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:

Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? A time-frequency analysis
Xiuwen Chen
Applied Economics (2022) Vol. 55, Iss. 48, pp. 5637-5652
Closed Access | Times Cited: 20

Showing 20 citing articles:

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
How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis
Xiuwen Chen, Yinhong Yao, Lin Wang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102217-102217
Closed Access | Times Cited: 6
Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network
Xin Liao, Q. Li, Stephen Chan, et al.
Physica A Statistical Mechanics and its Applications (2024) Vol. 647, pp. 129892-129892
Closed Access | Times Cited: 5
Dynamic Linkages Between Economic Policy Uncertainty and External Variables in Latin America: Wavelet Analysis
Nini Johana Marín‐Rodríguez, Juan David González-Ruíz, Sergio Botero-Botero
Economies (2025) Vol. 13, Iss. 2, pp. 22-22
Open Access
Connectivity of Green Financial Assets Under Geopolitical Risks and Market-Implied Volatility
Ujkan Q. Bajra, Florin Aliu, Vlora Prenaj
Finance research letters (2025), pp. 107037-107037
Closed Access
Impact of geopolitical risks and innovation on global defense stock return
Oana Panazan, Cătălin Gheorghe
PLoS ONE (2025) Vol. 20, Iss. 2, pp. e0312155-e0312155
Open Access
Intelligent dual-stage attention-based deep networks for energy market predictions
Shian-Chang Huang, Cheng-Feng Wu, Kuan-Chieh Chen, et al.
Alexandria Engineering Journal (2025) Vol. 122, pp. 625-644
Closed Access
Efficient predictability of oil price: The role of VIX-based panic index shadow line difference
Zhifeng Dai, Xiaotong Zhang, Chao Liang
Energy Economics (2023) Vol. 129, pp. 107234-107234
Closed Access | Times Cited: 15
Impact of Geopolitical Risk on G7 Financial Markets: A Comparative Wavelet Analysis between 2014 and 2022
Oana Panazan, Cătălin Gheorghe
Mathematics (2024) Vol. 12, Iss. 3, pp. 370-370
Open Access | Times Cited: 4
Aversion and ambiguity: On the robustness of the macroeconomic uncertainty measure framework
Ahmed Bouteska, Taimur Sharif, Petr Hájek, et al.
Technological Forecasting and Social Change (2024) Vol. 203, pp. 123340-123340
Open Access | Times Cited: 4
Effects of information related to the Russia-Ukraine conflict on stock volatility: An EGARCH approach
Cătălin Gheorghe, Oana Panazan
Cogent Economics & Finance (2023) Vol. 11, Iss. 2
Open Access | Times Cited: 11
What drives currency connectedness? Evidence from the BRICS currencies
Shi He, Zhengtao Cheng, Wenhao Wang, et al.
Applied Economics (2024), pp. 1-19
Closed Access | Times Cited: 2
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Luccas Assis Attílio, André Varella Mollick
Energy Economics (2024) Vol. 135, pp. 107643-107643
Closed Access | Times Cited: 2
Currency Tail Risk Measurement and Spillovers: An Improved TENET approach
Shi He, Huijuan Yu, Zihao Luo, et al.
Finance research letters (2024) Vol. 67, pp. 105759-105759
Closed Access | Times Cited: 2
Investigating the effect of geopolitical risk on defense companies’ stock returns
Cătălin Gheorghe, Oana Panazan
Heliyon (2024) Vol. 10, Iss. 24, pp. e40974-e40974
Closed Access | Times Cited: 1
Uncertainty and international fund flows: A cross-country analysis
Joseph J. French, Seungho Shin, Constantin Gurdgiev, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103282-103282
Closed Access | Times Cited: 1
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?
Lu Yang
Journal of Futures Markets (2024) Vol. 45, Iss. 2, pp. 143-157
Closed Access | Times Cited: 1
Geopolitical Risk and Food Price Inflation: A GVAR Analysis of BRICS and the G7
Luccas Assis Attílio
The International Trade Journal (2024), pp. 1-26
Closed Access
Geopolitical Risks and Stock Market Volatility in the SAARC Region
Oana Panazan, Cătălin Gheorghe, Emilia Calefariu
Economics (2024) Vol. 18, Iss. 1
Open Access
Investigation of the Asymmetric Causality Relationship of Global Risks and Uncertainties on Renewable and Non-Renewable Energy Prices
Elif ÖZCAN, Sena ARSLAN, Enes Burak ERGÜNEY
International Journal of Business and Economic Studies (2023) Vol. 5, Iss. 1, pp. 49-60
Open Access
Geopolitical Risks’ Spillovers Across Countries and on Commodity Markets. A Dynamic Analysis
Marco Tedeschi, Giulio Palomba
(2023)
Open Access
Page 1

Scroll to top