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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:

Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China
Hao Chen, Chao Xu, Yün Peng
Resources Policy (2022) Vol. 78, pp. 102874-102874
Open Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective
Xiao-Li Gong, Zhao Min, Zhuo-Cheng Wu, et al.
Energy Economics (2023) Vol. 121, pp. 106678-106678
Closed Access | Times Cited: 43
Dynamic time-frequency connectedness between European emissions trading system and sustainability markets
Muhammad Tahir Suleman, Mobeen Ur Rehman, Umaid A. Sheikh, et al.
Energy Economics (2023) Vol. 123, pp. 106726-106726
Closed Access | Times Cited: 40
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
The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches
Yonghong Jiang, Zhiming Ao, Bin Mo
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101905-101905
Closed Access | Times Cited: 21
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
International Review of Economics & Finance (2024) Vol. 93, pp. 1176-1197
Closed Access | Times Cited: 9
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: 8
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: 7
OIL PRICE SHOCKS, ECONOMIC POLICY UNCERTAINTY, AND GREEN FINANCE: A CASE OF CHINA
Kai‐Hua Wang, Chi‐Wei Su, Muhammad Umar, et al.
Technological and Economic Development of Economy (2022) Vol. 29, Iss. 2, pp. 500-517
Open Access | Times Cited: 29
Time-frequency connectedness and cross-quantile dependence between carbon emission trading and commodity markets: Evidence from China
Haozhi Qi, Tiantian Wu, Hao Chen, et al.
Resources Policy (2023) Vol. 82, pp. 103418-103418
Closed Access | Times Cited: 19
Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods
Bin Mo, He Nie, Rongjie Zhao
Energy (2023) Vol. 288, pp. 129759-129759
Closed Access | Times Cited: 17
How do carbon markets interact with energy-intensive sectors? Evidence from price connectedness
Yingying Xu, Donald Lien
International Review of Economics & Finance (2025) Vol. 98, pp. 103857-103857
Open Access
Tail risk spillovers between international agricultural commodity and China's financial markets: based on quantile time-frequency perspective
Xianming Huang, Lei Liu, Heng Jiang, et al.
Finance research letters (2025), pp. 107219-107219
Closed Access
Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China
Haozhi Qi, Lijun Ma, Pin Peng, et al.
Resources Policy (2022) Vol. 79, pp. 103094-103094
Closed Access | Times Cited: 22
Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets
Lu Wang, Li Guan, Qian Ding, et al.
Energy Economics (2023) Vol. 126, pp. 106925-106925
Closed Access | Times Cited: 15
How Russian-Ukrainian geopolitical risks affect Chinese commodity and financial markets?
Min Wang, Yuquan Su
Finance research letters (2023) Vol. 56, pp. 104179-104179
Closed Access | Times Cited: 14
The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach
Efe Çağlar Çağlı
Resources Policy (2023) Vol. 86, pp. 104144-104144
Closed Access | Times Cited: 12
Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study
Yanan Chen, Haozhi Qi
Renewable Energy (2024) Vol. 228, pp. 120578-120578
Closed Access | Times Cited: 4
Do green economy stocks matter for the carbon and energy markets? Evidence of connectedness effects and hedging strategies
Yingyue Sun, Yu Wei, Y. Wang
China Finance Review International (2024) Vol. 14, Iss. 4, pp. 666-693
Closed Access | Times Cited: 4
COVID‐19 and tail risk contagion across commodity futures markets
Tongshuai Qiao, Liyan Han
Journal of Futures Markets (2022) Vol. 43, Iss. 2, pp. 242-272
Closed Access | Times Cited: 20
Strategic insights into carbon markets, digital finance and geopolitical risks for advancing green sustainability investments
Emna Mnif, Anis Jarboui, Khaireddine Mouakhar
Management of Environmental Quality An International Journal (2024)
Closed Access | Times Cited: 3
Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets
Shoaib Ali, Muhammad Naveed, Nassar S. Al-Nassar, et al.
Resources Policy (2024) Vol. 96, pp. 105222-105222
Closed Access | Times Cited: 3
COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis
Xingyu Dai, Matthew C. Li, Ling Xiao, et al.
Resources Policy (2022) Vol. 79, pp. 103055-103055
Open Access | Times Cited: 15
Reconceptualizing the interplay between geopolitical index, green financial assets and renewable energy markets: evidence from the machine learning approach
Anis Jarboui, Emna Mnif, Nahed Zghidi, et al.
Arab Gulf Journal of Scientific Research (2024) Vol. 42, Iss. 4, pp. 2001-2027
Open Access | Times Cited: 2
Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic
Xiangyu Chen, Jittima Tongurai
Research in International Business and Finance (2024) Vol. 70, pp. 102391-102391
Closed Access | Times Cited: 2
Multivariate time–frequency interactions of renewable and non-renewable energy markets with macroeconomic factors in India
Soumya Basu, Keiichi N. Ishihara
Energy Systems (2023)
Closed Access | Times Cited: 6
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