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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:

Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Sang Hoon Kang, Ron McIver, Seong‐Min Yoon
Energy Economics (2016) Vol. 62, pp. 19-32
Closed Access | Times Cited: 497

Showing 26-50 of 497 citing articles:

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: 72
Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent
Yu Wei, Yaojie Zhang, Yudong Wang
International Review of Financial Analysis (2022) Vol. 81, pp. 102100-102100
Closed Access | Times Cited: 70
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
Gang‐Jin Wang, Li Wan, Yusen Feng, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102518-102518
Closed Access | Times Cited: 70
Volatility spillover and hedging strategies between the European carbon emissions and energy markets
Jian Liu, Yue Hu, Lizhao Yan, et al.
Energy Strategy Reviews (2023) Vol. 46, pp. 101058-101058
Open Access | Times Cited: 57
Return connectedness and multiscale spillovers across clean energy indices and grain commodity markets around COVID-19 crisis
Hongjun Zeng, Ran Lu, Abdullahi D. Ahmed
Journal of Environmental Management (2023) Vol. 340, pp. 117912-117912
Closed Access | Times Cited: 56
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: 52
The connectedness of oil shocks, green bonds, sukuks and conventional bonds
Zaghum Umar, Afsheen Abrar, Sinda Hadhri, et al.
Energy Economics (2023) Vol. 119, pp. 106562-106562
Closed Access | Times Cited: 51
Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players
Chien‐Chiang Lee, Godwin Olasehinde‐Williams, Oktay Özkan
Energy Economics (2023) Vol. 126, pp. 106983-106983
Closed Access | Times Cited: 46
Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war
Muhammad Zubair Chishti, Ali Awais Khalid, Moniba Sana
Resources Policy (2023) Vol. 84, pp. 103775-103775
Closed Access | Times Cited: 44
The Impact of Oil Shocks on Systemic Risk of the Commodity Markets
Zhifeng Dai, Tong Wu
Journal of Systems Science and Complexity (2024) Vol. 37, Iss. 6, pp. 2697-2720
Closed Access | Times Cited: 19
Network connectedness and net spillover between financial and commodity markets
Seong‐Min Yoon, Md Al Mamun, Gazi Salah Uddin, et al.
The North American Journal of Economics and Finance (2018) Vol. 48, pp. 801-818
Closed Access | Times Cited: 162
The effects of uncertainty measures on the price of gold
Mehmet Hüseyin Bilgin, Giray Gözgör, Chi Keung Marco Lau, et al.
International Review of Financial Analysis (2018) Vol. 58, pp. 1-7
Open Access | Times Cited: 150
Oil financialization and volatility forecast: Evidence from multidimensional predictors
Yanran Ma, Qiang Ji, Jiaofeng Pan
Journal of Forecasting (2019) Vol. 38, Iss. 6, pp. 564-581
Closed Access | Times Cited: 141
Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models
Lean Yu, Rui Zha, Dimitrios Stafylas, et al.
International Review of Financial Analysis (2019) Vol. 68, pp. 101280-101280
Open Access | Times Cited: 134
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: 117
Energy, precious metals, and GCC stock markets: Is there any risk spillover?
Khamis Hamed Al‐Yahyaee, Walid Mensi, Ahmet Şensoy, et al.
Pacific-Basin Finance Journal (2019) Vol. 56, pp. 45-70
Closed Access | Times Cited: 110
The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses
Yonghong Jiang, Cheng Jiang, He Nie, et al.
Energy (2018) Vol. 166, pp. 577-586
Closed Access | Times Cited: 101
The network connectedness of volatility spillovers across global futures markets
Sang Hoon Kang, Jang Woo Lee
Physica A Statistical Mechanics and its Applications (2019) Vol. 526, pp. 120756-120756
Closed Access | Times Cited: 100
Oil price shocks and the return and volatility spillover between industrial and precious metals
Zaghum Umar, Francisco Jareño, Ana Escribano
Energy Economics (2021) Vol. 99, pp. 105291-105291
Closed Access | Times Cited: 100
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip, Robert Brooks, Hung Xuan, et al.
International Review of Financial Analysis (2020) Vol. 69, pp. 101465-101465
Closed Access | Times Cited: 99
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness
Zaghum Umar, Francisco Jareño, Ana Escribano
Resources Policy (2021) Vol. 73, pp. 102147-102147
Closed Access | Times Cited: 97
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Kousik Guhathakurta, Saumya Ranjan Dash, Debasish Maitra
Energy Economics (2019) Vol. 85, pp. 104566-104566
Closed Access | Times Cited: 96
Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach
Xingyu Dai, Qunwei Wang, Donglan Zha, et al.
Energy Economics (2020) Vol. 88, pp. 104774-104774
Closed Access | Times Cited: 92
Spillovers from oil to precious metals: Quantile approaches
Syed Jawad Hussain Shahzad, Mobeen Ur Rehman, Rania Jammazi
Resources Policy (2018) Vol. 61, pp. 508-521
Closed Access | Times Cited: 89
Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression
Liya Hau, Huiming Zhu, Rui Huang, et al.
Energy (2020) Vol. 213, pp. 118781-118781
Closed Access | Times Cited: 89

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