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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:

Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold
Xiaoxing Liu, Khurram Shehzad, Emrah Koçak, et al.
Resources Policy (2022) Vol. 79, pp. 102985-102985
Open Access | Times Cited: 20

Showing 20 citing articles:

Asymmetric effects and volatility transmission from metals markets to solar energy stocks: Evidence from DCC, ADCC, and quantile regression approach
Farzan Yahya, Ghulam Abbas, Chien‐Chiang Lee
Resources Policy (2023) Vol. 82, pp. 103501-103501
Closed Access | Times Cited: 28
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: 22
Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets
Yu Lou, Chao Xiao, Yi Lian
PLoS ONE (2024) Vol. 19, Iss. 1, pp. e0296501-e0296501
Open Access | Times Cited: 5
Decoding systemic risks across commodities and emerging market stock markets
Fahmi Ghallabi, Ahmed Ghorbel, Sitara Karim
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Artificial intelligence and clean/dirty energy markets: tail-based pairwise connectedness and portfolio implications
Bechir Raggad, Elie Bouri
Future Business Journal (2025) Vol. 11, Iss. 1
Open Access
An empirical investigation of return spillover and volatility dynamics of Indian sectoral indices
Barkha Dhingra, Mohit Saini, Mohamed Fakhfekh, et al.
Investment Analysts Journal (2024) Vol. 53, Iss. 4, pp. 462-483
Closed Access | Times Cited: 1
Time-Varying Correlations between JSE.JO Stock Market and Its Partners Using Symmetric and Asymmetric Dynamic Conditional Correlation Models
Anas Eisa Abdelkreem Mohammed, Henry Mwambi, Bernard Omolo
Stats (2024) Vol. 7, Iss. 3, pp. 761-776
Open Access | Times Cited: 1
Revisiting the pricing impact of commodity market spillovers on equity markets
Francisco Pinto-Ávalos, Michael Bowe, Stuart Hyde
Journal of commodity markets (2023) Vol. 33, pp. 100369-100369
Open Access | Times Cited: 2
Differential impacts of COVID-19 on Indian sectors: Resilience of pharmaceuticals and automobiles, contrasting with negative effects on IT and real estate - An ARIMA-GARCH analysis
D.K. Bose, Sakthi Srinivasan K.
Multidisciplinary Science Journal (2024) Vol. 6, Iss. 8, pp. 2024140-2024140
Open Access
Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations
Ghazala Aziz, Suleman Sarwar, Qiong Yuan, et al.
Resources Policy (2024) Vol. 92, pp. 104957-104957
Closed Access
Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset
Salim Lahmiri
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access
Time-varying Correlations between JSE.JO Stock Market and its Partners Using Symmetric DCC Models
Anas Eisa Abdelkreem Mohammed, Henry Mwambi, Bernard Omolo
(2024)
Open Access
Quantile connectedness in renewable energy companies and related commodities during Covid-19 outbreak
Bikramaditya Ghosh, Hayfa Kazouz, Ioannis Kostakis, et al.
Environmental Economics and Policy Studies (2024)
Closed Access
Cryptocurrencies: hedging or financialization? behavioral time series analyses
Dony Abdul Chalid, Rangga Handika
Cogent Business & Management (2024) Vol. 11, Iss. 1
Open Access
Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data
OlaOluwa S. Yaya, Derick Quintino, Cristiane Ogino, et al.
SN Business & Economics (2024) Vol. 5, Iss. 1
Closed Access
Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era: New evidence from the VARX-DCC-MEGARCH model
Xiaoxing Liu, Khurram Shehzad
Journal of Applied Economics (2023) Vol. 26, Iss. 1
Open Access | Times Cited: 1
Optimal Trend Labeling in Financial Time Series
Tomislav Kovačević, Andro Merćep, Stjepan Begušić, et al.
IEEE Access (2023) Vol. 11, pp. 83822-83832
Open Access | Times Cited: 1
Influence of the Price of Gold, the Price of Crude Oil, and Exchange Rate to Bitcoin Prices During the Covid-19 Pandemic
Bryan Oskar -, Gracia Shinta S. Ugut
International Journal For Multidisciplinary Research (2023) Vol. 5, Iss. 6
Open Access
The influence of the COVID-19 pandemic on the short- and long-term interactions in the agricultural market: Evidence from a connectedness network approach
Jung‐Bin Su
PLoS ONE (2023) Vol. 18, Iss. 12, pp. e0295294-e0295294
Open Access
An Empirical Analysis of the Correlation of Agricultural Sectors in the Chinese Stock Market Based on the DCC-GARCH Model
Simin Wu, Zahayu Md Yusof, Masnita Misiran
Journal of Mathematical Finance (2023) Vol. 14, Iss. 01, pp. 1-17
Open Access
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