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:

Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time- Varying Influence, and Asymmetric Effect
Zhifang He, Fangzhao Zhou, Xiaohua Xia, et al.
Emerging Markets Finance and Trade (2019) Vol. 55, Iss. 12, pp. 2756-2773
Closed Access | Times Cited: 46

Showing 1-25 of 46 citing articles:

Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?
Fenghua Wen, Xi Tong, Xiaohang Ren
International Review of Financial Analysis (2022) Vol. 81, pp. 102121-102121
Open Access | Times Cited: 159

Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Fenghua Wen, Jiahui Cao, Zhen Liu, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101772-101772
Closed Access | Times Cited: 129

Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis
Zhifang He
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101947-101947
Closed Access | Times Cited: 48

Asymmetric effects of oil shocks on carbon allowance price: Evidence from China
Yan Zheng, Min Zhou, Fenghua Wen
Energy Economics (2021) Vol. 97, pp. 105183-105183
Closed Access | Times Cited: 91

Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect
Lili Zhao, Fenghua Wen, Xiong Wang
Energy Economics (2020) Vol. 91, pp. 104901-104901
Closed Access | Times Cited: 79

Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk
Prachi Jain, Debasish Maitra, Sang Hoon Kang
Energy Economics (2023) Vol. 119, pp. 106537-106537
Closed Access | Times Cited: 25

Oil prices and systemic financial risk: A complex network analysis
Kangsheng Wang, Fenghua Wen, Xu Gong
Energy (2024) Vol. 293, pp. 130672-130672
Closed Access | Times Cited: 8

The importance of managerial ability on crude oil price uncertainty-firm performance relationship
Dinh Hoang Bach Phan, Vuong Thao Tran, Dat Thanh Nguyen, et al.
Energy Economics (2020) Vol. 88, pp. 104778-104778
Closed Access | Times Cited: 62

The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices
Meiyu Tian, Wanyang Li, Fenghua Wen
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101310-101310
Closed Access | Times Cited: 52

Dynamic Correlation between Crude Oil Price and Investor Sentiment in China: Heterogeneous and Asymmetric Effect
Zhenghui Li, Zimei Huang, Pierre Failler
Energies (2022) Vol. 15, Iss. 3, pp. 687-687
Open Access | Times Cited: 37

The role of news-based sentiment in forecasting crude oil price during the Covid-19 pandemic
Jean‐Michel Sahut, Petr Hájek, Vladimír Olej, et al.
Annals of Operations Research (2024)
Closed Access | Times Cited: 7

The time-varying and asymmetric impacts of oil price shocks on geopolitical risk
Zhifang He, Hao Sun
International Review of Economics & Finance (2024) Vol. 91, pp. 942-957
Closed Access | Times Cited: 7

Does the source of oil price shocks matter for the systemic risk?
Zisheng Ouyang, Meng-tian Liu, Su-su Huang, et al.
Energy Economics (2022) Vol. 109, pp. 105958-105958
Closed Access | Times Cited: 24

Dynamic network topology and market performance: A case of the Chinese stock market
Chuangxia Huang, Xian Zhao, Renli Su, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 2, pp. 1962-1978
Closed Access | Times Cited: 35

Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices
Zhifang He, Tianqi Dong, W. Qian, et al.
International Review of Economics & Finance (2024) Vol. 95, pp. 103479-103479
Closed Access | Times Cited: 4

Public sentiment, stock and energy prices during the Russia-Ukraine war: global evidence
Huan Huu Nguyen, Nam Anh Tran Nguyen, Phượng Hoàng Thị
Journal of Chinese Economic and Business Studies (2025), pp. 1-36
Closed Access

Do Rare Earths and Energy Commodities Drive Volatility Transmission in Sustainable Financial Markets? Evidence from China, Australia, and the US
Inzamam Ul Haq, Hira Nadeem, Apichit Maneengam, et al.
International Journal of Financial Studies (2022) Vol. 10, Iss. 3, pp. 76-76
Open Access | Times Cited: 13

Slam algorithm for multi-robot communication in unknown environment based on particle filter
Weilian Liu
Journal of Ambient Intelligence and Humanized Computing (2021)
Closed Access | Times Cited: 16

How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis
Qitong Chen, Huiming Zhu, Dongwei Yu, et al.
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101581-101581
Closed Access | Times Cited: 16

Asymmetric response of Investor sentiment to Economic Policy Uncertainty, interest rates and oil price uncertainty: Evidence from OECD countries
Hassen Guenich, Hamdi Khalfaoui, Néjib Chouaibi
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 12

Does news tone help forecast oil?
Brian M. Lucey, Boru Ren
Economic Modelling (2021) Vol. 104, pp. 105635-105635
Closed Access | Times Cited: 13

Method of remote sensing image detail encryption based on symmetry algorithm
Zhichao Yu, Zuqiao Yang
Journal of Ambient Intelligence and Humanized Computing (2021)
Closed Access | Times Cited: 12

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