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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:

Quantile connectedness between oil price shocks and exchange rates
Zaghum Umar, Ahmed Bossman
Resources Policy (2023) Vol. 83, pp. 103658-103658
Closed Access | Times Cited: 22

Showing 22 citing articles:

Return and volatility spillovers among oil price shocks and international green bond markets
Zaghum Umar, Sinda Hadhri, Emmanuel Joel Aikins Abakah, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102254-102254
Closed Access | Times Cited: 26
Dynamic spillover between oil price shocks and technology stock indices: A country level analysis
Zaghum Umar, Khaled Mokni, Youssef Manel, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102231-102231
Open Access | Times Cited: 9
Energy transition metals and global sentiment: Evidence from extreme quantiles
Bikramaditya Ghosh, Linh Pham, Mariya Gubareva, et al.
Resources Policy (2023) Vol. 86, pp. 104170-104170
Open Access | Times Cited: 16
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
Extreme co-movements between decomposed oil price shocks and sustainable investments
Xunfa Lu, Pengchao He, Zhengjun Zhang, et al.
Energy Economics (2024) Vol. 134, pp. 107580-107580
Closed Access | Times Cited: 5
The Dual Impact of Exchange Rate Fluctuations on Trade Balance and Global Value Chains: An Empirical Analysis from Short-Term and Long-Term Perspectives
Xiaohan Wang
Advances in Economics Management and Political Sciences (2025) Vol. 152, Iss. 1, pp. 182-187
Closed Access
Return and volatility spillover between cryptocurrencies, oil price and stock market in GCC countries
H. Ali, Sumathi Kumaraswamy, Sara Al Balooshi, et al.
Cogent Economics & Finance (2025) Vol. 13, Iss. 1
Open Access
Extreme dependence, connectedness, and causality between US sector stocks and oil shocks
Walid Mensi, Remzi Gök, Eray Gemi̇ci̇, et al.
International Review of Economics & Finance (2025), pp. 103936-103936
Open Access
Interconnectedness and idiosyncratic risks in sub-Saharan forex markets: Implications for investment, portfolio management, and policy formulation
Mariya Gubareva, Vincent Adela, Xuan Vinh Vo
Borsa Istanbul Review (2025)
Open Access
Time-and-Frequency Domain Analysis of Global Oil Shocks and the Nigerian Exchange Rates
Jamiu Olamilekan Badmus, Kunle Bankole Osinusi
Energy RESEARCH LETTERS (2025) Vol. 6, Iss. Early View
Open Access
Extreme return connectedness between renewable energy tokens and renewable energy stock markets: evidence from a quantile-based analysis
Erkan USTAOĞLU
Environmental Science and Pollution Research (2023) Vol. 31, Iss. 4, pp. 5086-5099
Closed Access | Times Cited: 10
How does green investment respond differently to decomposed oil shocks?
Kun Duan, J. Tan, Xiaohang Ren, et al.
Resources Policy (2024) Vol. 92, pp. 104997-104997
Closed Access | Times Cited: 3
When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets
Ahmed Bossman, Mariya Gubareva, Samuel Kwaku Agyei, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 3
African and international financial markets interdependencies: Does Covid-19 media coverage make any difference?
Godfred Amewu, Mohammed Armah, Saint Kuttu, et al.
Research in Globalization (2024) Vol. 9, pp. 100249-100249
Open Access | Times Cited: 1
Cyclinaclity Effects of Exchange Rates and Oil Prices
Jassim Aladwani
Studies in Business and Economics (2024) Vol. 27, Iss. 2
Open Access | Times Cited: 1
Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach
Amal Abricha, Amine Ben Amar, Makram Bellalah
The Quarterly Review of Economics and Finance (2023) Vol. 93, pp. 229-246
Closed Access | Times Cited: 3
Quantile Connectedness Across Socially Responsible Equity Markets of The BRICT Nations
Ogan Erkin Erkan, Habil Gökmen
İzmir İktisat Dergisi (2024) Vol. 39, Iss. 3, pp. 841-858
Open Access
Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters
Yufeng Chen, Zulkifr Abdallah Msofe, Chuwen Wang, et al.
Computational Economics (2024)
Closed Access
Dynamic Spillovers Among Dirty Energy Market and Stocks of Leading Emitters of Carbon: Evidence from the Novel Quantile Time-Frequency Approach
Johnson A. Oliyide, Sodiq A. Oladipupo, Oluwafemi David Ogunjemilua, et al.
(2024)
Closed Access
Linkages between Oil Prices and Sugarcane Ethanol in Brazil, and their Impacts on Food Prices and Deforestation in Brazil
Luccas Assis Attílio, Emilson C. D. Silva
(2024)
Closed Access
Dynamical Linkages and Frequency Spillovers between Crude Oil and Stock Markets in BRICS During Turbulent and Tranquil Times
Dhoha
International Journal of Economics and Business Administration (2023) Vol. XI, Iss. Issue 3, pp. 77-96
Open Access | Times Cited: 1
Oil-supply news and dynamics of exchange rates in oil-exporting countries
David Umoru, Solomon Edem Effiong, Okey Oyama Ovat, et al.
Corporate and Business Strategy Review (2023) Vol. 4, Iss. 3, pp. 88-101
Open Access
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