Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Volatility contagion between oil and the stock markets of G7 countries plus India and China
Biplab Kumar Guru, Ashis Kumar Pradhan, Ramakrishna Bandaru
Resources Policy (2023) Vol. 81, pp. 103377-103377
Closed Access | Times Cited: 14

Showing 14 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
The impact of oil and global markets on Saudi stock market predictability: A machine learning approach
Hussein A. Abdou, Ahmed A. Elamer, Mohammad Zoynul Abedin, et al.
Energy Economics (2024) Vol. 132, pp. 107416-107416
Open Access | Times Cited: 13
Global oil price and stock markets in oil exporting and European countries: Evidence during the Covid-19 and the Russia-Ukraine war
David Oluseun Olayungbo, Aziza Zhuparova, Mamdouh Abdulaziz Saleh Al‐Faryan, et al.
Research in Globalization (2024) Vol. 8, pp. 100199-100199
Open Access | Times Cited: 9
Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy
Changqing Luo, Yi Qu, Yaya Su, et al.
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102041-102041
Closed Access | Times Cited: 15
Critical minerals: A new source of macroeconomic fluctuation?
Luccas Assis Attílio
Resources Policy (2025) Vol. 101, pp. 105477-105477
Closed Access
Hedge asset for stock markets: Cryptocurrency, Cryptocurrency Volatility Index (CVI) or Commodity
Rubaiyat Ahsan Bhuiyan, Tamoghna Mukherjee, Kazi Md. Tarique, et al.
Quantitative Finance and Economics (2025) Vol. 9, Iss. 1, pp. 131-166
Open Access
Shock transmission between crude oil prices and stock markets
Ana Escribano, Monika W. Koczar, Francisco Jareño, et al.
Resources Policy (2023) Vol. 83, pp. 103754-103754
Open Access | Times Cited: 12
Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential
Bushra Naqvi, Nawazish Mirza, Muhammad Umar, et al.
Energy Economics (2023) Vol. 128, pp. 107110-107110
Closed Access | Times Cited: 11
The interconnectedness between crude oil prices and stock returns in G20 countries
Chinmaya Behera, Badri Narayan Rath
Resources Policy (2024) Vol. 91, pp. 104950-104950
Closed Access | Times Cited: 2
WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market
Peng Qin, Manying Bai
PLoS ONE (2024) Vol. 19, Iss. 4, pp. e0302131-e0302131
Open Access
Dynamic Connectedness and Investment Strategies between Commodities and ESG Stocks: Evidence from India
Ishwar Sharma, Meera Bumba, Bhawana Verma, et al.
Australasian Accounting Business and Finance Journal (2024) Vol. 18, Iss. 3, pp. 67-84
Open Access
Contagion in Commodity Markets under Financial Stress
Марина Малкина
Finance Theory and Practice (2024) Vol. 28, Iss. 3, pp. 194-205
Open Access
Deep Learning Approach to Analyze and Review of Stock Market Prediction
M. K. Jindal, Ankush Goyal, Neeraj Joshi, et al.
(2024), pp. 1620-1624
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
Return volatility transmission among Asian stock exchanges: Evidence from a heterogeneous market outlook
Amritkant Mishra, Vaishnavi Sakuja
Risk and Decision Analysis (2023) Vol. 9, Iss. 2-4, pp. 73-85
Closed Access | Times Cited: 1
Page 1

Scroll to top