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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:

Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness
Nikolaos Antonakakis, Juncal Cuñado, George Filis, et al.
Energy Economics (2020) Vol. 91, pp. 104762-104762
Open Access | Times Cited: 142

Showing 26-50 of 142 citing articles:

Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies
Ritesh Patel, Mariya Gubareva, Muhammad Zubair Chishti, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103181-103181
Open Access | Times Cited: 14
African stock markets’ connectedness: Quantile VAR approach
OlaOluwa S. Yaya, Olayinka Adenikinju, Hammed A. Olayinka
Modern Finance (2024) Vol. 2, Iss. 1, pp. 51-68
Open Access | Times Cited: 13
Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from the COVID-19 pandemic and the Russia-Ukraine war
Ghulame Rubbaniy, Aktham Maghyereh, Walid Cheffi, et al.
Journal of Cleaner Production (2024) Vol. 452, pp. 142217-142217
Closed Access | Times Cited: 12
Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures
Teodoro D. Cocca, David Gabauer, Stefan Pomberger
Energy Economics (2024) Vol. 136, pp. 107680-107680
Closed Access | Times Cited: 12
Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets
Shoaib Ali, Nassar S. Al-Nassar, Muhammad Naveed
Global Finance Journal (2024) Vol. 60, pp. 100955-100955
Closed Access | Times Cited: 10
Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications
Waild Mensi, Mariya Gubareva, Khamis Hamed Al‐Yahyaee, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 9
Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies
Tingting Tian, Kee‐hung Lai, Christina W.Y. Wong
Energy Policy (2022) Vol. 169, pp. 113195-113195
Open Access | Times Cited: 34
Nexus between green finance, renewable energy and carbon emission: Empirical evidence from selected Asian economies
Lan Xu, Yang Wu
Renewable Energy (2023) Vol. 215, pp. 118983-118983
Closed Access | Times Cited: 19
A high-frequency data dive into SVB collapse
David Y. Aharon, Shoaib Ali
Finance research letters (2023) Vol. 59, pp. 104823-104823
Closed Access | Times Cited: 17
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU
Jin Shang, Shigeyuki Hamori
Energy Economics (2024) Vol. 132, pp. 107473-107473
Closed Access | Times Cited: 8
Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach
Tam Hoang‐Nhat Dang, Faruk Balli, Hatice Ozer Balli, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 121-139
Open Access | Times Cited: 7
Can artificial intelligence and green finance affect economic cycles?
Muhammad Zubair Chishti, Eyup Dogan, Rima H. Binsaeed
Technological Forecasting and Social Change (2024) Vol. 209, pp. 123740-123740
Closed Access | Times Cited: 7
The asymmetric impact of oil price uncertainty on emerging market financial stress: A quantile regression approach
Debojyoti Das, Anupam Dutta, Rabin K. Jana, et al.
International Journal of Finance & Economics (2022) Vol. 28, Iss. 4, pp. 4299-4323
Closed Access | Times Cited: 25
Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysis
Najaf Iqbal, Elie Bouri, Guangrui Liu, et al.
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 975-995
Closed Access | Times Cited: 24
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
Connectedness between monetary policy uncertainty and sectoral stock market returns: Evidence from asymmetric TVP-VAR approach
Syed Ali Raza, Arshian Sharif, Satish Kumar, et al.
International Review of Financial Analysis (2023) Vol. 90, pp. 102946-102946
Closed Access | Times Cited: 13
To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk
Krzysztof Echaust, Małgorzata Just, Agata Kliber
International Review of Financial Analysis (2024) Vol. 94, pp. 103292-103292
Closed Access | Times Cited: 5
Extreme weather, climate risk, and the lead–lag role of carbon
Zhang-HangJian Chen, Wei-Wei Chu, Xiang Gao, et al.
Global Finance Journal (2024) Vol. 61, pp. 100974-100974
Closed Access | Times Cited: 5
Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets
Mabruk Billah, Sinda Hadhri, Muneer Shaik, et al.
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102406-102406
Open Access | Times Cited: 5
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis
Zaghum Umar, Francisco Jareño, Ana Escribano
European Journal of Finance (2020) Vol. 27, Iss. 9, pp. 880-896
Closed Access | Times Cited: 38
Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets
Gaye-Del Lo, Isaac Marcelin, Théophile Bassène, et al.
Emerging Markets Review (2024) Vol. 63, pp. 101193-101193
Closed Access | Times Cited: 4
Dynamic Connectedness and Portfolio Strategies: Insights from Fintech, Robotics, Renewable Energy, and Green Bonds in China
Nader Naifar
Journal of Climate Finance (2025), pp. 100060-100060
Closed Access
Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification
Saswat Patra, Kunjana Malik
Global Finance Journal (2025), pp. 101094-101094
Closed Access
Does investment in fintech assets enhance performance in China’s financial sector? Evidence from multiple investment strategies
Xin Li, Kai-Hua Wang
Electronic Commerce Research (2025)
Closed Access
ESG Leaders and Crypto Currency Market: Asymmetric TVP-VAR Connectedness and Investment Approaches
Rashida Bibi, Saqib Gulzar, Syed Jawad Hussain Shahzad
Research in International Business and Finance (2025), pp. 102833-102833
Closed Access

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