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:

Oil price shocks and stock market anomalies
Zhaobo Zhu, Licheng Sun, Jun Tu, et al.
Financial Management (2021) Vol. 51, Iss. 2, pp. 573-612
Open Access | Times Cited: 12

Showing 12 citing articles:

How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices
Renata Karkowska, Szczepan Urjasz
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101768-101768
Open Access | Times Cited: 73

Heterogeneous impacts of oil prices on China's stock market: Based on a new decomposition method
Feng Liu, Jie Xu, Chunrong Ai
Energy (2023) Vol. 268, pp. 126644-126644
Closed Access | Times Cited: 20

Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach
Aktham Maghyereh, Salem Adel Ziadat, Abdel Razzaq Al Rababa’a
Energy (2024) Vol. 306, pp. 132475-132475
Closed Access | Times Cited: 5

Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Dijia Liao
International Review of Economics & Finance (2024) Vol. 95, pp. 103470-103470
Closed Access | Times Cited: 5

Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression
Yinghua Ren, Nairong Wang, Huiming Zhu
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102263-102263
Closed Access | Times Cited: 5

Which proxy: Capturing lottery feature through aggregation
Lei Jiang, Guofu Zhou, Yifeng Zhu
Financial Management (2024)
Closed Access | Times Cited: 2

Do oil price shocks drive systematic risk premia in stock markets? A novel investment application
Rıza Demirer, Onur Polat, Amin Sokhanvar
Research in International Business and Finance (2024), pp. 102591-102591
Closed Access | Times Cited: 1

Oil Price Shocks and Bank Risk around the World
Yi Jin, Pengxiang Zhai, Zhaobo Zhu
The Energy Journal (2022) Vol. 43, Iss. 1_suppl, pp. 1-28
Closed Access | Times Cited: 7

Interdependence between WTI Crude Oil Prices and the US Equity Market
Izabela Pruchnicka-Grabias
International Journal of Energy Economics and Policy (2022) Vol. 12, Iss. 2, pp. 226-232
Open Access | Times Cited: 5

Involvement of Artificial Intelligence in Emerging Fintech Industry 4.0
Annu Annu, Ravindra Tripathi
(2024), pp. 65-80
Closed Access

The Art of Classification: Using Coal Prices to Decode Chinese Stock Market
Tong Su
SSRN Electronic Journal (2023)
Closed Access

Tác động của biến động giá dầu đến hiệu quả hoạt động của các ngân hàng thương mại Việt Nam
Trung Lê Hải, Phương Nguyễn Lan Phương
Tạp chí Khoa học Thương mại (2023), pp. 34-49
Open Access

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