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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:

Dependence of stock markets with gold and bonds under bullish and bearish market states
Syed Jawad Hussain Shahzad, Naveed Raza, Muhammad Shahbaz, et al.
Resources Policy (2017) Vol. 52, pp. 308-319
Open Access | Times Cited: 65

Showing 1-25 of 65 citing articles:

Is Bitcoin a better safe-haven investment than gold and commodities?
Syed Jawad Hussain Shahzad, Elie Bouri, David Roubaud, et al.
International Review of Financial Analysis (2019) Vol. 63, pp. 322-330
Closed Access | Times Cited: 590
Optimal hedge ratios for clean energy equities
Wasim Ahmad, Perry Sadorsky, Amit Sharma
Economic Modelling (2018) Vol. 72, pp. 278-295
Closed Access | Times Cited: 191
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Walid Mensi, Imran Yousaf, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101487-101487
Closed Access | Times Cited: 114
How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models
Oluwasegun B. Adekoya, Johnson A. Oliyide, Gabriel O. Oduyemi
Resources Policy (2020) Vol. 70, pp. 101926-101926
Closed Access | Times Cited: 130
The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses
Yonghong Jiang, Cheng Jiang, He Nie, et al.
Energy (2018) Vol. 166, pp. 577-586
Closed Access | Times Cited: 101
Revisiting the valuable roles of commodities for international stock markets
Sajid Ali, Elie Bouri, Robert Czudaj, et al.
Resources Policy (2020) Vol. 66, pp. 101603-101603
Closed Access | Times Cited: 84
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Christian Urom, Ilyes Abid, Khaled Guesmi, et al.
Economic Modelling (2020) Vol. 93, pp. 230-258
Open Access | Times Cited: 81
Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes
Muhammad Yahya, Sajal Ghosh, Kakali Kanjilal, et al.
Energy (2020) Vol. 202, pp. 117777-117777
Open Access | Times Cited: 80
Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets
Shoaib Ali, Imran Yousaf, Zaghum Umar
Review of Behavioral Finance (2022) Vol. 15, Iss. 4, pp. 477-487
Closed Access | Times Cited: 38
Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis
Imran Yousaf, Beljid Makram, Anis Chaibi, et al.
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101764-101764
Closed Access | Times Cited: 38
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods
Salma Tarchella, Rabeh Khalfaoui, Shawkat Hammoudeh
Research in International Business and Finance (2023) Vol. 67, pp. 102125-102125
Closed Access | Times Cited: 32
Risk spillovers and portfolio management between precious metal and BRICS stock markets
Yonghong Jiang, Yuyuan Fu, Ruan Wei-hua
Physica A Statistical Mechanics and its Applications (2019) Vol. 534, pp. 120993-120993
Closed Access | Times Cited: 54
Quantile Granger causality between US stock market indices and precious metal prices
Zouheir Mighri, Hanen Ragoubi, Suleman Sarwar, et al.
Resources Policy (2022) Vol. 76, pp. 102595-102595
Closed Access | Times Cited: 31
Diversification evidence of bitcoin and gold from wavelet analysis
Rubaiyat Ahsan Bhuiyan, Afzol Husain, Ch. Zhang
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 20
Dynamics of Connectedness in Clean Energy Stocks
Fernanda Fuentes, Rodrigo Herrera
Energies (2020) Vol. 13, Iss. 14, pp. 3705-3705
Open Access | Times Cited: 47
Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach
Ling Lin, Kuang Yuan-pei, Jiang Yong, et al.
The North American Journal of Economics and Finance (2019) Vol. 50, pp. 101035-101035
Closed Access | Times Cited: 44
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
Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries
Walid Mensi, Debasish Maitra, Refk Selmi, et al.
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 13
Deep learning systems for forecasting the prices of crude oil and precious metals
Parisa Foroutan, Salim Lahmiri
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 5
Is gold a hedge and safe haven for stock market?
Ke Chen, Meng Wang
Applied Economics Letters (2018) Vol. 26, Iss. 13, pp. 1080-1086
Closed Access | Times Cited: 44
Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach
Naveed Raza, Sajid Ali, Syed Jawad Hussain Shahzad, et al.
Resources Policy (2018) Vol. 57, pp. 10-29
Closed Access | Times Cited: 42
Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria
Adeolu O. Adewuyi, Olabanji Benjamin Awodumi, Temitope Titus Abodunde
Resources Policy (2019) Vol. 61, pp. 348-362
Closed Access | Times Cited: 42
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
Syed Jawad Hussain Shahzad, Elie Bouri, Naveed Raza, et al.
Review of Quantitative Finance and Accounting (2018) Vol. 52, Iss. 3, pp. 901-921
Closed Access | Times Cited: 39
Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management
Mohamed Yousfi, Abderrazak Dhaoui, Houssam Bouzgarrou
Journal of risk and financial management (2021) Vol. 14, Iss. 5, pp. 222-222
Open Access | Times Cited: 29
Dynamic Cross-Market Volatility Spillover Based on MSV Model: Evidence from Bitcoin, Gold, Crude Oil, and Stock Markets
Jing Zhang, Qizhi He
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 28
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