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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:

Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era
Matteo Foglia, Eliana Angelini
Sustainability (2020) Vol. 12, Iss. 23, pp. 9863-9863
Open Access | Times Cited: 70

Showing 1-25 of 70 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: 248
Co-movement between dirty and clean energy: A time-frequency perspective
Saqib Farid, Sitara Karim, Muhammad Abubakr Naeem, et al.
Energy Economics (2023) Vol. 119, pp. 106565-106565
Closed Access | Times Cited: 102
On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis
Amirreza Attarzadeh, Mehmet Balcılar
Environmental Science and Pollution Research (2022) Vol. 29, Iss. 43, pp. 65185-65196
Open Access | Times Cited: 101
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: 99
Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development
Xiaoping Duan, Xiao Ya, Xiaohang Ren, et al.
Resources Policy (2023) Vol. 82, pp. 103483-103483
Closed Access | Times Cited: 63
Oil prices volatility and economic performance during COVID-19 and financial crises of 2007–2008
Yang Yu, Songlin Guo, Xiaochen Chang
Resources Policy (2021) Vol. 75, pp. 102531-102531
Open Access | Times Cited: 70
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis
Muhammad Ibrahim Shah, Matteo Foglia, Umer Shahzad, et al.
Technological Forecasting and Social Change (2022) Vol. 184, pp. 121957-121957
Closed Access | Times Cited: 58
Tail risk connectedness in clean energy and oil financial market
Matteo Foglia, Eliana Angelini, Toan Luu Duc Huynh
Annals of Operations Research (2022) Vol. 334, Iss. 1-3, pp. 575-599
Open Access | Times Cited: 38
Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions
Nidhaleddine Ben Cheikh, Younes Ben Zaied
Energy Economics (2023) Vol. 124, pp. 106861-106861
Open Access | Times Cited: 35
Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks
Elie Bouri
Renewable Energy (2023) Vol. 210, pp. 507-523
Closed Access | Times Cited: 29
How does COVID-19 affect the spillover effects of green finance, carbon markets, and renewable/non-renewable energy markets? Evidence from China
Wei Jiang, Lingfei Dong, Xinyi Liu
Energy (2023) Vol. 281, pp. 128351-128351
Closed Access | Times Cited: 28
The Connections between COVID-19 and the Energy Commodities Prices: Evidence through the Dynamic Time Warping Method
Krzysztof Dmytrów, Joanna Landmesser, Beata Bieszk‐Stolorz
Energies (2021) Vol. 14, Iss. 13, pp. 4024-4024
Open Access | Times Cited: 45
Energy markets – Who are the influencers?
Paulo Ferreira, Dora Almeida, Andreia Dionísio, et al.
Energy (2021) Vol. 239, pp. 121962-121962
Open Access | Times Cited: 43
Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Karel Janda, Ladislav Krištoufek, Binyi Zhang
Energy Economics (2022) Vol. 108, pp. 105911-105911
Closed Access | Times Cited: 35
The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs
İsmail ÇELİK, Ahmet Furkan Sak, Arife ÖZDEMİR HÖL, et al.
The North American Journal of Economics and Finance (2022) Vol. 60, pp. 101670-101670
Closed Access | Times Cited: 23
Spillover connectedness nexus geopolitical oil price risk, clean energy stocks, global stock, and commodity markets
Merve Coskun, Nasir Khan, Asima Saleem, et al.
Journal of Cleaner Production (2023) Vol. 429, pp. 139583-139583
Closed Access | Times Cited: 14
Climate risk performance and returns integration of Chinese listed energy companies
Yunhan Zhang, Yan Li, Wanli Zhao, et al.
Energy Economics (2023) Vol. 129, pp. 107272-107272
Closed Access | Times Cited: 13
Volatility connectedness and its determinants of global energy stock markets
Qichang Xie, Chao Luo, Xiaoping Cong, et al.
Economic Systems (2024) Vol. 48, Iss. 2, pp. 101193-101193
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
Climate Risks and the Connectedness between Clean and Dirty Energy Markets
Jiejun Huang, Zhenhua Liu, Kun Guo
Finance research letters (2025), pp. 106799-106799
Closed Access
Impact of green energy, strategic commodities and economic policy uncertainty towards environmental sustainability for Sub-Saharan Africa
Karambir Singh Dhayal, Michael O. Enyoghasim, Kelechi Clara Anyanwu, et al.
Discover Sustainability (2025) Vol. 6, Iss. 1
Open Access
Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty
Christian Urom, Héla Mzoughi, Gideon Ndubuisi, et al.
The Quarterly Review of Economics and Finance (2022) Vol. 85, pp. 326-341
Closed Access | Times Cited: 19
Time and Frequency Spillovers between the Green Economy and Traditional Energy Markets
Lili Zhao, Wenke He, Anwen Wang, et al.
Systems (2023) Vol. 11, Iss. 3, pp. 153-153
Open Access | Times Cited: 10
Dynamic risk connectedness of crude oil price and sustainable investment in the United States: evidence from DCC-GARCH
Godwin Olasehinde‐Williams, Oktay Ӧzkan, Seyi Saint Akadırı
Environmental Science and Pollution Research (2023) Vol. 30, Iss. 41, pp. 94976-94987
Closed Access | Times Cited: 10
Dynamic correlations and volatility spillovers between subsectoral clean‐energy stocks and commodity futures markets: A hedging perspective
Merve Coskun
Journal of Futures Markets (2023) Vol. 43, Iss. 12, pp. 1727-1749
Closed Access | Times Cited: 9
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