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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:

Information transmission and entropy-based network between Chinese stock market and commodity futures market
Hongli Niu, Ziang Hu
Resources Policy (2021) Vol. 74, pp. 102294-102294
Closed Access | Times Cited: 36

Showing 1-25 of 36 citing articles:

Interdependence of clean energy and green markets with cryptocurrencies
Nadia Arfaoui, Muhammad Abubakr Naeem, Sabri Boubaker, et al.
Energy Economics (2023) Vol. 120, pp. 106584-106584
Closed Access | Times Cited: 88
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
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Xiaohang Ren, Yiying Li, Xianming Sun, et al.
Energy Economics (2023) Vol. 126, pp. 107007-107007
Open Access | Times Cited: 26
Extreme connectedness and network across financial assets and commodity futures markets
Oğuzhan Özçelebi, Sang Hoon Kang
The North American Journal of Economics and Finance (2024) Vol. 71, pp. 102099-102099
Closed Access | Times Cited: 10
Tail risk spillover of commodity futures markets
Xiaohang Ren, Shitong Xiao, Wenxin Zhang, et al.
Accounting and Finance (2024)
Closed Access | Times Cited: 8
Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets
Suhui Wang
Journal of commodity markets (2023) Vol. 29, pp. 100312-100312
Closed Access | Times Cited: 21
Causal carbon price interval prediction using lower upper bound estimation combined with asymmetric multi-objective evolutionary algorithm and long short-term memory
Jujie Wang, Maolin He, Weiyi Jiang
Expert Systems with Applications (2023) Vol. 236, pp. 121286-121286
Closed Access | Times Cited: 21
Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak
Geeta Duppati, Younes Ben Zaied, Aviral Kumar Tiwari, et al.
Resources Policy (2023) Vol. 81, pp. 103317-103317
Open Access | Times Cited: 18
Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis
Samuel Kwaku Agyei, Peterson Owusu, Ahmed Bossman, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 24
Quantile connectedness between Chinese stock and commodity futures markets
Mobeen Ur Rehman, Xuan Vinh Vo, Hee-Un Ko, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101810-101810
Closed Access | Times Cited: 23
ICEEMDAN-Based Transfer Entropy between Global Commodity Classes and African Equities
Ahmed Bossman, Samuel Kwaku Agyei
Mathematical Problems in Engineering (2022) Vol. 2022, pp. 1-28
Open Access | Times Cited: 22
Exploring the dynamic connectedness between commodities and African equities
Samuel Kwaku Agyei, Ahmed Bossman
Cogent Economics & Finance (2023) Vol. 11, Iss. 1
Open Access | Times Cited: 13
Prediction of Index Futures Movement Using TimeGAN and 3D-CNN: Empirical Evidence from Korea and the United States
Woojung Kim, Jeon Jiyoung, Sanghoe Kim, et al.
Applied Soft Computing (2025), pp. 112748-112748
Closed Access
China Futures Market and World Container Shipping Economy: An Exploratory Analysis Based on Deep Learning
Zhenqing Su, Jiankun Li, Qiwei Pang, et al.
Research in International Business and Finance (2025), pp. 102870-102870
Closed Access
Wavelet Entropy for Efficiency Assessment of Price, Return, and Volatility of Brent and WTI During Extreme Events
Salim Lahmiri
Commodities (2025) Vol. 4, Iss. 2, pp. 4-4
Open Access
Dependence Analysis of Indian Energy Sector Using Regular Vine Copula and Information Transfer Entropy
Pankaj Kumar, Vivek Vijay
Lecture notes in computer science (2025), pp. 174-185
Closed Access
Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis
Ahmed Bossman, Samuel Kwaku Agyei
Resources Policy (2022) Vol. 79, pp. 103039-103039
Closed Access | Times Cited: 20
Extreme Connectedness Across Chinese Stock and Commodity Futures Markets
Walid Mensi, Farzaneh Ahmadian-Yazdi, Sami Al Kharusi, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102299-102299
Closed Access | Times Cited: 4
Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis
Mohammed Armah, Ahmed Bossman, Godfred Amewu
Heliyon (2023) Vol. 9, Iss. 3, pp. e13899-e13899
Open Access | Times Cited: 10
Information flow dynamics between geopolitical risk and major asset returns
Zaghum Umar, Ahmed Bossman, Sun‐Yong Choi, et al.
PLoS ONE (2023) Vol. 18, Iss. 4, pp. e0284811-e0284811
Open Access | Times Cited: 8
Information flow between BRVM and ESG stock returns: A frequency-dependent analysis
Collins Baffour Kyei, George Oppong Appiagyei Ampong, Peterson Owusu, et al.
Research in Globalization (2024) Vol. 8, pp. 100192-100192
Open Access | Times Cited: 2
Early Warning of Systemic Risk in Commodity Markets Based on Transfer Entropy Networks: Evidence from China
Yiran Zhao, Xiangyun Gao, Hongyu Wei, et al.
Entropy (2024) Vol. 26, Iss. 7, pp. 549-549
Open Access | Times Cited: 2
Modeling Covid-19 contagious effect between asset markets and commodity futures in India
Rajat Kumar Soni, Tanuj Nandan
Resources Policy (2022) Vol. 79, pp. 103061-103061
Closed Access | Times Cited: 12
Retail investor attention and stock market behavior in Russia-Ukraine conflict based on Chinese practices: Evidence from transfer entropy causal network
Xiu Jin, Qiuyang Xue
Finance research letters (2023) Vol. 58, pp. 104457-104457
Closed Access | Times Cited: 5
Dynamic multiscale analysis of causality among mining stock prices
Xiaoxuan Wang, Xiangyun Gao, Tao Wu, et al.
Resources Policy (2022) Vol. 77, pp. 102708-102708
Closed Access | Times Cited: 8
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