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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:

The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches
Yonghong Jiang, Zhiming Ao, Bin Mo
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101905-101905
Closed Access | Times Cited: 21

Showing 21 citing articles:

Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis
Emre Bulut, Cumali Marangoz
International Review of Financial Analysis (2025), pp. 103966-103966
Closed Access | Times Cited: 1
Quantile interdependence and network connectedness between China's green financial and energy markets
Yang Gao, Yueyi Zhou, Longfeng Zhao
Economic Analysis and Policy (2024) Vol. 81, pp. 1148-1177
Closed Access | Times Cited: 8
Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods
Bin Mo, He Nie, Rongjie Zhao
Energy (2023) Vol. 288, pp. 129759-129759
Closed Access | Times Cited: 17
Uncertainty and Credit: The Chicken or the Egg Causality Dilemma
Chi‐Wei Su, Shuqi Lv, Meng Qin, et al.
Emerging Markets Finance and Trade (2024) Vol. 60, Iss. 11, pp. 2560-2578
Closed Access | Times Cited: 6
High–low volatility spillover network between economic policy uncertainty and commodity futures markets
Youtao Xiang, Sumuya Borjigin
Journal of Futures Markets (2024) Vol. 44, Iss. 8, pp. 1295-1319
Closed Access | Times Cited: 6
How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis
Xiuwen Chen, Yinhong Yao, Lin Wang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102217-102217
Closed Access | Times Cited: 6
Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties
Ying-Hui Shao, Xing-Lu Gao, Yan-Hong Yang, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?
Xianfang Su, Yachao Zhao
Global Finance Journal (2025) Vol. 64, pp. 101076-101076
Closed Access
Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study
Yanan Chen, Haozhi Qi
Renewable Energy (2024) Vol. 228, pp. 120578-120578
Closed Access | Times Cited: 4
Dynamic connectedness across energy and metal futures markets during the COVID-19 pandemic: New evidence from a time-varying spillover index
Jinyu Chen, Zhipeng Liang, Qian Ding, et al.
Resources Policy (2023) Vol. 86, pp. 104249-104249
Closed Access | Times Cited: 11
Oil price, economic policy uncertainty and food prices in oil-exporting and oil-importing developing economies
Ding Chen, Umar Muhammad Gummi, Shan-Bing Lu, et al.
Economic Change and Restructuring (2024) Vol. 57, Iss. 4
Closed Access | Times Cited: 3
Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model
Qingying Zheng, Jintao Wu, Boqiang Lin
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1787-1806
Closed Access | Times Cited: 1
Time-frequency Higher-order Moment Co-movement and Connectedness between Chinese Stock and Commodity Markets
Huiming Zhu, Xiling Xia, Liya Hau, et al.
International Review of Economics & Finance (2024) Vol. 96, pp. 103580-103580
Closed Access | Times Cited: 1
Volatility Spillover in the Turkish Financial Market: A QVAR Analysis
Hüseyin Özdemir
Journal of Business Research - Turk (2024)
Open Access
Bond yield spreads and exchange market pressure in emerging countries
Oğuzhan Özçelebi, José Pérez-Montiel, Carles Manera
International Journal of Emerging Markets (2024)
Closed Access
Uncertainty impacts on China’s agricultural commodity futures: a quantile perspective
Zhanyong Zou, Chuang Ouyang, Xing Li
Applied Economics (2024) Vol. 56, Iss. 42, pp. 5090-5106
Closed Access
Unveiling the gold-oil whirl amidst market uncertainty shocks in China
Houjian Li, Yanjiao Li, Fangyuan Luo
The North American Journal of Economics and Finance (2024) Vol. 76, pp. 102333-102333
Closed Access
The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective
Shaobo Long, Ning Xue, Yuan Zhang
The North American Journal of Economics and Finance (2024), pp. 102345-102345
Closed Access
Unraveling the dynamic nexus: Green cryptocurrencies and their role in sustainable market evolution
Pin Peng, Feifei Liang, FU Ya-ping, et al.
Energy (2024) Vol. 313, pp. 133660-133660
Closed Access
Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers
Xianghui Yuan, Jun Long, Xiang Li, et al.
Pacific-Basin Finance Journal (2024), pp. 102585-102585
Closed Access
How climate risks relate to Chinese green finance markets in time-frequency domains? A consideration of extreme market conditions
Rongyan Liu, Lingyun He, Chen Ling, et al.
Journal of Cleaner Production (2024), pp. 144596-144596
Closed Access
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