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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:

Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries
Huiming Zhu, Xi Huang, Fangyu Ye, et al.
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102062-102062
Closed Access | Times Cited: 18

Showing 18 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
Can extremely high-temperature weather forecast oil prices?
Donglan Zha, Shuo Zhang, Yang Cao
Frontiers of Engineering Management (2025)
Closed Access
Causality Between Brent and West Texas Intermediate: The Effects of COVID-19 Pandemic and Russia–Ukraine War
Salim Lahmiri
Commodities (2025) Vol. 4, Iss. 1, pp. 2-2
Open Access
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
Return and volatility connectedness among carbon and energy markets based on time- and frequency-domain approaches
You Wu, Wenting Ren, Xiong Yang, et al.
Frontiers in Environmental Science (2024) Vol. 11
Open Access | Times Cited: 1
Time-Frequency Connectedness in Global Banking: Volatility and Return Dynamics of BRICS and G7 Banks
Wael Dammak, Halilibrahim Gökgöz, Ahmed Jeribi
Research Square (Research Square) (2024)
Open Access | Times Cited: 1
Quantile connectivity between cryptocurrency, commodities, gold and BRICS index: what is the best investment strategy?
Mariem Bouzguenda, Anis Jarboui
Eurasian economic review (2024)
Closed Access | Times Cited: 1
Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets
Walid Mensi, Remzi Gök, Eray Gemi̇ci̇, et al.
International Economics (2024) Vol. 181, pp. 100570-100570
Closed Access | Times Cited: 1
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
Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study
Sen Qiao, Chang Yuan, Xi Xi, et al.
Energy Economics (2024), pp. 107919-107919
Closed Access | Times Cited: 1
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model
Feipeng Zhang, Hongfu Gao, Di Yuan
Journal of commodity markets (2024) Vol. 35, pp. 100409-100409
Closed Access
Unraveling stock exchange connections: an empirical study of India, US, Hong Kong, Germany, France and Amsterdam
Silky Vigg Kushwah, Payal Goel, Mohd Asif Shah
Journal of economic and administrative sciences. (2024)
Closed Access
Kirli ve Temiz Tanker Endeksi Volatiliteleri ile BRIC Borsaları Arasındaki Nedensellik İlişkisi
İsmail Koçak, Savaş Tarkun, Mehmet Çınar
Ankara Hacı Bayram Veli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2024)
Open Access
Oil Price Implications for the Petroleum and Pharmaceutical Industry: the Quantile Regression Approach
Sanja Bakić
Prague Economic Papers (2024) Vol. 33, Iss. 6, pp. 709-730
Open Access
Volatility Spillovers from COVID-19 to Stocks, Exchange Rates and Oil Prices: Evidence from Türkiye 
Burcu Berke, Gülsüm Akarsu
(2024)
Closed Access
Geopolitical Risk and China’s Crude Oil Futures: An Empirical Study Based on the Cross-Quantilogram Approach
Min Liu, Weiying Ping, Chien‐Chiang Lee
Emerging Markets Finance and Trade (2024), pp. 1-23
Closed Access
Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts
SeungOh Han
Finance research letters (2024), pp. 106425-106425
Closed Access
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
Abdel Razzaq Al Rababa’a, Walid Mensi, David G. McMillan, et al.
Journal of Forecasting (2024)
Open Access
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