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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 COVID-19 open a Pandora's box of changing the connectedness in energy commodities?
Boqiang Lin, Tong Su
Research in International Business and Finance (2020) Vol. 56, pp. 101360-101360
Open Access | Times Cited: 115

Showing 1-25 of 115 citing articles:

Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
Muhammad Umar, Saqib Farid, Muhammad Abubakr Naeem
Energy (2021) Vol. 240, pp. 122702-122702
Closed Access | Times Cited: 243
Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis
Jinyu Chen, Zhipeng Liang, Qian Ding, et al.
Energy Economics (2022) Vol. 107, pp. 105880-105880
Closed Access | Times Cited: 134
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Larisa Yarovaya, Janusz Brzeszczyński, John W. Goodell, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101589-101589
Open Access | Times Cited: 130
Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities
Saqib Farid, Muhammad Abubakr Naeem, Andrea Paltrinieri, et al.
Energy Economics (2022) Vol. 109, pp. 105962-105962
Open Access | Times Cited: 125
Oil shocks and BRIC markets: Evidence from extreme quantile approach
Muhammad Abubakr Naeem, Linh Pham, Arunachalam Senthilkumar, et al.
Energy Economics (2022) Vol. 108, pp. 105932-105932
Closed Access | Times Cited: 102
Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
Mabruk Billah, Sitara Karim, Muhammad Abubakr Naeem, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101680-101680
Closed Access | Times Cited: 98
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 72
Quantile connectedness between energy, metal, and carbon markets
Jinyu Chen, Zhipeng Liang, Qian Ding, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102282-102282
Closed Access | Times Cited: 68
Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis
Rabeh Khalfaoui, Salma Mefteh‐Wali, Buhari Doğan, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102496-102496
Open Access | Times Cited: 60
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches
Ping Wei, Yinshu Qi, Xiaohang Ren, et al.
Energy Economics (2023) Vol. 121, pp. 106657-106657
Open Access | Times Cited: 57
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis
Zhifeng Dai, Xiaotong Zhang, Zhujia Yin
Energy Economics (2023) Vol. 118, pp. 106511-106511
Closed Access | Times Cited: 47
Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach
Jionghao Huang, Baifan Chen, Yushi Xu, et al.
Finance research letters (2023) Vol. 53, pp. 103634-103634
Open Access | Times Cited: 43
Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications
Mohammad Enamul Hoque, Low Soo-Wah, Mabruk Billah
Energy Economics (2023) Vol. 127, pp. 107034-107034
Closed Access | Times Cited: 40
Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios
Walid Mensi, Refk Selmi, Sami Al Kharusi, et al.
Resources Policy (2024) Vol. 91, pp. 104888-104888
Closed Access | Times Cited: 15
Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.
Larisa Yarovaya, Janusz Brzeszczyński, John W. Goodell, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 90
Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact
Oliver Borgards, Robert Czudaj, Thị Hồng Vân Hoàng
Resources Policy (2021) Vol. 71, pp. 101966-101966
Open Access | Times Cited: 81
Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic
Dong Wang, Ping Li, Lixin Huang
Finance research letters (2021) Vol. 46, pp. 102244-102244
Open Access | Times Cited: 78
Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management
Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo
Resources Policy (2021) Vol. 73, pp. 102172-102172
Closed Access | Times Cited: 77
Analysis of the impact of COVID-19 pandemic on G20 stock markets
Yanshuang Li, Zhuang Xin-tian, Jian Wang, et al.
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101530-101530
Closed Access | Times Cited: 75
Green bond vs conventional bond: Outline the rationale behind issuance choices in China
Boqiang Lin, Tong Su
International Review of Financial Analysis (2022) Vol. 81, pp. 102063-102063
Closed Access | Times Cited: 51
Green bonds and conventional financial markets in China: A tale of three transmission modes
Tong Su, Zuopeng Zhang, Boqiang Lin
Energy Economics (2022) Vol. 113, pp. 106200-106200
Closed Access | Times Cited: 44
Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis
Zibing Dong, Yanshuang Li, Zhuang Xin-tian, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101753-101753
Closed Access | Times Cited: 41
Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China
Hao Chen, Chao Xu, Yün Peng
Resources Policy (2022) Vol. 78, pp. 102874-102874
Open Access | Times Cited: 40
Quantifying the extreme spillovers on worldwide ESG leaders' equity
Yu Chen, Boqiang Lin
International Review of Financial Analysis (2022) Vol. 84, pp. 102425-102425
Closed Access | Times Cited: 38
Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis
Jiahao Zhang, Xiaodan Chen, Wei Yu, et al.
International Review of Financial Analysis (2023) Vol. 88, pp. 102659-102659
Closed Access | Times Cited: 26
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