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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:

Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform
Guangxi Cao, Wei Xu
Physica A Statistical Mechanics and its Applications (2015) Vol. 444, pp. 505-523
Closed Access | Times Cited: 69

Showing 1-25 of 69 citing articles:

Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets
Qiang Ji, Dayong Zhang, Jiang-Bo Geng
Journal of Cleaner Production (2018) Vol. 198, pp. 972-978
Closed Access | Times Cited: 313
Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises
Muhammad Abubakr Naeem, Nadia Arfaoui
Energy Economics (2023) Vol. 127, pp. 107082-107082
Closed Access | Times Cited: 59
Multifractal analysis of financial markets: a review
Zhi‐Qiang Jiang, Wen-Jie Xie, Wei‐Xing Zhou, et al.
Reports on Progress in Physics (2019) Vol. 82, Iss. 12, pp. 125901-125901
Open Access | Times Cited: 139
The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective
Hao Zhang, Guixin Cai, Dong‐xiao Yang
Energy (2020) Vol. 196, pp. 117099-117099
Closed Access | Times Cited: 93
The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method
Sen Qiao, Yi Jing Dang, Zheng Yu Ren, et al.
Energy (2022) Vol. 266, pp. 126344-126344
Closed Access | Times Cited: 42
Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique
Xinghua Fan, Xiangxiang Lv, Jiuli Yin, et al.
Applied Energy (2019) Vol. 251, pp. 113333-113333
Closed Access | Times Cited: 62
Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect
Qingsong Ruan, Shuhua Zhang, Dayong Lv, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 491, pp. 779-791
Closed Access | Times Cited: 56
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016
Bangzhu Zhu, Dong Han, Julien Chevallier, et al.
Energy Policy (2017) Vol. 107, pp. 309-322
Closed Access | Times Cited: 49
Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices
Majid Mirzaee Ghazani, Reza Khosravi
Physica A Statistical Mechanics and its Applications (2020) Vol. 560, pp. 125172-125172
Closed Access | Times Cited: 46
Dynamic Spillovers and Asymmetric Spillover Effect between the Carbon Emission Trading Market, Fossil Energy Market, and New Energy Stock Market in China
Dan Nie, Yanbin Li, Xiyu Li
Energies (2021) Vol. 14, Iss. 19, pp. 6438-6438
Open Access | Times Cited: 38
COVID-19, the Russian-Ukrainian conflict and the extreme spillovers between fossil energy, electricity, and carbon markets
Yingjin Ye, Boqiang Lin, Dingfei Que, et al.
Energy (2024) Vol. 311, pp. 133399-133399
Closed Access | Times Cited: 5
Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework
Qing Yi, Yuanying Jiang
Energy (2025), pp. 135737-135737
Closed Access
Multifractal analysis of the Chinese stock, bond and fund markets
Hongyong Wang, Tongtong Wang
Physica A Statistical Mechanics and its Applications (2018) Vol. 512, pp. 280-292
Closed Access | Times Cited: 45
Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets
Guangxi Cao, Han Yan, Qingchen Li, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 468, pp. 119-130
Closed Access | Times Cited: 43
Multifractal analysis of Moroccan family business stock returns
Salim Lahmiri
Physica A Statistical Mechanics and its Applications (2017) Vol. 486, pp. 183-191
Closed Access | Times Cited: 40
Interplay Multifractal Dynamics Among Carbon Trading Market, Geopolitical Risk and Economic Policy Uncertainty
You-Shuai Feng, Meijun Ling, J. Gao
Fluctuation and Noise Letters (2024) Vol. 23, Iss. 03
Closed Access | Times Cited: 4
Interactions among correlations: How does the volatility of the carbon-energy price correlations transmit across different time scales?
Hui Yu, Huiru Li
Energy (2025), pp. 135189-135189
Closed Access
Non-dominated solution set based on time–frequency infograms for local damage detection of rotating machines
Xingxing Jiang, Juanjuan Shi, Weiguo Huang, et al.
ISA Transactions (2019) Vol. 92, pp. 213-227
Closed Access | Times Cited: 32
Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats
Faheem Aslam, Paulo Ferreira, Haider Ali, et al.
Sustainability (2022) Vol. 14, Iss. 10, pp. 5828-5828
Open Access | Times Cited: 18
Multi-scale pattern causality of the price fluctuation in energy stock market
Qingru Sun, Wenqi Zhao, Zishuo Bai, et al.
Nonlinear Dynamics (2024) Vol. 112, Iss. 9, pp. 7291-7307
Closed Access | Times Cited: 3
Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA
Qingsong Ruan, Haiquan Yang, Dayong Lv, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 503, pp. 243-256
Closed Access | Times Cited: 29
Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns
Sheng Fang, Xinsheng Lu, Jianfeng Li, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 509, pp. 551-566
Closed Access | Times Cited: 28
Examining the long term relationships between energy commodities prices and carbon prices on electricity prices using Markov Switching Regression
Víctor Moutinho, Henrique Viana Espinosa de Oliveira, Jorge Mota
Energy Reports (2022) Vol. 8, pp. 589-594
Open Access | Times Cited: 15
Asymmetric dependence structures between emission allowances and energy markets: new evidence from China’s emissions trading scheme pilots
Kai Chang, Chao Zhang, Hongwei Wang
Environmental Science and Pollution Research (2020) Vol. 27, Iss. 17, pp. 21140-21158
Closed Access | Times Cited: 21
On the inner dynamics between Fossil fuels and the carbon market: a combination of seasonal-trend decomposition and multifractal cross-correlation analysis
Faheem Aslam, Ijaz Ali, Fahd Amjad, et al.
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 10, pp. 25873-25891
Open Access | Times Cited: 13
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