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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:

Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices
Muhammad Abubakr Naeem, Mudassar Hasan, Muhammad Arif, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 553, pp. 124235-124235
Closed Access | Times Cited: 73

Showing 1-25 of 73 citing articles:

Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds
Thi Thu Ha Nguyen, Muhammad Abubakr Naeem, Faruk Balli, et al.
Finance research letters (2020) Vol. 40, pp. 101739-101739
Closed Access | Times Cited: 356
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Walid Mensi, Abdel Razzaq Al Rababa’a, Xuan Vinh Vo, et al.
Energy Economics (2021) Vol. 98, pp. 105262-105262
Closed Access | Times Cited: 183
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Zhifeng Dai, Haoyang Zhu, Xinhua Zhang
Energy Economics (2022) Vol. 109, pp. 105959-105959
Closed Access | Times Cited: 134
The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning
Sami Ben Jabeur, Rabeh Khalfaoui, Wissal Ben Arfi
Journal of Environmental Management (2021) Vol. 298, pp. 113511-113511
Open Access | Times Cited: 109
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
Oil shocks and BRIC markets: Evidence from extreme quantile approach
Muhammad Abubakr Naeem, Linh Pham, Arunachalam Senthilkumar, et al.
Energy Economics (2022) Vol. 108, pp. 105932-105932
Closed Access | Times Cited: 105
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Zhifeng Dai, Haoyang Zhu
Energy Economics (2022) Vol. 108, pp. 105883-105883
Closed Access | Times Cited: 98
Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets
Muhammad Abubakr Naeem, Sitara Karim, Gazi Salah Uddin, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102283-102283
Open Access | Times Cited: 79
Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions
Ahmed Bossman, Mariya Gubareva, Тамара Теплова
Finance research letters (2022) Vol. 51, pp. 103440-103440
Open Access | Times Cited: 75
Predicting the changes in the WTI crude oil price dynamics using machine learning models
Hasraddin Guliyev, Eldayag Mustafayev
Resources Policy (2022) Vol. 77, pp. 102664-102664
Closed Access | Times Cited: 68
COVID-19 and the transformation of emerging economies: Financialization, green bonds, and stock market volatility
Yiming Wang, Xun Liu, Muhammad Umair, et al.
Resources Policy (2024) Vol. 92, pp. 104963-104963
Closed Access | Times Cited: 65
Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach
Jionghao Huang, Baifan Chen, Yushi Xu, et al.
Finance research letters (2023) Vol. 53, pp. 103634-103634
Open Access | Times Cited: 45
Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers
Waqas Hanif, Sinda Hadhri, Rim El Khoury
Journal of commodity markets (2024) Vol. 34, pp. 100404-100404
Open Access | Times Cited: 20
Are Cryptos Safe-Haven Assets during Covid-19? Evidence from Wavelet Coherence Analysis
Ghulame Rubbaniy, Ali Awais Khalid, Aristeidis Samitas
Emerging Markets Finance and Trade (2021) Vol. 57, Iss. 6, pp. 1741-1756
Closed Access | Times Cited: 71
COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Economic Analysis and Policy (2022) Vol. 74, pp. 702-715
Open Access | Times Cited: 59
Sustainable banking regulations pre and during coronavirus outbreak: the moderating role of financial stability
Sitara Karim, Muhammad Umair Akhtar, Rubeena Tashfeen, et al.
Economic Research-Ekonomska Istraživanja (2021) Vol. 35, Iss. 1, pp. 3360-3377
Open Access | Times Cited: 57
CLIMATE FINANCE IN THE WAKE OF COVID-19: CONNECTEDNESS OF CLEAN ENERGY WITH CONVENTIONAL ENERGY AND REGIONAL STOCK MARKETS
Sitara Karim, Shabeer Khan, Nawazish Mirza, et al.
Climate Change Economics (2022) Vol. 13, Iss. 03
Closed Access | Times Cited: 51
The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches
Yonghong Jiang, Jieru Wang, Zhiming Ao, et al.
Economic Modelling (2022) Vol. 116, pp. 106038-106038
Closed Access | Times Cited: 43
Time-frequency connectedness among traditional/new energy, green finance, and ESG in pre- and post-Russia-Ukraine war periods
Wei Jiang, Lingfei Dong, Yunfei Chen
Resources Policy (2023) Vol. 83, pp. 103618-103618
Closed Access | Times Cited: 36
Green finance and the socio-politico-economic factors’ impact on the future oil prices: Evidence from machine learning
Muhammad Mohsin, Fouad Jamaani
Resources Policy (2023) Vol. 85, pp. 103780-103780
Closed Access | Times Cited: 31
Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash
Kamel Si Mohammed, Marco Tedeschi, Sabrine Mallek, et al.
Resources Policy (2023) Vol. 85, pp. 103798-103798
Closed Access | Times Cited: 27
Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens
Yang Junhua, Samuel Kwaku Agyei, Ahmed Bossman, et al.
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102030-102030
Open Access | Times Cited: 25
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
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Syed Jawad Hussain Shahzad, Elie Bouri, Mobeen Ur Rehman, et al.
Annals of Operations Research (2021) Vol. 313, Iss. 1, pp. 145-170
Closed Access | Times Cited: 49
On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets
Imlak Shaikh
Resources Policy (2021) Vol. 72, pp. 102025-102025
Open Access | Times Cited: 43
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