Gang Chen, Wei Meng, et al.
Alexandria Engineering Journal (2023) Vol. 86, pp. 258-276
Open Access | Times Cited: 8

Multifractal cross-correlation analysis between crude oil and agricultural futures markets: evidence from Russia–Ukraine conflict
Luiz Eduardo Gaio, Daniel Henrique Dario Capitani
Journal of Agribusiness in Developing and Emerging Economies (2023)
Closed Access | Times Cited: 5

Asymmetric Multifractal Analysis of the Chinese Energy Futures and Energy Stock Markets under the Impact of COVID-19
Si-Min Shen, Hongyong Wang
Fluctuation and Noise Letters (2022) Vol. 22, Iss. 01
Closed Access | Times Cited: 6

The Impact of Price Support Policies and Public Emergencies on Agricultural Futures Markets — A Multifractal Cross-Correlations Analysis between China and the US
You-Shuai Feng, Jian Wang, Wei Shao
Fluctuation and Noise Letters (2022) Vol. 21, Iss. 06
Closed Access | Times Cited: 5

THE EFFICIENCY OF SIN STOCKS: A MULTIFRACTAL ANALYSIS OF DRUG INDICES
Faheem Aslam, Paulo Ferreira, Fahd Amjad, et al.
The Singapore Economic Review (2021), pp. 1-22
Closed Access | Times Cited: 6

Extreme downside risk connectedness between green energy and stock markets
Mohammad Alomari, Rim El Khoury, Walid Mensi, et al.
Energy (2024), pp. 133477-133477
Closed Access

The crude oil spot and futures prices dynamics: cointegration, linear and nonlinear causality
Wing‐Keung Wong, Zhihui Lv, Christian Espinosa‐Méndez, et al.
Studies in Economics and Finance (2024)
Closed Access

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