Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains
Yilin Wang, Zeming Zhang, Xiafei Li, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 542, pp. 123464-123464
Closed Access | Times Cited: 46

Showing 1-25 of 46 citing articles:

Are green bonds a different asset class? Evidence from time-frequency connectedness analysis
Román Ferrer, Syed Jawad Hussain Shahzad, Pilar Soriano
Journal of Cleaner Production (2021) Vol. 292, pp. 125988-125988
Closed Access | Times Cited: 186
Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management
Walid Mensi, Muhammad Abubakr Naeem, Xuan Vinh Vo, et al.
Economic Analysis and Policy (2021) Vol. 73, pp. 331-344
Closed Access | Times Cited: 113
Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US
Xiafei Li, Bo Li, Guiwu Wei, et al.
Resources Policy (2021) Vol. 73, pp. 102166-102166
Open Access | Times Cited: 78
Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?
Yinghua Ren, Anqi Tan, Huiming Zhu, et al.
International Review of Financial Analysis (2022) Vol. 81, pp. 102084-102084
Closed Access | Times Cited: 63
Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic
Sun‐Yong Choi
Economic Analysis and Policy (2021) Vol. 73, pp. 179-193
Open Access | Times Cited: 57
Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain
Muhammad Abubakr Naeem, Sitara Karim, Mudassar Hasan, et al.
Energy Economics (2022) Vol. 112, pp. 106148-106148
Closed Access | Times Cited: 57
Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Zhifeng Dai, Junxin Zhu, Xinhua Zhang
Energy Economics (2022) Vol. 114, pp. 106226-106226
Closed Access | Times Cited: 53
Multiscale features of extreme risk spillover networks among global stock markets
Yinghua Ren, Wanru Zhao, Wanhai You, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101754-101754
Closed Access | Times Cited: 45
Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes
Xu Zhang, Xian Yang, Qizhi He
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101766-101766
Closed Access | Times Cited: 42
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war
Hongjun Zeng, Abdullahi D. Ahmed, Ran Lu
Australian Journal of Agricultural and Resource Economics (2024) Vol. 68, Iss. 3, pp. 653-677
Open Access | Times Cited: 9
On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis
Walid M.A. Ahmed
The Quarterly Review of Economics and Finance (2021) Vol. 83, pp. 135-151
Closed Access | Times Cited: 52
Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains
Adil Ahmad Shah, Manas Paul, Niyati Bhanja, et al.
Resources Policy (2021) Vol. 73, pp. 102154-102154
Closed Access | Times Cited: 50
Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets
Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo
Resources Policy (2021) Vol. 74, pp. 102263-102263
Closed Access | Times Cited: 43
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU
Jin Shang, Shigeyuki Hamori
Energy Economics (2024) Vol. 132, pp. 107473-107473
Closed Access | Times Cited: 6
How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?
Hao Wu, Huiming Zhu, Fei Huang, et al.
The North American Journal of Economics and Finance (2022) Vol. 64, pp. 101865-101865
Closed Access | Times Cited: 27
Quantile connectedness between Chinese stock and commodity futures markets
Mobeen Ur Rehman, Xuan Vinh Vo, Hee-Un Ko, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101810-101810
Closed Access | Times Cited: 23
Quantile Connectedness among Climate Policy Uncertainty, News Sentiment, Oil and Renewables in China
Wan‐Lin Yan, Adrian Cheung
Research in International Business and Finance (2025), pp. 102814-102814
Closed Access
Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis
Md. Mostafa Kamal, Eduardo Roca, Bin Li, et al.
Resources Policy (2025) Vol. 103, pp. 105553-105553
Closed Access
Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers
Adil Ahmad Shah, Arif Billah Dar
Resources Policy (2021) Vol. 74, pp. 102317-102317
Closed Access | Times Cited: 29
Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries
Musefiu A. Adeleke, Olabanji Benjamin Awodumi, Adeolu O. Adewuyi
Resources Policy (2022) Vol. 79, pp. 102963-102963
Closed Access | Times Cited: 14
Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?
Qichang Xie, Jingrui Qin, Jianwei Li
Energy Strategy Reviews (2023) Vol. 49, pp. 101191-101191
Open Access | Times Cited: 8
On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis
Mehmet Balcılar, Ojonugwa Usman, Büşra Ağan
Journal of Economic Surveys (2022) Vol. 38, Iss. 1, pp. 97-136
Closed Access | Times Cited: 13
Early Warning of Systemic Risk in Commodity Markets Based on Transfer Entropy Networks: Evidence from China
Yiran Zhao, Xiangyun Gao, Hongyu Wei, et al.
Entropy (2024) Vol. 26, Iss. 7, pp. 549-549
Open Access | Times Cited: 2
Metal prices made in China? A network analysis of industrial metal futures
Pierre L. Siklos, Martin Stefan, Claudia Wellenreuther
Journal of Futures Markets (2020) Vol. 40, Iss. 9, pp. 1354-1374
Open Access | Times Cited: 19
Page 1 - Next Page

Scroll to top