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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 transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China
Abdullahi D. Ahmed, Rui Huo
Energy Economics (2020) Vol. 93, pp. 104741-104741
Closed Access | Times Cited: 197

Showing 26-50 of 197 citing articles:

Connectedness in implied higher-order moments of precious metals and energy markets
Elie Bouri, Xiaojie Lei, Yahua Xu, et al.
Energy (2022) Vol. 263, pp. 125588-125588
Closed Access | Times Cited: 40
Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens
Yang Junhua, Samuel Kwaku Agyei, Ahmed Bossman, et al.
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102030-102030
Open Access | Times Cited: 26
Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach
Xu Zhang, Xian Yang, Jianping Li, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 6, pp. 705-733
Closed Access | Times Cited: 24
Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets
Wei Jiang, Yunfei Chen
Resources Policy (2023) Vol. 88, pp. 104376-104376
Closed Access | Times Cited: 23
Measuring multi-scale risk contagion between crude oil, clean energy, and stock market: A MODWT-Vine-copula method
Yaling Chen, Huiming Zhu, Yinpeng Liu
Research in International Business and Finance (2025), pp. 102790-102790
Closed Access | Times Cited: 1
Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China
Yongjie Zhang, Meng Wang, Xiong Xiong, et al.
Finance research letters (2020) Vol. 40, pp. 101786-101786
Closed Access | Times Cited: 68
Asymmetric volatility connectedness among U.S. stock sectors
Walid Mensi, Ramzi Nekhili, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2020) Vol. 56, pp. 101327-101327
Closed Access | Times Cited: 63
The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US
Yawei Guo, Jianping Li, Yehua Li, et al.
Energy Economics (2021) Vol. 97, pp. 105198-105198
Closed Access | Times Cited: 53
On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis
Walid M.A. Ahmed
The Quarterly Review of Economics and Finance (2021) Vol. 83, pp. 135-151
Closed Access | Times Cited: 53
Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets
Jinxin Cui, Mark Goh, Huiwen Zou
Energy (2021) Vol. 225, pp. 120190-120190
Closed Access | Times Cited: 51
The effects of commodity financialization on commodity market volatility
Shusheng Ding, Tianxiang Cui, Dandan Zheng, et al.
Resources Policy (2021) Vol. 73, pp. 102220-102220
Closed Access | Times Cited: 46
Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach
Qiwei Xie, Ranran Liu, Tao Qian, et al.
Energy Economics (2021) Vol. 102, pp. 105484-105484
Closed Access | Times Cited: 45
China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?
Tong Yuan, Ning Wan, Xingyu Dai, et al.
Energy Economics (2022) Vol. 109, pp. 105937-105937
Open Access | Times Cited: 36
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Nana Kwasi Karikari, et al.
Energy Economics (2022) Vol. 108, pp. 105891-105891
Closed Access | Times Cited: 35
Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model
Maoxi Tian, Muneer M. Alshater, Seong‐Min Yoon
Energy Economics (2022) Vol. 115, pp. 106341-106341
Closed Access | Times Cited: 32
Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets
Suhui Wang
Journal of commodity markets (2023) Vol. 29, pp. 100312-100312
Closed Access | Times Cited: 22
Decoupling between Economic Growth and Carbon Emissions: Based on Four Major Regions in China
Tao Shen, Runpu Hu, Peilin Hu, et al.
International Journal of Environmental Research and Public Health (2023) Vol. 20, Iss. 2, pp. 1496-1496
Open Access | Times Cited: 20
Realized higher-order moments spillovers across cryptocurrencies
Nicholas Apergis
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101763-101763
Closed Access | Times Cited: 19
Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event
Yang Hu, Chunlin Lang, Shaen Corbet, et al.
Energy Economics (2023) Vol. 125, pp. 106829-106829
Open Access | Times Cited: 19
Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Xinlei Hao, Yong Ma, Dongtao Pan
Journal of Multinational Financial Management (2024) Vol. 73, pp. 100843-100843
Closed Access | Times Cited: 8
Green energy transition in OECD region through the lens of economic complexity and environmental technology: A method of moments quantile regression perspective
Mohammad Razib Hossain, Devi Prasad Dash, Narasingha Das, et al.
Applied Energy (2024) Vol. 365, pp. 123235-123235
Closed Access | Times Cited: 8
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
Journal of commodity markets (2024) Vol. 33, pp. 100385-100385
Open Access | Times Cited: 7
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war
Priti Biswas, Prachi Jain, Debasish Maitra
Journal of commodity markets (2024) Vol. 34, pp. 100387-100387
Closed Access | Times Cited: 7
Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model
Xin Hu, Bo Zhu, Bokai Zhang, et al.
PLoS ONE (2024) Vol. 19, Iss. 3, pp. e0299237-e0299237
Open Access | Times Cited: 6
Information transmission and entropy-based network between Chinese stock market and commodity futures market
Hongli Niu, Ziang Hu
Resources Policy (2021) Vol. 74, pp. 102294-102294
Closed Access | Times Cited: 36

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