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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 volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach
Yufeng Chen, Jing Xu, Jiafeng Miao
Resources Policy (2023) Vol. 81, pp. 103296-103296
Closed Access | Times Cited: 41

Showing 1-25 of 41 citing articles:

Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise
Ahmed H. Elsayed, Mohammad Enamul Hoque, Mabruk Billah
Energy Economics (2025), pp. 108342-108342
Open Access | Times Cited: 1
Return volatility, correlation, and hedging of green and brown stocks: Is there a role for climate risk factors?
Haohua Li, Elie Bouri, Rangan Gupta, et al.
Journal of Cleaner Production (2023) Vol. 414, pp. 137594-137594
Open Access | Times Cited: 24
Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters
Yufeng Chen, Zulkifr Abdallah Msofe, Chuwen Wang
Resources Policy (2024) Vol. 90, pp. 104849-104849
Closed Access | Times Cited: 10
Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises
Mohammad Enamul Hoque, Mohammad Sahabuddin, Faik Bilgili
Economic Analysis and Policy (2024) Vol. 82, pp. 303-320
Closed Access | Times Cited: 8
Does geopolitical risk matter in carbon and crude oil markets from a multi-timescale perspective?
Xuejiao Ma, Ting Yu, Qi–Chuan Jiang
Journal of Environmental Management (2023) Vol. 346, pp. 119021-119021
Closed Access | Times Cited: 19
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework
Ahmed Bouteska, Taimur Sharif, Mohammad Zoynul Abedin
International Review of Financial Analysis (2024), pp. 103128-103128
Closed Access | Times Cited: 6
Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective
Hao Ji, Muhammad Abubakr Naeem, Jing Zhang, et al.
Energy Economics (2024) Vol. 136, pp. 107681-107681
Closed Access | Times Cited: 6
Assessing the multiscale causal effects and heterogeneity between futures prices in different segments of China’s steel industry chain
Guowei Liu, Haizhong An, Xiaotian Sun, et al.
Applied Economics (2025), pp. 1-19
Closed Access
A dual decomposition integration and error correction model for carbon price prediction
Yanan Li, Xinsheng Zhang, Minghu Wang
Journal of Environmental Management (2025) Vol. 374, pp. 124035-124035
Closed Access
Understanding the Baltic Dry Index (BDI): an explainable decomposition approach
Liu Guan, Zhigang Zhao, Qinghe Sun
Maritime Policy & Management (2025), pp. 1-25
Closed Access
Dynamic Volatility Spillovers among Green Bonds, Green Stocks and Carbon Markets under the COVID-19: Evidence from China
S N Ye, Haomin Zhang, Quangsheng Lou
American Journal of Industrial and Business Management (2025) Vol. 15, Iss. 01, pp. 41-70
Open Access
Exploring volatility transmission in Capesize freight contracts: Insights from energy and commodity markets
Jackson Jinhong Mi, Shek Ahmed, Yanhui Chen
PLoS ONE (2025) Vol. 20, Iss. 1, pp. e0317487-e0317487
Open Access
Investigating the Connectedness between Oil and Stock Markets in GCC countries: Evidence from Rolling-Window Frequency Domain Causality
Serhat Sezen, Emrah İsmail Çevik, Eisa A. Aleisa, et al.
Computational Economics (2025)
Open Access
Spillover effects between China’s new energy and carbon markets and international crude oil market: a look at the impact of extreme events
Yong Zhang, Grace H. Tang, Rong Li
International Review of Economics & Finance (2025), pp. 103939-103939
Open Access
Wavelet Entropy for Efficiency Assessment of Price, Return, and Volatility of Brent and WTI During Extreme Events
Salim Lahmiri
Commodities (2025) Vol. 4, Iss. 2, pp. 4-4
Open Access
Transmission mechanisms of the effects of geopolitical risk on energy returns and volatility
Yun Qin, Zitao Zhang
International Review of Financial Analysis (2024) Vol. 95, pp. 103363-103363
Closed Access | Times Cited: 4
Dynamic spillovers between the carbon, stock, and energy markets: A New Zealand case
Miaomiao Tao, Stephen Poletti, Le Wen, et al.
Journal of Cleaner Production (2023) Vol. 434, pp. 140278-140278
Open Access | Times Cited: 10
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 2
Analyzing the Co-movement of FinTech market efficiency and oil Resource efficiency: An Input-Output study
Jiexian Liu
Resources Policy (2024) Vol. 90, pp. 104668-104668
Closed Access | Times Cited: 2
More different than alike: cross-sector volatility spillovers in Chinese stock sectors during COVID-19 pandemic
Yufeng Chen, Reyila Yimaier, Xiang Lin
Applied Economics (2024), pp. 1-19
Closed Access | Times Cited: 2
Iron Ore Price Forecast based on a Multi-Echelon Tandem Learning Model
Weixu Pan, Shi Qiang Liu, Mustafa Kumral, et al.
Natural Resources Research (2024) Vol. 33, Iss. 5, pp. 1969-1992
Closed Access | Times Cited: 2
Forecasting BDI Sea Freight Shipment Cost, VIX Investor Sentiment and MSCI Global Stock Market Indicator Indices: LSTAR-GARCH and LSTAR-APGARCH Models
Melike Bildirici, Işıl Şahin Onat, Özgür Ömer Ersin
Mathematics (2023) Vol. 11, Iss. 5, pp. 1242-1242
Open Access | Times Cited: 6
What do we know about spillover between the climate change futures market and the carbon futures market?
Mohammad Enamul Hoque, Faik Bilgili, Sourav Batabyal
Climatic Change (2023) Vol. 176, Iss. 12
Closed Access | Times Cited: 5
FUTURES MARKETS AND THE BALTIC DRY INDEX: A PREDICTION STUDY BASED ON DEEP LEARNING
Miao Su, Yufei Nie, Jiankun Li, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102447-102447
Closed Access | Times Cited: 1
Forecasting throughput at a transshipment hub under trade dynamism and uncertainty in major production centers
Rashika Mudunkotuwa, Mingjun Ji, T. S. G. Peiris, et al.
Maritime Economics & Logistics (2024)
Closed Access | Times Cited: 1
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