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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:

Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies
Walid Mensi, Muhammad Shafiullah, Xuan Vinh Vo, et al.
Resources Policy (2021) Vol. 71, pp. 102002-102002
Closed Access | Times Cited: 106

Showing 1-25 of 106 citing articles:

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Walid Mensi, Abdel Razzaq Al Rababa’a, Xuan Vinh Vo, et al.
Energy Economics (2021) Vol. 98, pp. 105262-105262
Closed Access | Times Cited: 185
Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management
Walid Mensi, Muhammad Abubakr Naeem, Xuan Vinh Vo, et al.
Economic Analysis and Policy (2021) Vol. 73, pp. 331-344
Closed Access | Times Cited: 113
Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
Mabruk Billah, Sitara Karim, Muhammad Abubakr Naeem, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101680-101680
Closed Access | Times Cited: 99
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Zhifeng Dai, Haoyang Zhu
Energy Economics (2022) Vol. 108, pp. 105883-105883
Closed Access | Times Cited: 98
Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network
Rabeh Khalfaoui, Shawkat Hammoudeh, Mohd Ziaur Rehman
Emerging Markets Review (2023) Vol. 54, pp. 101002-101002
Closed Access | Times Cited: 48
Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors
Mabruk Billah, Ahmed H. Elsayed, Sinda Hadhri
Journal of International Financial Markets Institutions and Money (2023) Vol. 83, pp. 101728-101728
Open Access | Times Cited: 40
Frequency spillovers between oil shocks and stock markets of top oil-producing and -consuming economies
Salem Adel Ziadat, Walid Mensi, Sang Hoon Kang
Energy (2024) Vol. 291, pp. 130239-130239
Closed Access | Times Cited: 20
Asymmetric macroeconomic determinants of CO2 emission in China and policy approaches
Bilal Aslam, Jinsong Hu, Muhammad Tariq Majeed, et al.
Environmental Science and Pollution Research (2021) Vol. 28, Iss. 31, pp. 41923-41936
Closed Access | Times Cited: 75
Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications
Walid Mensi, Khamis Hamed Al‐Yahyaee, Xuan Vinh Vo, et al.
Economic Analysis and Policy (2021) Vol. 71, pp. 397-419
Closed Access | Times Cited: 65
The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?
Wasim Ahmad, José Arreola Hernández, Seema Saini, et al.
Resources Policy (2021) Vol. 72, pp. 102102-102102
Closed Access | Times Cited: 59
Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin
John W. Goodell, Shaen Corbet, Miklesh Prasad Yadav, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102379-102379
Closed Access | Times Cited: 55
Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios
Walid Mensi, Muhammad Shafiullah, Xuan Vinh Vo, et al.
Finance research letters (2022) Vol. 49, pp. 103120-103120
Closed Access | Times Cited: 54
Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Zhifeng Dai, Junxin Zhu, Xinhua Zhang
Energy Economics (2022) Vol. 114, pp. 106226-106226
Closed Access | Times Cited: 53
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test
Seyfettin Erdoğan, Ayfer Gedikli, Emrah İsmail Çevik, et al.
Resources Policy (2022) Vol. 79, pp. 102945-102945
Closed Access | Times Cited: 49
How resilient are Islamic financial markets during the COVID-19 pandemic?
Md. Bokhtiar Hasan, Md. Mamunur Rashid, Muhammad Shafiullah, et al.
Pacific-Basin Finance Journal (2022) Vol. 74, pp. 101817-101817
Closed Access | Times Cited: 45
Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches
Aswini Kumar Mishra, Kshitish Ghate
Resources Policy (2022) Vol. 76, pp. 102572-102572
Closed Access | Times Cited: 44
Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis
Samuel Kwaku Agyei, Peterson Owusu, Ahmed Bossman, et al.
PLoS ONE (2022) Vol. 17, Iss. 7, pp. e0271088-e0271088
Open Access | Times Cited: 44
Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis
Zibing Dong, Yanshuang Li, Zhuang Xin-tian, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101753-101753
Closed Access | Times Cited: 42
Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
Evžen Kočenda, Michala Moravcová
Research in International Business and Finance (2024) Vol. 69, pp. 102274-102274
Open Access | Times Cited: 9
Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis
Mabruk Billah, Sinda Hadhri, Faruk Balli, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 350-371
Open Access | Times Cited: 8
Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis
Walid Mensi, Ramzi Nekhili, Xuan Vinh Vo, et al.
Economic Analysis and Policy (2021) Vol. 71, pp. 73-96
Closed Access | Times Cited: 50
Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain
Ying Chen, Xuehong Zhu, Jinyu Chen
Energy Economics (2022) Vol. 111, pp. 106070-106070
Closed Access | Times Cited: 33
An empirical investigation of market risk, dependence structure, and portfolio management between green bonds and international financial markets
Rimsha Ejaz, Sumaira Ashraf, Arshad Hassan, et al.
Journal of Cleaner Production (2022) Vol. 365, pp. 132666-132666
Closed Access | Times Cited: 33
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
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war
Priti Biswas, Prachi Jain, Debasish Maitra
Journal of commodity markets (2024) Vol. 34, pp. 100387-100387
Closed Access | Times Cited: 7
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