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:

Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies
Oluwasegun B. Adekoya, Ademola B. Akinseye, Nikolaos Antonakakis, et al.
Resources Policy (2022) Vol. 78, pp. 102877-102877
Closed Access | Times Cited: 93

Showing 1-25 of 93 citing articles:

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

Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets
Ruirui Wu, Zhongfeng Qin
Energy (2024) Vol. 292, pp. 130504-130504
Closed Access | Times Cited: 33

Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets
Mustafa Raza Rabbani, Mabruk Billah, Muneer Shaik, et al.
Global Finance Journal (2023) Vol. 58, pp. 100901-100901
Closed Access | Times Cited: 38

Dynamic interlinkages between the crude oil and gold and stock during Russia-Ukraine War: evidence from an extended TVP-VAR analysis
Lê Thanh Hà
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 9, pp. 23110-23123
Open Access | Times Cited: 37

Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications
Mohammad Abdullah, Mohammad Ashraful Ferdous Chowdhury, Zunaidah Sulong
Resources Policy (2023) Vol. 81, pp. 103419-103419
Closed Access | Times Cited: 33

Model-free connectedness measures
David Gabauer, Ioannis Chatziantoniou, Alexis Stenfors
Finance research letters (2023) Vol. 54, pp. 103804-103804
Open Access | Times Cited: 32

Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management
Fumitaka Furuoka, OlaOluwa S. Yaya, Kiew Ling Pui, et al.
Resources Policy (2023) Vol. 81, pp. 103339-103339
Open Access | Times Cited: 26

Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications
Yufei Xia, Zhengxu Shi, Xiaoying Du, et al.
Finance research letters (2023) Vol. 55, pp. 103874-103874
Closed Access | Times Cited: 23

Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach
Aswini Kumar Mishra, Vairam Arunachalam, Dennis Olson, et al.
Resources Policy (2023) Vol. 82, pp. 103490-103490
Closed Access | Times Cited: 22

Quantile and asymmetric return connectedness among BRICS stock markets
Kingstone Nyakurukwa, Yudhvir Seetharam
The Journal of Economic Asymmetries (2023) Vol. 27, pp. e00303-e00303
Closed Access | Times Cited: 22

Risk spillovers across geopolitical risk and global financial markets
Jinlin Zheng, Baoyu Wen, Yaohui Jiang, et al.
Energy Economics (2023) Vol. 127, pp. 107051-107051
Closed Access | Times Cited: 22

Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition
María Caridad Sevillano, Francisco Jareño, Raquel López Garcí­a, et al.
Energy Economics (2024) Vol. 131, pp. 107398-107398
Open Access | Times Cited: 13

The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war
Muneer Shaik, Mustafa Raza Rabbani, Mohd Atif, et al.
PLoS ONE (2024) Vol. 19, Iss. 2, pp. e0286963-e0286963
Open Access | Times Cited: 13

Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R connectedness approach
Hailing Li, Xiaoyun Pei, Yimin Yang, et al.
Energy Economics (2024) Vol. 132, pp. 107475-107475
Closed Access | Times Cited: 10

Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?
Purba Bhattacherjee, Sibanjan Mishra, Elie Bouri
Global Finance Journal (2024) Vol. 61, pp. 100972-100972
Closed Access | Times Cited: 10

ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness
Purba Bhattacherjee, Sibanjan Mishra, Elie Bouri, et al.
International Review of Economics & Finance (2024) Vol. 94, pp. 103375-103375
Closed Access | Times Cited: 9

Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets
Emmanuel Joel Aikins Abakah, Mohammad Abdullah, Aviral Kumar Tiwari, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102273-102273
Closed Access | Times Cited: 7

Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events
Emmanuel Joel Aikins Abakah, Mohammad Abdullah, Boakye Dankwah, et al.
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102126-102126
Closed Access | Times Cited: 7

Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves
Alexis Stenfors, Ioannis Chatziantoniou, David Gabauer
Journal of International Financial Markets Institutions and Money (2022) Vol. 81, pp. 101658-101658
Open Access | Times Cited: 33

Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach
Tam Hoang‐Nhat Dang, Faruk Balli, Hatice Ozer Balli, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 121-139
Open Access | Times Cited: 5

The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers
Xie He, Shigeyuki Hamori
International Review of Financial Analysis (2024) Vol. 95, pp. 103359-103359
Open Access | Times Cited: 5

Deep learning systems for forecasting the prices of crude oil and precious metals
Parisa Foroutan, Salim Lahmiri
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 5

Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Dijia Liao
International Review of Economics & Finance (2024) Vol. 95, pp. 103470-103470
Closed Access | Times Cited: 5

Investor sentiment networks: mapping connectedness in DJIA stocks
Kingstone Nyakurukwa, Yudhvir Seetharam
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access

Asymmetric time-varying interrelatedness between clean energy metal prices and cryptocurrency environmental attention
Shi-Feng Shao, Jinhua Cheng
Applied Economics Letters (2025), pp. 1-6
Closed Access

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