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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:

Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries
Huiming Zhu, Shuang Li, Zishan Huang
The Quarterly Review of Economics and Finance (2023) Vol. 90, pp. 1-30
Closed Access | Times Cited: 19

Showing 19 citing articles:

Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic
Mohammed Armah, Godfred Amewu
The Journal of Economic Asymmetries (2024) Vol. 29, pp. e00352-e00352
Closed Access | Times Cited: 6
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis
Yan Zhang, Yushi Xu, Xintong Zhu, et al.
Journal of commodity markets (2024) Vol. 34, pp. 100392-100392
Closed Access | Times Cited: 6
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
Impact of oil price, economic globalization, and inflation on economic output: Evidence from Latin American oil-producing countries using the quantile-on-quantile approach
Brayan Tillaguango, Mohammad Razib Hossain, Lizeth Cuesta, et al.
Energy (2024) Vol. 302, pp. 131786-131786
Closed Access | Times Cited: 6
Decoding Exchange Rate in Emerging Economy: Financial and Energy Dynamics
Saif Ullah, Haitham Nobanee
Heliyon (2025) Vol. 11, Iss. 2, pp. e41995-e41995
Open Access
Extreme time–frequency connectedness between oil shocks and sectoral markets in the United States
Oğuzhan Özçelebi, José Pérez-Montiel, Sang Hoon Kang
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries?
Jin Shang, Shigeyuki Hamori
Resources Policy (2025) Vol. 102, pp. 105518-105518
Closed Access
Market Downturns and Asymmetric Tail Risk Transmission Speed in the US: Evaluating Macroeconomic Policy Effectiveness during and after the COVID-19 Pandemic
Zinan Hu, Sumuya Borjigin
The Quarterly Review of Economics and Finance (2025), pp. 101993-101993
Closed Access
From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations
Ilyes Abid, Ramzi Benkraiem, Héla Mzoughi, et al.
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101948-101948
Open Access | Times Cited: 4
Fintech's impact on conventional and Islamic sustainable equities: Short- and long-term contributions of the digital financial ecosystem
حسن حیدری, Sami Ben Jabeur, Seyedeh Sana Hosseini, et al.
Global Finance Journal (2024) Vol. 62, pp. 101022-101022
Closed Access | Times Cited: 3
Frequency domain causality and quantile connectedness between investor sentiment and cryptocurrency returns
Huiming Zhu, Zhanming Xing, Yinghua Ren, et al.
International Review of Economics & Finance (2023) Vol. 88, pp. 1035-1051
Closed Access | Times Cited: 4
Return and volatility connectedness among carbon and energy markets based on time- and frequency-domain approaches
You Wu, Wenting Ren, Xiong Yang, et al.
Frontiers in Environmental Science (2024) Vol. 11
Open Access | Times Cited: 1
Time-frequency Co-movement and Cross-quantile Connectedness of Exchange Rates: Evidence from ASEAN+3 Countries
Huiming Zhu, Xi Deng, Yinghua Ren, et al.
The Quarterly Review of Economics and Finance (2024) Vol. 98, pp. 101920-101920
Closed Access | Times Cited: 1
The response of oil-importing and oil-exporting countries’ macroeconomic aggregates to crude oil price shocks: some international evidence
Jin Shang, Shigeyuki Hamori
Eurasian economic review (2024)
Closed Access | Times Cited: 1
A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war
Marta Małecka, Radosław Pietrzyk
Quality & Quantity (2024) Vol. 58, Iss. 5, pp. 4533-4567
Closed Access
Analysis of exchange rates in the economic uncertainty era
Tiara Salim, Aris Soelistyo
Optimum Jurnal Ekonomi dan Pembangunan (2024) Vol. 14, Iss. 1, pp. 82-94
Open Access
Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries
Huiming Zhu, Tian Zeng, Wang Xing-hui, et al.
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102259-102259
Closed Access
The asymmetric effects of oil prices on the exchange rate in BRICS: evidence from an advanced quantile approach
Xiaoying Zhou, Yaqi Wu, Xiaomei Zhu, et al.
Applied Economics Letters (2024), pp. 1-8
Closed Access
Causality of ruble devaluation
Valerii V. SMIRNOV
Finance and Credit (2023) Vol. 29, Iss. 12, pp. 2795-2812
Closed Access
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