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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:

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

Showing 1-25 of 58 citing articles:

How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices
Renata Karkowska, Szczepan Urjasz
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101768-101768
Open Access | Times Cited: 68
The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles
Zinan Hu, Sumuya Borjigin
The North American Journal of Economics and Finance (2024) Vol. 71, pp. 102114-102114
Closed Access | Times Cited: 25
Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions
Xiong Wang, Jingyao Li, Xiaohang Ren, et al.
Energy Economics (2022) Vol. 117, pp. 106475-106475
Closed Access | Times Cited: 66
Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach
Yufeng Chen, Chuwen Wang, Zhitao Zhu
Energy Economics (2022) Vol. 114, pp. 106288-106288
Closed Access | Times Cited: 39
Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond
Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo
International Review of Financial Analysis (2022) Vol. 81, pp. 102125-102125
Open Access | Times Cited: 37
Is gold a safe haven for the U.S. dollar during extreme conditions?
Asil Azimli
International Economics (2024) Vol. 177, pp. 100478-100478
Closed Access | Times Cited: 10
Analyzing fossil fuel commodities' return spillovers during the Russia and Ukraine crisis in the energy market
Umar Nawaz Kayani, Amir Hasnaoui, Maaz Khan, et al.
Energy Economics (2024) Vol. 135, pp. 107651-107651
Closed Access | Times Cited: 10
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: 50
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
Impact of Covid 19 on Oil Prices, Gold Prices and Indian Stock Market
Binu Joseph
(2023), pp. 265-272
Closed Access | Times Cited: 18
Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods
Muhammad Niaz Khan
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 5
The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets
Qichang Xie, Y. Bi, Yanpeng Qi, et al.
Energy Economics (2025), pp. 108292-108292
Closed Access
Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis
Riadh Aloui, Sami Ben Jabeur, Salma Mefteh‐Wali
Research in International Business and Finance (2022) Vol. 62, pp. 101709-101709
Open Access | Times Cited: 25
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
Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases
Nadia Arfaoui, Imran Yousaf, Francisco Jareño
Economic Analysis and Policy (2022) Vol. 77, pp. 617-634
Open Access | Times Cited: 22
Analyzing spillover effects of selected cryptocurrencies on gold and brent crude oil under COVID-19 pandemic: Evidence from GJR-GARCH and EVT copula methods
Parinaz Karimi, Majid Mirzaee Ghazani, Seyed Babak Ebrahimi
Resources Policy (2023) Vol. 85, pp. 103887-103887
Closed Access | Times Cited: 14
Dynamic interactions between oil prices and renewable energy production in Italy amid the COVID-19 pandemic: wavelet and machine learning analyses
Cosimo Magazzino, Tulia Gattone, Lorenzo Giolli
Energy Ecology and Environment (2024)
Open Access | Times Cited: 4
Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold
Ana Alzate-Ortega, Natalia Garzón, Jesús Molina‐Muñoz
Energies (2024) Vol. 17, Iss. 2, pp. 378-378
Open Access | Times Cited: 3
A Pandemic's grip: Volatility spillovers in Asia-Pacific equity markets during the onset of Covid-19
Kinan Salim, Mustafa Disli, Ruslan Nagayev, et al.
Borsa Istanbul Review (2024) Vol. 24, Iss. 5, pp. 898-907
Open Access | Times Cited: 3
Volatility spillovers among G7, E7 stock markets and cryptocurrencies
Berna Aydoğan, Gülin Vardar, Caner Taçoğlu
Journal of Economic and Administrative Sciences (2022) Vol. 40, Iss. 2, pp. 364-387
Closed Access | Times Cited: 16
Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach
Javier Sànchez García, Salvador Cruz Rambaud
Journal of Economics and Finance (2023) Vol. 47, Iss. 4, pp. 1018-1040
Open Access | Times Cited: 8
Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio
حسن حیدری, Muhammad Mahdi Rashidi, Hamid Reza Tavakkoli, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 94, pp. 37-57
Closed Access | Times Cited: 8
Interconnected Markets: Unveiling Volatility Spillovers in Commodities and Energy Markets through BEKK-GARCH Modelling
Tetiana Paientko, Stanley Amakude
Analytics (2024) Vol. 3, Iss. 2, pp. 194-220
Open Access | Times Cited: 2
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods
Ameet Kumar Banerjee, Ahmet Şensoy, John W. Goodell
International Review of Economics & Finance (2024), pp. 103740-103740
Closed 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
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