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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 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

Showing 22 citing articles:

Do climate policy uncertainty and investor sentiment drive the dynamic spillovers among green finance markets?
Ruirui Wu, Liu Bing-yue
Journal of Environmental Management (2023) Vol. 347, pp. 119008-119008
Closed Access | Times Cited: 48
Energy shocks and stock market returns under COVID-19: New insights from the United States
Abdulazeez Y.H. Saif-Alyousfi
Energy (2025), pp. 134546-134546
Closed Access | Times Cited: 1
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
Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?
Waqas Hanif, Rim El Khoury, Nadia Arfaoui, et al.
Energy Economics (2025), pp. 108293-108293
Closed Access
Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from Time-varying Granger causality test
Xiaohang Ren, Yue He, Chuanwang Liu, et al.
Energy (2025), pp. 135495-135495
Closed Access
Spillover connectedness nexus geopolitical oil price risk, clean energy stocks, global stock, and commodity markets
Merve Coskun, Nasir Khan, Asima Saleem, et al.
Journal of Cleaner Production (2023) Vol. 429, pp. 139583-139583
Closed Access | Times Cited: 13
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
Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets
Mabruk Billah, Sinda Hadhri, Muneer Shaik, et al.
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102406-102406
Open Access | Times Cited: 4
Risk connectedness between crude oil, gold and exchange rates in China: Implications of the COVID-19 pandemic
Lei Xu, Xueke Ma, Fang Qu, et al.
Resources Policy (2023) Vol. 83, pp. 103691-103691
Open Access | Times Cited: 8
Time-varying relatedness and structural changes among green growth, clean energy innovation, and carbon market amid exogenous shocks: A quantile VAR approach
Mohammad Razib Hossain, Sami Ben Jabeur, Kamel Si Mohammed, et al.
Technological Forecasting and Social Change (2024) Vol. 208, pp. 123705-123705
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
COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches
Yanan Chen, Haozhi Qi
Energy (2023) Vol. 286, pp. 129610-129610
Closed Access | Times Cited: 5
Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China
FU Ya-ping, Haozhi Qi, Yanan Chen, et al.
Renewable Energy (2024) Vol. 233, pp. 121131-121131
Closed Access | Times Cited: 1
On the connection between clean energy stocks and African stock markets: does uncertainty due to infectious diseases matter?
Ismail O. Fasanya, Oluwatomisin J. Oyewole
International Journal of Emerging Markets (2023)
Open Access | Times Cited: 2
Symmetric Effects of Renewable Energy Markets on China’s Green Financial Markets: A Perspective of Time and Frequency Dynamic Connectedness
Juan Meng, Yonghong Jiang, Haiwen Zhao, et al.
Mathematics (2024) Vol. 12, Iss. 13, pp. 2038-2038
Open Access
Risk spillovers among global oil & gas firms
Oluwasegun B. Adekoya, Johnson A. Oliyide, Ademola B. Akinseye, et al.
Investment Analysts Journal (2024), pp. 1-19
Closed Access
Unraveling the dynamic nexus: Green cryptocurrencies and their role in sustainable market evolution
Pin Peng, Feifei Liang, FU Ya-ping, et al.
Energy (2024) Vol. 313, pp. 133660-133660
Closed Access
Extreme Risk Spillovers between Sc, Wti and Brent Crude Oil Futures-Evidence from Time-Varying Granger Causality Test
Xiaohang Ren, Yue He, Chuanwang Liu, et al.
(2024)
Closed Access
Which Commodity Sectors Effectively Hedge Emerging Eastern European Stock Markets? Evidence from MGARCH Models
Amel Melki, Ahmed Ghorbel
Commodities (2023) Vol. 2, Iss. 3, pp. 261-279
Open Access | Times Cited: 1
Spillover Connectedness Among Geopolitical Oil Price Risk, Clean Energy Stocks, Global Stock, and Commodity Markets
Merve Coskun, nasir khan khattak, Asima Saleem, et al.
(2023)
Closed Access
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
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