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:

Cross hedging with stock index futures
Ahmad Danial Zainudin, Azhar Mohamad
The Quarterly Review of Economics and Finance (2021) Vol. 82, pp. 128-144
Open Access | Times Cited: 14

Showing 14 citing articles:

Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis
Walid Mensi, Abdel Razzaq Al Rababa’a, Mohammad Alomari, et al.
Resources Policy (2022) Vol. 79, pp. 102976-102976
Closed Access | Times Cited: 29

Frequency connectedness and spillovers among oil and Islamic sector stock markets: Portfolio hedging implications
Walid Mensi, Sami Al Kharusi, Xuan Vinh Vo, et al.
Borsa Istanbul Review (2022) Vol. 22, Iss. 6, pp. 1098-1117
Open Access | Times Cited: 25

The degree of Asian-European markets connectedness: examining the impact of global disorders using a spectral analysis
Dimitrios Dimitriou, Eleftherios Goulas, Christos Kallandranis, et al.
Journal of Asia Business Studies (2024) Vol. 18, Iss. 3, pp. 850-862
Closed Access | Times Cited: 2

Navigating through pandemics: a bibliometric analysis of research trends in Islamic finance and Islamic banking
Azhar Mohamad
Journal of Islamic accounting and business research (2024)
Closed Access | Times Cited: 1

Do the advantages of offshore exchanges enhance hedging effectiveness? - evidence from Japanese and Indian dual-listed index futures
Sivakumar Sundararajan, Senthil Arasu Balasubramanian
Applied Economics (2024), pp. 1-18
Closed Access

Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States
Chia‐Hsien Tang, Yen‐Hsien Lee, Hung‐Chun Liu, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 7, pp. 1277-1292
Closed Access

Tick Size, Market Quality, and Cross-Asset Arbitrage in the Commodity Futures Market
Lu Zhao, Sihua Fu, Caihong Xu
SSRN Electronic Journal (2024)
Closed Access

Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods
Hamdan Bukenya Ntare, John Weirstrass Muteba Mwamba, Franck Adékambi
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access

Addressing Volatility in the UK Stock Market: Problems and Solutions
Zixu Wang
Highlights in Business Economics and Management (2024) Vol. 39, pp. 482-486
Open Access

Improving the Efficiency of Hedge Trading Using Higher-Order Standardized Weather Derivatives for Wind Power
Takuji Matsumoto, Yuji Yamada
Energies (2023) Vol. 16, Iss. 7, pp. 3112-3112
Open Access | Times Cited: 1

Is cross-hedging an effective strategy in equity futures market?
Nithin Jose, Babu Jose, James Varghese
Finance research letters (2022) Vol. 50, pp. 103253-103253
Closed Access | Times Cited: 2

Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index
Pablo Urtubia, Alfonso Novales, Andrés Mora‐Valencia
Mathematics (2021) Vol. 9, Iss. 21, pp. 2736-2736
Open Access | Times Cited: 1

Time-Varying Structure of the Optimal Hedge Ratio for Emerging Markets
Metin Teti̇k, Ercan Özen
Scientific Annals of Economics and Business (2022) Vol. 69, Iss. 4, pp. 521-537
Open Access

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