Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Moments-based spillovers across gold and oil markets
Matteo Bonato, Rangan Gupta, Chi Keung Marco Lau, et al.
Energy Economics (2020) Vol. 89, pp. 104799-104799
Open Access | Times Cited: 55

Showing 26-50 of 55 citing articles:

Dependence and risk management of portfolios of metals and agricultural commodity futures
Waqas Hanif, Walid Mensi, Xuan Vinh Vo, et al.
Resources Policy (2023) Vol. 82, pp. 103567-103567
Closed Access | Times Cited: 14
Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments
Stéphane Goutte, Mayssa Mhadhbi
Energy Economics (2024) Vol. 134, pp. 107614-107614
Open Access | Times Cited: 5
Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Mark Goh, et al.
Energy (2021) Vol. 238, pp. 121751-121751
Closed Access | Times Cited: 31
Green bonds and gold: A new financial–environmental relationship
Αθανάσιος Τσαγκανός, Emilios Galariotis, Fotios Pasiouras
Journal of Environmental Management (2025) Vol. 380, pp. 124906-124906
Closed Access
Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets
Artur Semeyutin, Giray Gözgör, Chi Keung Marco Lau, et al.
Energy Economics (2021) Vol. 104, pp. 105660-105660
Open Access | Times Cited: 27
Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling
Xinya Wang, Brian M. Lucey, Shupei Huang
Journal of commodity markets (2021) Vol. 27, pp. 100226-100226
Closed Access | Times Cited: 27
Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold
Ana Alzate-Ortega, Natalia Garzón, Jesús Molina‐Muñoz
Energies (2024) Vol. 17, Iss. 2, pp. 378-378
Open Access | Times Cited: 3
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 3
Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity
Xingyu Dai, Dongna Zhang, Chi Keung Marco Lau, et al.
Journal of Forecasting (2023) Vol. 42, Iss. 8, pp. 2167-2196
Closed Access | Times Cited: 9
Dynamic Spillovers Across Precious Metals and Oil Realized Volatilities: Evidence from Quantile Extended Joint Connectedness Measures
Juncal Cuñado, Ioannis Chatziantoniou, David Gabauer, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 13
Dynamic connectedness in the higher moments between clean energy and oil prices
Wei Hao, Linh Pham
Energy Economics (2024) Vol. 140, pp. 107987-107987
Open Access | Times Cited: 2
Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios
J.M. Xue, Xingyu Dai, Dongna Zhang, et al.
International Review of Economics & Finance (2024) Vol. 96, pp. 103707-103707
Closed Access | Times Cited: 2
Volatility integration of gold and crude oil prices with the interest rates in India
Shailesh Rastogi, Adesh Doifode, Jagjeevan Kanoujiya, et al.
South Asian Journal of Business Studies (2021) Vol. 12, Iss. 3, pp. 444-461
Closed Access | Times Cited: 11
Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis
Mohammad Al‐Shboul, Aktham Maghyereh
Journal of Economic Structures (2023) Vol. 12, Iss. 1
Open Access | Times Cited: 4
Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis
Jing Deng, Zihan Xu, Xiaoyun Xing
Energy (2024) Vol. 306, pp. 132345-132345
Closed Access | Times Cited: 1
Time-frequency Higher-order Moment Co-movement and Connectedness between Chinese Stock and Commodity Markets
Huiming Zhu, Xiling Xia, Liya Hau, et al.
International Review of Economics & Finance (2024) Vol. 96, pp. 103580-103580
Closed Access | Times Cited: 1
The Volatility Spillover Between Global Crude Oil and Gold Market: Evidence from Wavelet Coherence and Cross-power Spectrum Models
I. Sahadudheen, P. K. Santhosh Kumar
Computational Economics (2024)
Closed Access | Times Cited: 1
A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options
Fei Ren, Mei-Ling Cai, Sai-Ping Li, et al.
Computational Economics (2022) Vol. 62, Iss. 1, pp. 1-28
Open Access | Times Cited: 7
Time-frequency moment interdependence of equity, oil, and gold markets during the COVID-19 pandemic
Walid M.A. Ahmed, Mohamed A.E. Sleem
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 7
Is there an intraday volatility spillover between exchange rate, gold and crude oil?
Moonis Shakeel, Mustafa Raza Rabbani, Iqbal Thonse Hawaldar, et al.
Journal of Open Innovation Technology Market and Complexity (2023) Vol. 9, Iss. 3, pp. 100094-100094
Open Access | Times Cited: 3
The commodity futures' historical basis in trading strategy and portfolio investment
Yingjian Pu, Baochen Yang
Energy Economics (2021) Vol. 105, pp. 105780-105780
Closed Access | Times Cited: 7
Network Momentum across Asset Classes
Xingyue Pu, Stephen Roberts, Xiaowen Dong, et al.
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Covid-19, Stock Market Returns and Crude Oil Prices Volatility: A Comparative Study between Oli-Exporting and Oil-Importing Countries
Hussein F. Hassan, Salman Almutawa
(2024)
Closed Access
Current versus forward-looking oil shocks and the asymmetric response of precious metal returns: evidence from daily and weekly data
Md Rafayet Alam, Md. Abdur Rahman Forhad
Applied Economics (2024), pp. 1-12
Closed Access
Multilayer network analysis for the interconnectedness between financial sectors and new energy companies in China
Zhifeng Dai, Haoyang Zhu
China Finance Review International (2024)
Closed Access

Scroll to top