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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:

Movements in international bond markets: The role of oil prices
Şaban Nazlıoğlu, Rangan Gupta, Elie Bouri
International Review of Economics & Finance (2020) Vol. 68, pp. 47-58
Open Access | Times Cited: 53

Showing 26-50 of 53 citing articles:

Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions
Abdullah AlGhazali, Houssem Eddine Belghouthi, Walid Mensi, et al.
Economic Analysis and Policy (2024)
Closed Access | Times Cited: 3
Price and volatility linkages between international REITs and oil markets
Şaban Nazlıoğlu, Rangan Gupta, Alper Gormus, et al.
Energy Economics (2020) Vol. 88, pp. 104779-104779
Open Access | Times Cited: 23
Corporate bond liquidity and yield spreads: A review
Michael A. Goldstein, Elmira Shekari Namin
Research in International Business and Finance (2023) Vol. 65, pp. 101925-101925
Closed Access | Times Cited: 6
The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets
Karol Szafranek, Michał Rubaszek, Gazi Salah Uddin
Energy Economics (2024) Vol. 137, pp. 107760-107760
Closed Access | Times Cited: 2
Oil price shocks and yield curve dynamics in emerging markets
Oğuzhan Çepni, Rangan Gupta, Cenk C. Karahan, et al.
International Review of Economics & Finance (2022) Vol. 80, pp. 613-623
Open Access | Times Cited: 9
Time‐varyingcausality between bond and oil markets of the United States: Evidence from over one and half centuries of data
Semei Coronado, Rangan Gupta, Şaban Nazlıoğlu, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 3, pp. 2239-2247
Open Access | Times Cited: 10
Oil Shocks and Green Markets: Evidence from Cross-Spectral Quantile Coherency and Time-Varying Quantile Frequency Connectedness
Mabruk Billah, Md Rafayet Alam, Mohammad Enamul Hoque, et al.
(2024)
Closed Access | Times Cited: 1
Macroeconomic factors and government bond yield in Indonesia
Naning Fatmawatie, Endri Endri, Destyanah Husein
Public and Municipal Finance (2024) Vol. 13, Iss. 1, pp. 95-105
Open Access | Times Cited: 1
Causal nexus between crude oil and US corporate bonds
Syed Jawad Hussain Shahzad, Elie Bouri, Jose Areola Hernandez, et al.
The Quarterly Review of Economics and Finance (2021) Vol. 80, pp. 577-589
Closed Access | Times Cited: 9
Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach
Zhi Su, Peng Liu, Fang Tong
The Quarterly Review of Economics and Finance (2022) Vol. 84, pp. 229-242
Closed Access | Times Cited: 6
Dependence structure between crude oil and BRICS bond markets prior to and during the COVID-19 pandemic
Ngô Thái Hưng
Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad (2023) Vol. 53, Iss. 3, pp. 255-279
Closed Access | Times Cited: 3
The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network
Milán Csaba Badics, Zsuzsa R. Huszár, Balazs Bence Kotro
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101837-101837
Open Access | Times Cited: 3
Volatility spillovers across financial markets: the role of oil price uncertainty
Seojin Lee, Young Min Kim
Applied Economics Letters (2022) Vol. 30, Iss. 17, pp. 2342-2347
Closed Access | Times Cited: 5
The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey
Nicholas Apergis, Ümit Bulut, Gülbahar Üçler, et al.
Manchester School (2021) Vol. 89, Iss. 3, pp. 259-275
Closed Access | Times Cited: 5
The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market
Rangan Gupta, Syed Jawad Hussain Shahzad, Xin Sheng, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 2, pp. 1845-1857
Open Access | Times Cited: 4
The impact of oil price shocks on Turkish sovereign yield curve
Oğuzhan Çepni, Selçuk Gül, Muhammed Hasan Yılmaz, et al.
International Journal of Emerging Markets (2021) Vol. 17, Iss. 9, pp. 2258-2277
Closed Access | Times Cited: 4
The Effects of Crude Oil Price Surprises on National Income: Evidence from India
Chinnadurai Kathiravan, Murugesan Selvam, Balasundram Maniam, et al.
Energies (2023) Vol. 16, Iss. 3, pp. 1148-1148
Open Access | Times Cited: 1
Russian Sustainable Finance Market: Dynamics and Outlook of Development in the Context of Digitalization
Inna A. Chekunkova, Yu.S. Evlakhova, Elena I. Brichka, et al.
Environmental footprints and eco-design of products and processes (2023), pp. 541-549
Closed Access | Times Cited: 1
Examination of the Spillover Effects between Apartment Sale Prices and Jeonse Prices: Gradual-Shift Causality
Sangbae Kim
Journal of Real Estate Analysis (2023) Vol. 9, Iss. 1, pp. 211-228
Open Access | Times Cited: 1
The Dynamic Dependency between a Cryptocurrency ETF and ETFs Representing Conventional Asset Classes
Marcos Velazquez, Alper Gormus, Nima Vafai
Journal of risk and financial management (2023) Vol. 16, Iss. 9, pp. 412-412
Open Access | Times Cited: 1
The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies
Pascal Xavier Gnagne, Beatrice D. Simo‐Kengne, Mathias Mandla Manguzvane
Investment Analysts Journal (2024) Vol. 53, Iss. 3, pp. 262-285
Open Access
Unveiling the impact of oil price shocks on global sukuk markets: a focus on quantile coherence and time-frequency connectedness
Mabruk Billah, Muneer Shaik, Sinda Hadhri, et al.
Applied Economics (2024), pp. 1-27
Closed Access
Let’s take a smooth break: Stock return predictability revisited
Shikong Luo, Xinyan Yan, Haoyi Yang
International Review of Economics & Finance (2021) Vol. 75, pp. 300-314
Closed Access | Times Cited: 3
Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches
Abdulnasser Hatemi‐J, Eduardo Roca, Alan Mustafa
Journal of Economic Studies (2022) Vol. 50, Iss. 4, pp. 790-805
Closed Access | Times Cited: 2
High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty
Elie Bouri, Rangan Gupta, Clement Kyei, et al.
The Journal of Risk (2022)
Open Access | Times Cited: 2

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