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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:

The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasets
Oluwasegun B. Adekoya, Johnson A. Oliyide
Resources Policy (2020) Vol. 69, pp. 101831-101831
Closed Access | Times Cited: 55

Showing 1-25 of 55 citing articles:

How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques
Oluwasegun B. Adekoya, Johnson A. Oliyide
Resources Policy (2020) Vol. 70, pp. 101898-101898
Open Access | Times Cited: 326
Asymmetric spillovers between green bonds and commodities
Muhammad Abubakr Naeem, Oluwasegun B. Adekoya, Johnson A. Oliyide
Journal of Cleaner Production (2021) Vol. 314, pp. 128100-128100
Open Access | Times Cited: 137
The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty
Oluwasegun B. Adekoya, Johnson A. Oliyide, Ambreen Noman
Resources Policy (2021) Vol. 74, pp. 102252-102252
Closed Access | Times Cited: 122
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 73
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
Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications
Muhammad Abubakr Naeem, Mudassar Hasan, Muhammad Arif, et al.
Energy Economics (2021) Vol. 105, pp. 105758-105758
Closed Access | Times Cited: 63
Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks
Oluwasegun B. Adekoya, Johnson A. Oliyide, Owais Saleem, et al.
Technology in Society (2022) Vol. 68, pp. 101925-101925
Closed Access | Times Cited: 38
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
Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension
Johnson A. Oliyide, Oluwasegun B. Adekoya, Muhammad Asif Khan
International Economics (2021) Vol. 167, pp. 136-150
Closed Access | Times Cited: 52
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Emmanuel Joel Aikins Abakah, Aviral Kumar Tiwari, Oluwasegun B. Adekoya, et al.
Technological Forecasting and Social Change (2022) Vol. 186, pp. 122134-122134
Closed Access | Times Cited: 36
Oil shocks and volatility of green investments: GARCH-MIDAS analyses
OlaOluwa S. Yaya, Ahamuefula E. Ogbonna, Xuan Vinh Vo
Resources Policy (2022) Vol. 78, pp. 102789-102789
Open Access | Times Cited: 35
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Nana Kwasi Karikari, et al.
Energy Economics (2022) Vol. 108, pp. 105891-105891
Closed Access | Times Cited: 34
Time‐varying pure contagion effect between energy and nonenergy commodity markets
Xu Gong, Yujing Jin, Chuanwang Sun
Journal of Futures Markets (2022) Vol. 42, Iss. 10, pp. 1960-1986
Closed Access | Times Cited: 31
Green finance and natural resources commodities prices: Evidence from COVID-19 period
Shihui Xiang, Yanyan Cao
Resources Policy (2022) Vol. 80, pp. 103200-103200
Closed Access | Times Cited: 30
Analyzing pure contagion between crude oil and agricultural futures markets
Xu Gong, Yujing Jin, Tangyong Liu
Energy (2023) Vol. 269, pp. 126757-126757
Closed Access | Times Cited: 16
Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period
Asil Azimli
Resources Policy (2022) Vol. 77, pp. 102679-102679
Open Access | Times Cited: 23
Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach
Xuehong Zhu, Zibo Niu, Hongwei Zhang, et al.
Resources Policy (2022) Vol. 79, pp. 103098-103098
Open Access | Times Cited: 22
The impact of oil shocks from different sources on China's clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective
Yaoqi Guo, Fengyuan Shi, Boqiang Lin, et al.
Resources Policy (2023) Vol. 81, pp. 103357-103357
Closed Access | Times Cited: 13
Time varying connectedness between foreign exchange markets and crude oil futures prices
Man Lu, Bisharat Hussain Chang, Asma Salman, et al.
Resources Policy (2023) Vol. 86, pp. 104128-104128
Closed Access | Times Cited: 13
Geopolitical Risks and the Predictability of Green Investments: A GARCH‐Based Mixed Data Sampling Approach
Oluwasegun B. Adekoya, Jamiu Olamilekan Badmus, Mamdouh Abdulaziz Saleh Al‐Faryan
International Journal of Finance & Economics (2025)
Closed Access
Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states
Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo
Resources Policy (2021) Vol. 72, pp. 102132-102132
Closed Access | Times Cited: 29
Dynamic comovement and extreme risk spillovers between international crude oil and China's non-ferrous metal futures market
Tianding Zhang, Song Zeng
Resources Policy (2022) Vol. 80, pp. 103263-103263
Open Access | Times Cited: 20
Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses
Oluwasegun B. Adekoya, Johnson A. Oliyide
Resources Policy (2022) Vol. 76, pp. 102598-102598
Open Access | Times Cited: 19
Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic
Majid Mirzaee Ghazani, Reza Khosravi, Massimiliano Caporin
Resources Policy (2022) Vol. 80, pp. 103157-103157
Closed Access | Times Cited: 19
How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?
Dejan Živkov, Slavica Manić, Marina Gajić‐Glamočlija
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102145-102145
Closed Access | Times Cited: 3
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