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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:

Asymmetric volatility spillovers and dynamic correlations between crude oil price, exchange rate and gold price in BRICS
Yufeng Chen, Jing Xu, May Hu
Resources Policy (2022) Vol. 78, pp. 102857-102857
Closed Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China
Wan‐Lin Yan, Adrian Cheung
Finance research letters (2022) Vol. 53, pp. 103400-103400
Closed Access | Times Cited: 74
Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach
Yufeng Chen, Jing Xu, Jiafeng Miao
Resources Policy (2023) Vol. 81, pp. 103296-103296
Closed Access | Times Cited: 42
Symmetric and asymmetric effects of gold, and oil price on environment: The role of clean energy in China
Foday Joof, Ahmed Samour, Mumtaz Ali, et al.
Resources Policy (2023) Vol. 81, pp. 103443-103443
Closed Access | Times Cited: 33
Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters
Yufeng Chen, Zulkifr Abdallah Msofe, Chuwen Wang
Resources Policy (2024) Vol. 90, pp. 104849-104849
Closed Access | Times Cited: 10
Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe
Yihang Zhao, Zhenxi Zhou, Kaiwen Zhang, et al.
Energy (2022) Vol. 263, pp. 126107-126107
Closed Access | Times Cited: 36
Does geopolitical risk matter in carbon and crude oil markets from a multi-timescale perspective?
Xuejiao Ma, Ting Yu, Qi–Chuan Jiang
Journal of Environmental Management (2023) Vol. 346, pp. 119021-119021
Closed Access | Times Cited: 21
Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries
Huiming Zhu, Shuang Li, Zishan Huang
The Quarterly Review of Economics and Finance (2023) Vol. 90, pp. 1-30
Closed Access | Times Cited: 19
Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies
Sheng Cheng, MingJie Deng, Ruibin Liang, et al.
Resources Policy (2023) Vol. 82, pp. 103579-103579
Closed Access | Times Cited: 16
Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Xinlei Hao, Yong Ma, Dongtao Pan
Journal of Multinational Financial Management (2024) Vol. 73, pp. 100843-100843
Closed Access | Times Cited: 7
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU
Jin Shang, Shigeyuki Hamori
Energy Economics (2024) Vol. 132, pp. 107473-107473
Closed Access | Times Cited: 6
Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries
Zhipeng He, Shuguang Zhang
Finance research letters (2024) Vol. 62, pp. 105267-105267
Closed Access | Times Cited: 6
The power of mineral: Shock of the global supply chain from resource nationalism
Shiquan Dou, Yongguang Zhu, Jiangyi Liu, et al.
World Development (2024) Vol. 184, pp. 106758-106758
Closed Access | Times Cited: 6
Modeling the Relation between the Price of Oil and the Value of the U.S. Dollar: The Frequency of Observations Matters
Jaime Márquez, Kui Ren
IntechOpen eBooks (2025)
Closed Access
Navigating financial interconnectivity: analyzing oil, exchange rates and US market influences on Asia-Pacific equities using the time-varying parameter vector autoregressive connectedness approach
S. M. N. N. Sarathkumara, S. M. R. K. Samarakoon, Rudra P. Pradhan
Journal of Economic Studies (2025)
Closed Access
Exploring the interconnectedness of China's new energy and stock markets: A study on volatility spillovers and dynamic correlations
Guangchen Li, Zhiyang Shen, Malin Song, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 471-484
Closed Access | Times Cited: 11
The historical transition of return transmission, volatility spillovers, and dynamic conditional correlations: A fresh perspective and new evidence from the US, UK, and Japanese stock markets
Chikashi Tsuji
Quantitative Finance and Economics (2024) Vol. 8, Iss. 2, pp. 410-436
Open Access | Times Cited: 3
Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective
Pawan Kumar, Vipul Kumar Singh
Energy Economics (2022) Vol. 116, pp. 106384-106384
Closed Access | Times Cited: 15
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 2
Exploring the Spillover Effects of Tail Risk Fluctuations in the RMB Exchange Rate—The Time-Frequency and Quantile Connectivity Perspective
Zhigang Huang, Weilan Zhang
Research in International Business and Finance (2024) Vol. 72, pp. 102534-102534
Closed Access | Times Cited: 2
Nonlinear effects of climate risks on climate-sensitive sectors
Wenqiang Zhu, Shouwei Li
Economic Change and Restructuring (2024) Vol. 57, Iss. 5
Closed Access | Times Cited: 2
Time-varying connectedness and causality between oil prices and G7 economies exchange rates. Evidence from the COVID-19 and Russia-Ukraine crises
Ngô Thái Hưng
Studies in Economics and Finance (2023) Vol. 40, Iss. 5, pp. 814-838
Closed Access | Times Cited: 5
A novel prediction model to evaluate the dynamic interrelationship between gold and crude oil
Sarth Pandit, Xiaojun Luo
International Journal of Data Science and Analytics (2024)
Open Access | Times Cited: 1
Do oil prices predict the exchange rate in Algeria? Time, frequency, and time‐varying Granger causality analysis
Hicham Ayad, Ousama Ben‐Salha, Miloud Ouafi
Economic Change and Restructuring (2023) Vol. 56, Iss. 5, pp. 3545-3566
Closed Access | Times Cited: 4
Impact of Oil and Gold Prices on Southeast Asian Stock Markets: Empirical Evidence from Quantile Regression Analysis
Parichat Sinlapates, Surachai Chancharat
ABAC Journal (2024) Vol. 44, Iss. 2
Open Access | Times Cited: 1
Asymmetric Information Flow between Exchange Rate, Oil, and Gold: New Evidence from Transfer Entropy Approach
Moinak Maiti, Parthajit Kayal
Journal of risk and financial management (2022) Vol. 16, Iss. 1, pp. 2-2
Open Access | Times Cited: 6
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