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:

Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches
Aktham Maghyereh, Hussein Abdoh, Basel Awartani
Pacific-Basin Finance Journal (2019) Vol. 54, pp. 13-28
Open Access | Times Cited: 97

Showing 1-25 of 97 citing articles:

Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies
Walid Mensi, Muhammad Shafiullah, Xuan Vinh Vo, et al.
Resources Policy (2021) Vol. 71, pp. 102002-102002
Closed Access | Times Cited: 106

Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China
Zhenghui Li, Bin Mo, He Nie
International Review of Economics & Finance (2023) Vol. 86, pp. 46-57
Closed Access | Times Cited: 65

Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis
Chao Liang, John W. Goodell, Xiafei Li
Journal of International Financial Markets Institutions and Money (2024) Vol. 92, pp. 101977-101977
Closed Access | Times Cited: 35

Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak
Imran Yousaf, Shoaib Ali, mohamed marei, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 1126-1151
Open Access | Times Cited: 15

How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models
Oluwasegun B. Adekoya, Johnson A. Oliyide, Gabriel O. Oduyemi
Resources Policy (2020) Vol. 70, pp. 101926-101926
Closed Access | Times Cited: 130

Dynamic frequency connectedness between oil and natural gas volatilities
Yuliya Lovcha, Alejandro Pérez-Laborda
Economic Modelling (2019) Vol. 84, pp. 181-189
Closed Access | Times Cited: 100

How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique
Danish Iqbal Godil, Salman Sarwat, Arshian Sharif, et al.
Resources Policy (2020) Vol. 66, pp. 101638-101638
Closed Access | Times Cited: 100

Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19
Zijian Li, Qiaoyu Meng
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101565-101565
Closed Access | Times Cited: 79

Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis
Imran Yousaf, Larisa Yarovaya
Pacific-Basin Finance Journal (2021) Vol. 71, pp. 101705-101705
Open Access | Times Cited: 70

Dynamic return and volatility connectedness between commodities and Islamic stock market indices
Slah Bahloul, Imen Khemakhem
Resources Policy (2021) Vol. 71, pp. 101993-101993
Closed Access | Times Cited: 65

Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold
Walid Chkili, Aymen Ben Rejeb, Mongi Arfaoui
Resources Policy (2021) Vol. 74, pp. 102407-102407
Open Access | Times Cited: 63

Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges
Peijin Wang, Hongwei Zhang, Cai Yang, et al.
Research in International Business and Finance (2021) Vol. 58, pp. 101479-101479
Closed Access | Times Cited: 61

Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach
Kashif Abbass, Arshian Sharif, Huaming Song, et al.
Resources Policy (2022) Vol. 77, pp. 102730-102730
Closed Access | Times Cited: 59

Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic
Carlos Esparcia, Francisco Jareño, Zaghum Umar
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101677-101677
Open Access | Times Cited: 47

An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets
Fahad Ali, Elie Bouri, Nader Naifar, et al.
Research in International Business and Finance (2022) Vol. 63, pp. 101768-101768
Closed Access | Times Cited: 42

Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets
Mustafa Raza Rabbani, Mabruk Billah, Muneer Shaik, et al.
Global Finance Journal (2023) Vol. 58, pp. 100901-100901
Closed Access | Times Cited: 38

Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition
María Caridad Sevillano, Francisco Jareño, Raquel López Garcí­a, et al.
Energy Economics (2024) Vol. 131, pp. 107398-107398
Open Access | Times Cited: 14

ESG rating changes and portfolio returns: A wavelet analysis across market caps
Carlos Esparcia, Mariya Gubareva
Finance research letters (2024) Vol. 63, pp. 105306-105306
Open Access | Times Cited: 9

Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis
Mabruk Billah, Sinda Hadhri, Faruk Balli, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 350-371
Open Access | Times Cited: 8

Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate
Xunxiao Wang
Energy Economics (2020) Vol. 91, pp. 104900-104900
Closed Access | Times Cited: 63

Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks
Afees A. Salisu, Idris A. Adediran
Resources Policy (2020) Vol. 66, pp. 101606-101606
Closed Access | Times Cited: 60

Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application
Mobeen Ur Rehman, Nadia Asghar, Sang Hoon Kang
Pacific-Basin Finance Journal (2020) Vol. 61, pp. 101326-101326
Open Access | Times Cited: 55

The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasets
Oluwasegun B. Adekoya, Johnson A. Oliyide
Resources Policy (2020) Vol. 69, pp. 101831-101831
Closed Access | Times Cited: 55

COVID-19 pandemic and connectedness across financial markets
Muhammad Abubakr Naeem, Saba Sehrish, Mabel D. Costa
Pacific Accounting Review (2021) Vol. 33, Iss. 2, pp. 165-178
Closed Access | Times Cited: 45

Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market
Fahad Ali, Yuexiang Jiang, Ahmet Şensoy
Research in International Business and Finance (2021) Vol. 58, pp. 101502-101502
Closed Access | Times Cited: 44

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