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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:

Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches
Walid Mensi, Mobeen Ur Rehman, Khamis Hamed Al‐Yahyaee, et al.
Resources Policy (2022) Vol. 80, pp. 103161-103161
Closed Access | Times Cited: 18

Showing 18 citing articles:

EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions
Ahmed Bossman, Mariya Gubareva, Тамара Теплова
Resources Policy (2023) Vol. 82, pp. 103515-103515
Open Access | Times Cited: 53
Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers
Waqas Hanif, Sinda Hadhri, Rim El Khoury
Journal of commodity markets (2024) Vol. 34, pp. 100404-100404
Open Access | Times Cited: 17
Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis
Zishan Huang, Huiming Zhu, Liya Hau, et al.
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101945-101945
Closed Access | Times Cited: 30
Quantile spillovers and connectedness analysis between oil and African stock markets
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Economic Analysis and Policy (2023) Vol. 78, pp. 60-83
Closed Access | Times Cited: 25
Are green cryptocurrencies really green? New evidence from wavelet analysis
Afzol Husain, Kwang‐Jing Yii, Chien‐Chiang Lee
Journal of Cleaner Production (2023) Vol. 417, pp. 137985-137985
Closed Access | Times Cited: 24
Is the impact of oil shocks more pronounced during extreme market conditions?
Mobeen Ur Rehman, Neeraj Nautiyal, Xuan Vinh Vo, et al.
Resources Policy (2023) Vol. 85, pp. 103899-103899
Closed Access | Times Cited: 14
Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?
Soheil Roudari, Walid Mensi, Sami Al Kharusi, et al.
International Economics (2023) Vol. 173, pp. 343-358
Closed Access | Times Cited: 8
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
Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis
Mohammad Al‐Shboul, Aktham Maghyereh
Journal of Economic Structures (2023) Vol. 12, Iss. 1
Open Access | Times Cited: 4
A New Perspective on Energy Contagion in Colombia: Evidence from Wavelet Analysis and Co-Movement Dynamics
Luís Ángel Meneses Cerón, Jorge Eduardo Orozco Álvarez, Juan Camilo Mosquera Muñoz, et al.
Revista CEA (2024) Vol. 10, Iss. 22, pp. e2578-e2578
Open Access | Times Cited: 1
Joint extreme risk of energy prices-evidence from European energy markets
Yiqun Sun, Hao Ji, Xiurong Cai, et al.
Finance research letters (2023) Vol. 56, pp. 104036-104036
Closed Access | Times Cited: 3
Dependence Structure and Time–Frequency Impact of Exchange Rates on Crude Oil and Stock Markets of BRICS Countries: Markov-Switching-Based Wavelet Analysis
Benjamin Mudiangombe Mudiangombe, John Weirstrass Muteba Mwamba
Journal of risk and financial management (2023) Vol. 16, Iss. 7, pp. 319-319
Open Access | Times Cited: 2
The connectivity of financial stress, green bonds, conventional bonds, stocks, and commodities: Empirical evidence from quantile-based analysis
Oğuzhan Özçelebi, José Pérez-Montiel, Mehmet Tevfik İzgi
Elsevier eBooks (2023)
Closed Access | Times Cited: 2
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Ramzi Nekhili, Salem Adel Ziadat, Walid Mensi
International Economics (2023) Vol. 178, pp. 100476-100476
Open Access | Times Cited: 2
Inflation Synchronization and Shock Transmission between the Eurozone and the Non-Euro CEE Economies: A Wavelet Quantile VAR Approach
Alessandra Canepa, Huthaifa Alqaralleh, Eva Muchová
(2024)
Closed Access
Oil and Stock Markets in Ongoing Flux: Impact of Current Events on Oil Price and Stock Market Performance
Maria-Cristina Zwak-Cantoriu
Proceedings of the ... International Conference on Business Excellence (2024) Vol. 18, Iss. 1, pp. 3320-3331
Closed Access
Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach
Huthaifa Alqaralleh, Alessandra Canepa, Eva Muchová
The North American Journal of Economics and Finance (2024), pp. 102334-102334
Closed Access
Global hidden factors predicting financial distress in Gulf Arab states: a quantile–time–frequency analysis
Nader Trabelsi
Journal of Financial Economic Policy (2023) Vol. 15, Iss. 4/5, pp. 284-312
Closed Access | Times Cited: 1
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