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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:

Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects
Zhenhua Liu, Hui-Kuan Tseng, Jy S. Wu, et al.
Resources Policy (2020) Vol. 66, pp. 101637-101637
Closed Access | Times Cited: 96

Showing 1-25 of 96 citing articles:

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
Spillovers in higher moments and jumps across US stock and strategic commodity markets
Elie Bouri, Xiaojie Lei, Naji Jalkh, et al.
Resources Policy (2021) Vol. 72, pp. 102060-102060
Closed Access | Times Cited: 128
Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic
Nikolaos Antonakakis, Juncal Cuñado, George Filis, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 114-123
Open Access | Times Cited: 101
Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices
Provash Kumer Sarker, Elie Bouri, Chi Keung Lau Marco
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 6, pp. 15797-15807
Closed Access | Times Cited: 88
Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model
Shabir Mohsin Hashmi, Bisharat Hussain Chang, Liang‐Fang Huang, et al.
Resources Policy (2022) Vol. 75, pp. 102543-102543
Closed Access | Times Cited: 72
Connectedness of energy markets around the world during the COVID-19 pandemic
Erdinç Akyıldırım, Oğuzhan Çepni, Péter Molnár, et al.
Energy Economics (2022) Vol. 109, pp. 105900-105900
Open Access | Times Cited: 70
The spillover effect between Chinese crude oil futures market and Chinese green energy stock market
Jingpeng Li, Muhammad Umar, Jiale Huo
Energy Economics (2023) Vol. 119, pp. 106568-106568
Closed Access | Times Cited: 70
Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach
Zhenhua Liu, Xunpeng Shi, Pengxiang Zhai, et al.
Resources Policy (2021) Vol. 74, pp. 102381-102381
Closed Access | Times Cited: 88
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
Bana Abuzayed, Nedal Al‐Fayoumi
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101476-101476
Closed Access | Times Cited: 81
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Sang Hoon Kang, José Arreola Hernández, Perry Sadorsky, et al.
Energy Economics (2021) Vol. 99, pp. 105278-105278
Closed Access | Times Cited: 78
Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management
Linh Pham, Hung Xuan
Energy Economics (2022) Vol. 112, pp. 106106-106106
Closed Access | Times Cited: 67
Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic
Mohammed Elgammal, Walid M.A. Ahmed, Abdullah Alshami
Resources Policy (2021) Vol. 74, pp. 102334-102334
Open Access | Times Cited: 58
Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes
Xu Zhang, Xian Yang, Qizhi He
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101766-101766
Closed Access | Times Cited: 41
Connectedness in implied higher-order moments of precious metals and energy markets
Elie Bouri, Xiaojie Lei, Yahua Xu, et al.
Energy (2022) Vol. 263, pp. 125588-125588
Closed Access | Times Cited: 40
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Ramzi Nekhili, Elie Bouri
Energy Economics (2023) Vol. 119, pp. 106596-106596
Closed Access | Times Cited: 32
Novel evidence from APEC countries on stock market integration and volatility spillover: A Diebold and Yilmaz approach
Shubham Kakran, Arpit Sidhu, Parminder Kaur, et al.
Cogent Economics & Finance (2023) Vol. 11, Iss. 2
Open Access | Times Cited: 31
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Mabruk Billah, Amine Ben Amar, Faruk Balli
Pacific-Basin Finance Journal (2023) Vol. 77, pp. 101936-101936
Closed Access | Times Cited: 24
Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach
Xu Zhang, Xian Yang, Jianping Li, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 6, pp. 705-733
Closed Access | Times Cited: 23
Network connectedness between China's crude oil futures and sector stock indices
Zixin Wang, Liu Bing-yue, Ying Fan
Energy Economics (2023) Vol. 125, pp. 106848-106848
Closed Access | Times Cited: 22
Impact of Climate Policy Uncertainty (CPU) and global Energy Uncertainty (EU) news on U.S. sectors: The moderating role of CPU on the EU and U.S. sectoral stock nexus
Umar Nawaz Kayani, Umaid A. Sheikh, Rabeh Khalfaoui, et al.
Journal of Environmental Management (2024) Vol. 366, pp. 121654-121654
Closed Access | Times Cited: 11
New roles for energy and financial markets in spillover connections: context under COVID-19 and the Russia–Ukraine conflict
Xiaozhu Guo, Xinjie Lu, Shaobo Mu, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102403-102403
Closed Access | Times Cited: 8
Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries
Danyan Wen, Li Liu, Chaoqun Ma, et al.
Energy (2020) Vol. 212, pp. 118740-118740
Closed Access | Times Cited: 62
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
Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices
Cao Yan, Sheng Cheng
Resources Policy (2021) Vol. 74, pp. 102364-102364
Open Access | Times Cited: 43
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Walid Mensi, Shawkat Hammoudeh, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 75, pp. 101457-101457
Closed Access | Times Cited: 43
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