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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:

Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
Resources Policy (2023) Vol. 86, pp. 104130-104130
Closed Access | Times Cited: 18

Showing 18 citing articles:

Dynamic spillovers and connectedness between crude oil and green bond markets
Imran Yousaf, Walid Mensi, Xuan Vinh Vo, et al.
Resources Policy (2024) Vol. 89, pp. 104594-104594
Closed Access | Times Cited: 24
Frequency spillovers between oil shocks and stock markets of top oil-producing and -consuming economies
Salem Adel Ziadat, Walid Mensi, Sang Hoon Kang
Energy (2024) Vol. 291, pp. 130239-130239
Closed Access | Times Cited: 18
Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?
Purba Bhattacherjee, Sibanjan Mishra, Elie Bouri
Global Finance Journal (2024) Vol. 61, pp. 100972-100972
Closed Access | Times Cited: 10
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
International Review of Economics & Finance (2024) Vol. 93, pp. 1176-1197
Closed Access | Times Cited: 9
ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness
Purba Bhattacherjee, Sibanjan Mishra, Elie Bouri, et al.
International Review of Economics & Finance (2024) Vol. 94, pp. 103375-103375
Closed Access | Times Cited: 9
Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data
Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo, et al.
Economic Analysis and Policy (2024) Vol. 82, pp. 449-479
Closed Access | Times Cited: 5
ESG‐Firm Performance Nexus: Evidence From an Emerging Economy
Ajithakumari Vijayappan Nair Biju, Sreelekshmi Geetha, Salu Prasad, et al.
Business Strategy and the Environment (2025)
Open Access
Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
The Quarterly Review of Economics and Finance (2025) Vol. 100, pp. 101974-101974
Closed Access
Oil Shocks And Capital Structure: Role Of ESG Across The Globe
Purba Bhattacherjee, Sibanjan Mishra
International Review of Economics & Finance (2025), pp. 103982-103982
Open Access
Extreme return connectedness across environmental, social and governance indices and Brent crude oil markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
Journal of Financial Economic Policy (2025)
Closed Access
Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes
Walid Mensi, Anoop Kumar, Hee-Un Ko, et al.
Eurasian economic review (2024) Vol. 14, Iss. 2, pp. 507-538
Closed Access | Times Cited: 4
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Mohammad Alomari, Refk Selmi, Walid Mensi, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 93, pp. 210-228
Closed Access | Times Cited: 10
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies
Walid Mensi, Khamis Hamed Al‐Yahyaee, Xuan Vinh Vo, et al.
International Economics (2024) Vol. 180, pp. 100554-100554
Closed Access | Times Cited: 1
Dynamic spillovers between Shanghai crude oil futures and China's green markets: Evidence from quantile-on-quantile connectedness approach
Min Liu, Hongfei Liu, Weiying Ping
Economic Analysis and Policy (2024) Vol. 85, pp. 78-93
Closed Access | Times Cited: 1
Asymmetric Effects of Uncertainty and Commodity Markets on Sustainable Stock in Seven Emerging Markets
Pitipat Nittayakamolphun, Thanchanok Bejrananda, Panjamapon Pholkerd
Journal of risk and financial management (2024) Vol. 17, Iss. 4, pp. 155-155
Open Access
Analyzing the dynamic relationship between ESG scores and firm value in Chinese listed companies: insights from generalized cross-lagged panel model
Abel Dula Wedajo, Abdullah Abdulaziz Salah, Mohd Abass Bhat, et al.
Discover Sustainability (2024) Vol. 5, Iss. 1
Open Access
Time-frequency Tail Risk Spillover between ESG Climate and High-Carbon Assets: The Role of Economic Policy Uncertainty and Financial Stress
Zishan Huang, Huiming Zhu, Xi Deng, et al.
Finance research letters (2024) Vol. 67, pp. 105866-105866
Closed Access
Analyzing the Dynamic Relationship Between ESG Scores and Firm Value in Chinese Listed Companies: Insights from Cross-Lagged Analysis
Abel Dula Wedajo, Mohd Abass Bhat, Shagufta Tariq Khan, et al.
Research Square (Research Square) (2023)
Open Access
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