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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:

Multifractal analysis of the WTI crude oil market, US stock market and EPU
Can-Zhong Yao, Cheng Liu, Weijia Ju
Physica A Statistical Mechanics and its Applications (2020) Vol. 550, pp. 124096-124096
Closed Access | Times Cited: 60

Showing 1-25 of 60 citing articles:

Effect of economic policy uncertainty on CO2 with the discrimination of renewable and non renewable energy consumption
Alper Aslan, İlhan Öztürk, Usama Al‐mulali, et al.
Energy (2024) Vol. 291, pp. 130382-130382
Closed Access | Times Cited: 37
Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis
Di Yuan, Sufang Li, Rong Li, et al.
Energy Economics (2022) Vol. 110, pp. 105972-105972
Closed Access | Times Cited: 60
Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war
Oluwasegun B. Adekoya, حسن حیدری, Johnson A. Oliyide, et al.
Resources Policy (2022) Vol. 80, pp. 103134-103134
Closed Access | Times Cited: 58
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
Asymmetric efficiency in petroleum markets before and during COVID-19
Muhammad Abubakr Naeem, Saqib Farid, Imran Yousaf, et al.
Resources Policy (2023) Vol. 86, pp. 104194-104194
Closed Access | Times Cited: 35
Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI
Indranil Ghosh, Esteban Alfaro, Matías Gámez, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102558-102558
Open Access | Times Cited: 33
Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model
Dongxin Li, Li Zhang, Lihong Li
International Review of Financial Analysis (2023) Vol. 88, pp. 102708-102708
Closed Access | Times Cited: 25
Asymmetric multifractality, comparative efficiency analysis of green finance markets: A dynamic study by index-based model
Xiaoyang Zhuang, Wei Dan
Physica A Statistical Mechanics and its Applications (2022) Vol. 604, pp. 127949-127949
Closed Access | Times Cited: 35
Cross-correlations between price and volume in China's crude oil futures market: A study based on multifractal approaches
Shuchang Zhang, Yaoqi Guo, Hui Cheng, et al.
Chaos Solitons & Fractals (2021) Vol. 144, pp. 110642-110642
Closed Access | Times Cited: 33
Interplay multifractal dynamics among metal commodities and US-EPU
LEONARDO H. S. FERNANDES, JOSÉ W. L. SILVA, Fernando Henrique Antunes de Araujo, et al.
Physica A Statistical Mechanics and its Applications (2022) Vol. 606, pp. 128126-128126
Closed Access | Times Cited: 23
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Petros Golitsis, Pavlos Gkasis, Sotirios K. Bellos
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101785-101785
Closed Access | Times Cited: 22
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
New Oil Price Crisis, and Health Costs: Impact on the OECD Economy: Insights From a Novel IV‐Quantile–Quantile Analysis
Hammed Oluwaseyi Musibau
Sustainable Development (2025)
Open Access
Multifractal Detrended Cross‐Correlation Patterns in the Dynamics of the Global Energy and Green Investment Markets: Insights From Pre‐COVID‐19 and Pandemic Experiences
حسن حیدری, Oluwasegun B. Adekoya, Johnson A. Oliyide, et al.
International Journal of Finance & Economics (2025)
Closed Access
Analysis of Self-Similarity in Short and Long Movements of Crude Oil Prices by Combination of Stationary Wavelet Transform and Range-Scale Analysis: Effects of the COVID-19 Pandemic and Russia-Ukraine War
Salim Lahmiri
Fractal and Fractional (2025) Vol. 9, Iss. 3, pp. 176-176
Open Access
Effective Transfer Entropy Approach to Information Flow Among EPU, Investor Sentiment and Stock Market
Can-Zhong Yao, Hongyu Li
Frontiers in Physics (2020) Vol. 8
Open Access | Times Cited: 34
A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis
Can-Zhong Yao, Yi-Na Mo, Zekun Zhang
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101520-101520
Closed Access | Times Cited: 27
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
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
How does economic policy uncertainty respond to the global oil price fluctuations? Evidence from BRICS countries
Yilei Wang, Sheng Cheng, Cao Yan
Resources Policy (2022) Vol. 79, pp. 103025-103025
Closed Access | Times Cited: 17
Nonlinear analysis of economic policy uncertainty: Based on the data in China, the US and the global
Rongbao Gu, Shengnan Liu
Physica A Statistical Mechanics and its Applications (2022) Vol. 593, pp. 126897-126897
Closed Access | Times Cited: 16
Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101832-101832
Closed Access | Times Cited: 14
Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty
Faheem Aslam, Paulo Ferreira, Haider Ali, et al.
Economies (2023) Vol. 11, Iss. 1, pp. 16-16
Open Access | Times Cited: 8
Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis
Zeyi Fu, Hongli Niu, Weiqing Wang
Computational Economics (2022) Vol. 62, Iss. 3, pp. 1287-1311
Open Access | Times Cited: 12
Asymmetric Multifractal Cross-Correlations Between Economic Policy Uncertainty and Agricultural Futures Prices
You-Shuai Feng, Yang Li, Baoming Cao
Fluctuation and Noise Letters (2022) Vol. 21, Iss. 04
Closed Access | Times Cited: 11
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