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:

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 51-75 of 134 citing articles:

A novel two-stage approach for cryptocurrency analysis
Boyu Yang, Yuying Sun, Shouyang Wang
International Review of Financial Analysis (2020) Vol. 72, pp. 101567-101567
Closed Access | Times Cited: 31
Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?
Danyan Wen, Yudong Wang, Chaoqun Ma, et al.
Resources Policy (2020) Vol. 69, pp. 101871-101871
Closed Access | Times Cited: 29
The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?
Bi-Bo Wu
Journal of commodity markets (2020) Vol. 23, pp. 100158-100158
Closed Access | Times Cited: 28
Modelling the mean and volatility spillover between green bond market and renewable energy stock market
Samuel Asante Gyamerah, Bright Emmanuel Owusu, Ellis Kofi Akwaa‐Sekyi
Green Finance (2022) Vol. 4, Iss. 3, pp. 310-328
Open Access | Times Cited: 18
VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak
Ran Lu, Hongjun Zeng
Studies in Economics and Finance (2022) Vol. 40, Iss. 2, pp. 334-353
Closed Access | Times Cited: 17
Forecasting crude oil price using LSTM neural networks
Kexian Zhang, Min Hong
Data Science in Finance and Economics (2022) Vol. 2, Iss. 3, pp. 163-180
Open Access | Times Cited: 16
The stress contagion among financial markets and its determinants
Baohui Wu, Feng Min, Fenghua Wen
European Journal of Finance (2022) Vol. 29, Iss. 11, pp. 1267-1302
Closed Access | Times Cited: 16
Volatility forecasting on China's oil futures: New evidence from interpretable ensemble boosting trees
Lingbing Feng, Haicheng Rao, Brian M. Lucey, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 1595-1615
Closed Access | Times Cited: 3
High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models
Taher Hamza, Hayet Ben Haj Hamida, Mehdi Mili, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102384-102384
Closed Access | Times Cited: 3
Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
Donghai Zhou, Xiaoxing Liu, Chun Tang
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102192-102192
Closed 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
Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments
Rongda Chen, Wei Bo, Chenglu Jin, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101748-101748
Open Access | Times Cited: 23
Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect
Shusheng Ding, Tianxiang Cui, Yongmin Zhang
International Review of Financial Analysis (2022) Vol. 83, pp. 102255-102255
Closed Access | Times Cited: 16
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Kunliang Jiang, Wuyi Ye
Economic Modelling (2022) Vol. 117, pp. 106046-106046
Closed Access | Times Cited: 14
Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic
Walid Mensi, Waqas Hanif, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101925-101925
Closed Access | Times Cited: 9
The effects of foreign uncertainty shocks on China’s macro-economy: Empirical evidence from a nonlinear ARDL model
Fenghua Wen, Yilin Xiao, Haiquan Wu
Physica A Statistical Mechanics and its Applications (2019) Vol. 532, pp. 121879-121879
Closed Access | Times Cited: 24
Dynamic spillover effects between oil prices and stock markets: New evidence from pre and during COVID-19 outbreak
Ngô Thái Hưng
AIMS energy (2020) Vol. 8, Iss. 5, pp. 819-834
Open Access | Times Cited: 22
Spillovers and diversification benefits between oil futures and ASEAN stock markets
Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo
Resources Policy (2022) Vol. 79, pp. 103005-103005
Closed Access | Times Cited: 13
The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase
Hao Chen, Zhixin Liu, Yinpeng Zhang, et al.
Sustainability (2020) Vol. 12, Iss. 6, pp. 2517-2517
Open Access | Times Cited: 19
Spillover effect between carbon spot and futures market: evidence from EU ETS
Jian Liu, Shuai Tang, Chun‐Ping Chang
Environmental Science and Pollution Research (2020) Vol. 28, Iss. 12, pp. 15223-15235
Closed Access | Times Cited: 19
Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains
Sheng Cheng, Wei Liu, Qisheng Jiang, et al.
Computational Economics (2022) Vol. 61, Iss. 4, pp. 1593-1616
Open Access | Times Cited: 12
Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?
Yue‐Jun Zhang, Han Zhang
International Review of Financial Analysis (2022) Vol. 85, pp. 102454-102454
Closed Access | Times Cited: 12
Dynamic spillovers and asymmetric connectedness between fossil energy and green financial markets: Evidence from China
Jing Deng, Siying Guan, Huike Zheng, et al.
Frontiers in Energy Research (2022) Vol. 10
Open Access | Times Cited: 11
Interconnected Markets: Unveiling Volatility Spillovers in Commodities and Energy Markets through BEKK-GARCH Modelling
Tetiana Paientko, Stanley Amakude
Analytics (2024) Vol. 3, Iss. 2, pp. 194-220
Open Access | Times Cited: 2
Impact of crude oil price innovations on global stock market volatility: Evidence across time and space
Libo Yin, Hong Cao, Yu Xin
International Review of Financial Analysis (2024) Vol. 96, pp. 103685-103685
Closed Access | Times Cited: 2

Scroll to top