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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:

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

Showing 26-50 of 134 citing articles:

Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis
Imran Yousaf, Beljid Makram, Anis Chaibi, et al.
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101764-101764
Closed Access | Times Cited: 38
Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe
Yihang Zhao, Zhenxi Zhou, Kaiwen Zhang, et al.
Energy (2022) Vol. 263, pp. 126107-126107
Closed Access | Times Cited: 36
What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?
Qianqian Feng, Yijing Wang, Xiaolei Sun, et al.
Global Finance Journal (2022) Vol. 56, pp. 100773-100773
Closed Access | Times Cited: 34
Oil futures volatility predictability: New evidence based on machine learning models
Xinjie Lu, Feng Ma, Jin Xu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102299-102299
Closed Access | Times Cited: 33
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
Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?
Mehrad Asadi, Mehmet Balcılar, Umaid A. Sheikh, et al.
Energy Economics (2023) Vol. 128, pp. 107176-107176
Closed Access | Times Cited: 22
Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events
Xinyu Wu, Zhengting Jiang
Energy Economics (2023) Vol. 126, pp. 107004-107004
Closed Access | Times Cited: 21
Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach
Jing Zhao, Luansong Cui, Weiguo Liu, et al.
Resources Policy (2023) Vol. 86, pp. 104142-104142
Closed Access | Times Cited: 21
Does geopolitical risk matter in carbon and crude oil markets from a multi-timescale perspective?
Xuejiao Ma, Ting Yu, Qi–Chuan Jiang
Journal of Environmental Management (2023) Vol. 346, pp. 119021-119021
Closed Access | Times Cited: 21
The asymmetric impact of oil price shocks on China stock market: Evidence from quantile-on-quantile regression
Zhenyu Ge
The Quarterly Review of Economics and Finance (2023) Vol. 89, pp. 120-125
Closed Access | Times Cited: 18
Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Dijia Liao
International Review of Economics & Finance (2024) Vol. 95, pp. 103470-103470
Closed Access | Times Cited: 6
Spillovers between sovereign CDS and exchange rate markets: The role of market fear
Qianqian Feng, Xiaolei Sun, Chang Liu, et al.
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101308-101308
Closed Access | Times Cited: 42
The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19
Abdullah Alqahtani, Refk Selmi, Hongbing Ouyang
Resources Policy (2021) Vol. 72, pp. 102075-102075
Closed Access | Times Cited: 36
Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Resources Policy (2021) Vol. 73, pp. 102221-102221
Closed Access | Times Cited: 34
The lithium and oil markets – dependencies and volatility spillovers
Barbara Będowska-Sójka, Joanna Górka
Resources Policy (2022) Vol. 78, pp. 102901-102901
Closed Access | Times Cited: 28
Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data
Walid Mensi, Muhammad Shafiullah, Xuan Vinh Vo, et al.
Resources Policy (2022) Vol. 77, pp. 102678-102678
Closed Access | Times Cited: 27
Dependence and spillover among oil market, China's stock market and exchange rate: new evidence from the Vine-Copula-CoVaR and VAR-BEKK-GARCH frameworks
Hongjun Zeng, Abdullahi D. Ahmed, Ran Lu, et al.
Heliyon (2022) Vol. 8, Iss. 11, pp. e11737-e11737
Open Access | Times Cited: 24
The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?
Refk Selmi, Shawkat Hammoudeh, Kamal Kasmaoui, et al.
Energy Economics (2022) Vol. 109, pp. 105913-105913
Closed Access | Times Cited: 23
Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets
Yu Lou, Chao Xiao, Yi Lian
PLoS ONE (2024) Vol. 19, Iss. 1, pp. e0296501-e0296501
Open Access | Times Cited: 5
Dependence structure across equity sectors: Evidence from vine copulas
Faheem Aslam, Ahmed Imran Hunjra, Elie Bouri, et al.
Borsa Istanbul Review (2022) Vol. 23, Iss. 1, pp. 184-202
Open Access | Times Cited: 22
Exploring the interconnectedness of China's new energy and stock markets: A study on volatility spillovers and dynamic correlations
Guangchen Li, Zhiyang Shen, Malin Song, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 471-484
Closed Access | Times Cited: 11
Sustainable Equity Index Dynamic: Connectedness and Information Asymmetry in Emerging Markets
Rajesh Bhue, Umakanta Gartia, Ajaya Kumar Panda, et al.
Business Strategy & Development (2025) Vol. 8, Iss. 1
Closed Access
Quantile Connectedness among Climate Policy Uncertainty, News Sentiment, Oil and Renewables in China
Wan‐Lin Yan, Adrian Cheung
Research in International Business and Finance (2025), pp. 102814-102814
Closed Access
The role of uncertainty in return spillovers among digital, green, and traditional financial assets: New insights from the shock of unprecedented events
Yang Zhou, Chi Xie, Gang‐Jin Wang, et al.
International Review of Financial Analysis (2025), pp. 104225-104225
Closed Access
Global Climate Risk Perception and Its Dynamic Impact on the Clean Energy Market: New Evidence from Contemporaneous and Lagged R2 Decomposition Connectivity Approaches
Yi Dan, Sheng Lin, J. C. S. Yang
Sustainability (2025) Vol. 17, Iss. 8, pp. 3596-3596
Open Access

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