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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:

Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US
Xiafei Li, Bo Li, Guiwu Wei, et al.
Resources Policy (2021) Vol. 73, pp. 102166-102166
Open Access | Times Cited: 78

Showing 1-25 of 78 citing articles:

Volatility spillovers across NFTs news attention and financial markets
Yizhi Wang
International Review of Financial Analysis (2022) Vol. 83, pp. 102313-102313
Open Access | Times Cited: 120
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: 65
Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis
Chao Liang, John W. Goodell, Xiafei Li
Journal of International Financial Markets Institutions and Money (2024) Vol. 92, pp. 101977-101977
Closed Access | Times Cited: 33
Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?
Yinghua Ren, Anqi Tan, Huiming Zhu, et al.
International Review of Financial Analysis (2022) Vol. 81, pp. 102084-102084
Closed Access | Times Cited: 61
Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model
Yu Wei, Jiahao Zhang, Lan Bai, et al.
Renewable Energy (2022) Vol. 202, pp. 289-309
Closed Access | Times Cited: 61
Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework
Zaghum Umar, Onur Polat, Sun‐Yong Choi, et al.
Pacific-Basin Finance Journal (2022) Vol. 76, pp. 101876-101876
Closed Access | Times Cited: 48
Revisiting the financial market interdependence during COVID-19 times: a study of green bonds, cryptocurrency, commodities and other financial markets
Amar Rao, Mansi Gupta, Gagan Deep Sharma, et al.
International Journal of Managerial Finance (2022) Vol. 18, Iss. 4, pp. 725-755
Closed Access | Times Cited: 46
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: 39
The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective
Yu Wei, Jiahao Zhang, Yongfei Chen, et al.
Energy (2022) Vol. 260, pp. 124949-124949
Closed Access | Times Cited: 38
Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors
Walid Mensi, Mariya Gubareva, Тамара Теплова, et al.
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101919-101919
Closed Access | Times Cited: 26
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
Spillovers from the Russia-Ukraine conflict
Yajie Yang, Longfeng Zhao, Zhu Yipin, et al.
Research in International Business and Finance (2023) Vol. 66, pp. 102006-102006
Closed Access | Times Cited: 21
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Yu Wei, Zhuo Wang, Dongxin Li, et al.
Finance research letters (2021) Vol. 47, pp. 102648-102648
Closed Access | Times Cited: 43
Assessment of sustainable green financial environment: the underlying structure of monetary seismic aftershocks of the COVID-19 pandemic
Weiqiong Fu, Kashif Abbass, Abdul Aziz Khan Niazi, et al.
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 22, pp. 61496-61510
Open Access | Times Cited: 36
Normal and extreme interactions among nonferrous metal futures: A new quantile-frequency connectedness approach
Yu Wei, Lan Bai, Xiafei Li
Finance research letters (2022) Vol. 47, pp. 102855-102855
Closed Access | Times Cited: 30
COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets
Yanshuang Li, Yujie Shi, Yongdong Shi, et al.
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102004-102004
Open Access | Times Cited: 20
Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Yu Wei, Yizhi Wang, Samuel A. Vigne, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101821-101821
Open Access | Times Cited: 20
Fintech advancements for financial resilience: Analysing exchange rates and digital currencies during oil and financial risk
Sahar Afshan, Ken Yien Leong, Arsalan Najmi, et al.
Resources Policy (2023) Vol. 88, pp. 104432-104432
Closed Access | Times Cited: 16
How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis
Xiuwen Chen, Yinhong Yao, Lin Wang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102217-102217
Closed Access | Times Cited: 6
Dynamic Returns Connectedness: Portfolio Hedging Implications During the COVID‐19 Pandemic and the Russia–Ukraine War
Ghulame Rubbaniy, Ali Awais Khalid, Konstantinos Syriopoulos, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 10, pp. 1613-1639
Closed Access | Times Cited: 5
Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China
Huai-Long Shi, Huayi Chen
Global Finance Journal (2025), pp. 101079-101079
Closed Access
Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis
Peter Albrecht, Evžen Kočenda, Alexandre Silva de Oliveira, et al.
Research in International Business and Finance (2025), pp. 102781-102781
Closed Access
Time-Varying Market Efficiency: A Focus on Crude Oil and Commodity Dynamics
Young Sung Kim, Do-Hyeon Kim, Dong‐Jun Kim, et al.
Fractal and Fractional (2025) Vol. 9, Iss. 3, pp. 162-162
Open Access
Artificial intelligence and clean/dirty energy markets: tail-based pairwise connectedness and portfolio implications
Bechir Raggad, Elie Bouri
Future Business Journal (2025) Vol. 11, Iss. 1
Open Access
How does Covid-19 affect global equity markets?
Eddie C.M. Hui, Ka Kwan Kevin Chan
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 26
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