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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:

Analysing spillover between returns and volatility series of oil across major stock markets
Aviral Kumar Tiwari, Samia Nasreen, Subhan Ullah, et al.
International Journal of Finance & Economics (2020) Vol. 26, Iss. 2, pp. 2458-2490
Closed Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution
Thi Ngoc Lan Le, Emmanuel Joel Aikins Abakah, Aviral Kumar Tiwari
Technological Forecasting and Social Change (2020) Vol. 162, pp. 120382-120382
Open Access | Times Cited: 320
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Walid Mensi, Imran Yousaf, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101487-101487
Closed Access | Times Cited: 116
Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
Mabruk Billah, Sitara Karim, Muhammad Abubakr Naeem, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101680-101680
Closed Access | Times Cited: 100
Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies
Ahmed H. Elsayed, Samia Nasreen, Aviral Kumar Tiwari
Energy Economics (2020) Vol. 90, pp. 104847-104847
Open Access | Times Cited: 135
Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs
Syed Kumail Abbas Rizvi, Bushra Naqvi, Nawazish Mirza
Annals of Operations Research (2021) Vol. 313, Iss. 1, pp. 495-524
Open Access | Times Cited: 71
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Muhammad Abubakr Naeem, Sitara Karim, Larisa Yarovaya, et al.
Energy Economics (2023) Vol. 122, pp. 106677-106677
Open Access | Times Cited: 30
Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war
Lei Lei, Ghazala Aziz, Suleman Sarwar, et al.
Resources Policy (2023) Vol. 85, pp. 103645-103645
Closed Access | Times Cited: 26
Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach
Xu Zhang, Xian Yang, Jianping Li, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 6, pp. 705-733
Closed Access | Times Cited: 24
Navigating financial interconnectivity: analyzing oil, exchange rates and US market influences on Asia-Pacific equities using the time-varying parameter vector autoregressive connectedness approach
S.M.N.N. Sarathkumara, S. M. R. K. Samarakoon, Rudra P. Pradhan
Journal of Economic Studies (2025)
Closed Access | Times Cited: 1
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
Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis
Walid Mensi, Abdel Razzaq Al Rababa’a, Mohammad Alomari, et al.
Resources Policy (2022) Vol. 79, pp. 102976-102976
Closed Access | Times Cited: 29
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Samia Nasreen, Aviral Kumar Tiwari, John W. Goodell, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 1556-1592
Closed Access | Times Cited: 7
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
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
Interplay of crises: Unpacking intraday spillovers in oil and European equities in the shadow of the COVID-19 and the Ukraine-Russia war
Muneer M. Alshater, Waqas Hanif, Rim El Khoury, et al.
Borsa Istanbul Review (2024) Vol. 24, Iss. 4, pp. 747-771
Open Access | Times Cited: 4
Incorporating FX Forecast and Volatility into Bayesian Risk Management
Giuseppe Orlando, Giacomo Ascione, Michele Bufalo
(2025)
Closed Access
Capital expenditures, corporate hedging and firm value
Subhan Ullah, Muhammad Irfan, Ja Ryong Kim, et al.
The Quarterly Review of Economics and Finance (2021) Vol. 87, pp. 360-366
Open Access | Times Cited: 25
Time-frequency information transmission among financial markets: evidence from implied volatility
Muhammad Abubakr Naeem, Fiza Qureshi, Saqib Farid, et al.
Annals of Operations Research (2021) Vol. 334, Iss. 1-3, pp. 701-729
Open Access | Times Cited: 25
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Mohammad Alomari, Refk Selmi, Walid Mensi, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 93, pp. 210-228
Closed Access | Times Cited: 10
Stock Market Synchronization: The Role of Geopolitical Risk
Kazi Sohag, Rogneda Vasilyeva, Alina Urazbaeva, et al.
Journal of risk and financial management (2022) Vol. 15, Iss. 5, pp. 204-204
Open Access | Times Cited: 12
A Survey of Literature on the Interlinkage between Petroleum Prices and Equity Markets
Miramir Bagirov, Cesário Mateus
Journal of risk and financial management (2024) Vol. 17, Iss. 1, pp. 40-40
Open Access | Times Cited: 2
Market Volatility Spillover, Network Diffusion, and Financial Systemic Risk Management: Financial Modeling and Empirical Study
Sun Meng, Yan Chen
Mathematics (2023) Vol. 11, Iss. 6, pp. 1396-1396
Open Access | Times Cited: 6
Is Gold a Hedge and Safe Haven during Political Uncertainties?
Hafsa Rasheed, Habib Ahmad, Attiya Yasmin Javid
Business & Economic Review (2021) Vol. 13, Iss. 2, pp. 1-28
Open Access | Times Cited: 12
The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis
Aviral Kumar Tiwari, Ibrahim D. Raheem, Şeref Bozoklu, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 1, pp. 1569-1590
Closed Access | Times Cited: 11
Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network
حسن حیدری, Oluwasegun B. Adekoya, Muhammad Mahdi Rashidi, et al.
Resources Policy (2022) Vol. 77, pp. 102778-102778
Closed Access | Times Cited: 7
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