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:

Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval, et al.
European Journal of Operational Research (2016) Vol. 256, Iss. 3, pp. 945-961
Open Access | Times Cited: 133

Showing 1-25 of 133 citing articles:

Information interdependence among energy, cryptocurrency and major commodity markets
Qiang Ji, Elie Bouri, David Roubaud, et al.
Energy Economics (2019) Vol. 81, pp. 1042-1055
Closed Access | Times Cited: 239
Black swan events and safe havens: The role of gold in globally integrated emerging markets
Stelios Bekiros, Sabri Boubaker, Duc Khuong Nguyen, et al.
Journal of International Money and Finance (2017) Vol. 73, pp. 317-334
Open Access | Times Cited: 183
Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
Qiang Ji, Liu Bing-yue, Henrik Nehler, et al.
Energy Economics (2018) Vol. 76, pp. 115-126
Closed Access | Times Cited: 172
Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19
Hua Zhang, Jinyu Chen, Liuguo Shao
International Review of Financial Analysis (2021) Vol. 77, pp. 101828-101828
Open Access | Times Cited: 150
Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach
Walid Mensi, Besma Hkiri, Khamis Hamed Al‐Yahyaee, et al.
International Review of Economics & Finance (2017) Vol. 54, pp. 74-102
Closed Access | Times Cited: 145
Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach
Muhammad Yahya, Atle Øglend, Roy Endré Dahl
Energy Economics (2019) Vol. 80, pp. 277-296
Closed Access | Times Cited: 112
“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet
Toan Luu Duc Huynh, Muhammad Ali Nasir, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101277-101277
Open Access | Times Cited: 107
Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications
Muhammad Abubakr Naeem, Mudassar Hasan, Muhammad Arif, et al.
Energy Economics (2021) Vol. 105, pp. 105758-105758
Closed Access | Times Cited: 64
Taxonomy of commodities assets via complexity-entropy causality plane
LEONARDO H. S. FERNANDES, Fernando Henrique Antunes de Araujo
Chaos Solitons & Fractals (2020) Vol. 137, pp. 109909-109909
Closed Access | Times Cited: 70
Modeling and forecasting commodity market volatility with long‐term economic and financial variables
Duc Khuong Nguyen, Thomas Walther
Journal of Forecasting (2019) Vol. 39, Iss. 2, pp. 126-142
Open Access | Times Cited: 59
U.S. equity and commodity futures markets: Hedging or financialization?
Duc Khuong Nguyen, Ahmet Şensoy, Ricardo M. Sousa, et al.
Energy Economics (2020) Vol. 86, pp. 104660-104660
Closed Access | Times Cited: 54
Early Warning of Financial Risk Based on K-Means Clustering Algorithm
Zhangyao Zhu, Na Liu
Complexity (2021) Vol. 2021, pp. 1-12
Open Access | Times Cited: 49
Healthcare Operations and Black Swan Event for COVID-19 Pandemic: A Predictive Analytics
Jinil Persis, Manimuthu Arunmozhi, V. Raja Sreedharan
IEEE Transactions on Engineering Management (2021) Vol. 70, Iss. 9, pp. 3229-3243
Open Access | Times Cited: 41
Dynamic complexity and causality of crude oil and major stock markets
Di Xiao, Jun Wang
Energy (2019) Vol. 193, pp. 116791-116791
Closed Access | Times Cited: 52
A Survey of Information Entropy Metrics for Complex Networks
Yamila M. Omar, Peter Plapper
Entropy (2020) Vol. 22, Iss. 12, pp. 1417-1417
Open Access | Times Cited: 49
Measuring the network connectedness of global stock markets
Gong Chen, Pan Tang, Yutong Wang
Physica A Statistical Mechanics and its Applications (2019) Vol. 535, pp. 122351-122351
Closed Access | Times Cited: 44
Information transmission and entropy-based network between Chinese stock market and commodity futures market
Hongli Niu, Ziang Hu
Resources Policy (2021) Vol. 74, pp. 102294-102294
Closed Access | Times Cited: 36
Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil
Muhammad Yahya, Anupam Dutta, Elie Bouri, et al.
Renewable Energy (2022) Vol. 197, pp. 594-605
Open Access | Times Cited: 28
Risk network of global energy markets
Gazi Salah Uddin, Tianqi Luo, Muhammad Yahya, et al.
Energy Economics (2023) Vol. 125, pp. 106882-106882
Open Access | Times Cited: 14
Robust and sparse banking network estimation
Gabriele Torri, Rosella Giacometti, Sandra Paterlini
European Journal of Operational Research (2018) Vol. 270, Iss. 1, pp. 51-65
Open Access | Times Cited: 45
Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach
Naveed Raza, Sajid Ali, Syed Jawad Hussain Shahzad, et al.
Resources Policy (2018) Vol. 57, pp. 10-29
Closed Access | Times Cited: 42
Emerging Market Contagion Under Geopolitical Uncertainty
Axel Hedström, Nathalie Zelander, Juha-Pekka Junttila, et al.
Emerging Markets Finance and Trade (2019) Vol. 56, Iss. 6, pp. 1377-1401
Open Access | Times Cited: 38
Uncovering the global network of economic policy uncertainty
Hardik A. Marfatia, Wanli Zhao, Qiang Ji
Research in International Business and Finance (2020) Vol. 53, pp. 101223-101223
Closed Access | Times Cited: 38
Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network
Chang Liu, Xiaolei Sun, Jun Wang, et al.
Research in International Business and Finance (2020) Vol. 55, pp. 101318-101318
Closed Access | Times Cited: 35
Using transfer entropy to measure information flows between cryptocurrencies
Ata Assaf, Mehmet Hüseyin Bilgin, Ender Demir
Physica A Statistical Mechanics and its Applications (2021) Vol. 586, pp. 126484-126484
Closed Access | Times Cited: 29
Page 1 - Next Page

Scroll to top