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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:

Has oil price predicted stock returns for over a century?
Paresh Kumar Narayan, Rangan Gupta
Energy Economics (2014) Vol. 48, pp. 18-23
Open Access | Times Cited: 336

Showing 1-25 of 336 citing articles:

Predicting stock returns in the presence of COVID-19 pandemic: The role of health news
Afees A. Salisu, Xuan Vinh Vo
International Review of Financial Analysis (2020) Vol. 71, pp. 101546-101546
Open Access | Times Cited: 308
Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach
Afees A. Salisu, Kazeem Isah
Economic Modelling (2017) Vol. 66, pp. 258-271
Closed Access | Times Cited: 302
Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US: A Time-Varying Analysis
Lu Liu, En‐Ze Wang, Chien‐Chiang Lee
Energy RESEARCH LETTERS (2020) Vol. 1, Iss. 1
Open Access | Times Cited: 285
Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results
Afees A. Salisu, Godday Uwawunkonye Ebuh, Nuruddeen Usman
International Review of Economics & Finance (2020) Vol. 69, pp. 280-294
Closed Access | Times Cited: 272
What do we know about oil prices and stock returns?
Russell Smyth, Paresh Kumar Narayan
International Review of Financial Analysis (2018) Vol. 57, pp. 148-156
Closed Access | Times Cited: 243
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index
Jihong Xiao, Min Zhou, Fengming Wen, et al.
Energy Economics (2018) Vol. 74, pp. 777-786
Closed Access | Times Cited: 242
Constructing a Global Fear Index for the COVID-19 Pandemic
Afees A. Salisu, Lateef O. Akanni
Emerging Markets Finance and Trade (2020) Vol. 56, Iss. 10, pp. 2310-2331
Open Access | Times Cited: 239
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence
Stavros Degiannakis, George Filis, Vipin Arora
The Energy Journal (2018) Vol. 39, Iss. 5, pp. 85-130
Open Access | Times Cited: 238
Can economic policy uncertainty predict stock returns? Global evidence
Dinh Hoang Bach Phan, Susan Sunila Sharma, Vuong Thao Tran
Journal of International Financial Markets Institutions and Money (2018) Vol. 55, pp. 134-150
Closed Access | Times Cited: 237
COVID-19 and the Oil Price – Stock Market Nexus: Evidence From Net Oil-Importing Countries
K.P. Prabheesh, Rakesh Padhan, Bhavesh Garg
Energy RESEARCH LETTERS (2020) Vol. 1, Iss. 2
Open Access | Times Cited: 233
Uncertainty Due to Infectious Diseases and Energy Market Volatility
Afees A. Salisu, Idris A. Adediran
Energy RESEARCH LETTERS (2020) Vol. 1, Iss. 2
Open Access | Times Cited: 155
The roles of oil shocks and geopolitical uncertainties on China’s green bond returns
Chi‐Chuan Lee, Huayun Tang, Ding Li
Economic Analysis and Policy (2022) Vol. 74, pp. 494-505
Closed Access | Times Cited: 98
Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data
Sufang Li, Dalun Tu, Yan Zeng, et al.
Energy Economics (2022) Vol. 113, pp. 106191-106191
Closed Access | Times Cited: 75
Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers
Waqas Hanif, Sinda Hadhri, Rim El Khoury
Journal of commodity markets (2024) Vol. 34, pp. 100404-100404
Open Access | Times Cited: 21
Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model
Qiang Ji, Liu Bing-yue, Ying Fan
Energy Economics (2018) Vol. 77, pp. 80-92
Closed Access | Times Cited: 162
Geopolitics and the oil price
José Noguera-Santaella
Economic Modelling (2015) Vol. 52, pp. 301-309
Closed Access | Times Cited: 151
Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach
Jihong Xiao, Chunyan Hu, Guangda Ouyang, et al.
Energy Economics (2019) Vol. 80, pp. 297-309
Closed Access | Times Cited: 140
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Param Silvapulle, Russell Smyth, Xibin Zhang, et al.
Energy Economics (2017) Vol. 67, pp. 255-267
Closed Access | Times Cited: 138
Dynamic relationship of oil price shocks and country risks
Chi‐Chuan Lee, Chien‐Chiang Lee, Shao‐Lin Ning
Energy Economics (2017) Vol. 66, pp. 571-581
Closed Access | Times Cited: 136
Oil price shocks and Chinese banking performance: Do country risks matter?
Chi‐Chuan Lee, Chien‐Chiang Lee
Energy Economics (2018) Vol. 77, pp. 46-53
Closed Access | Times Cited: 131
Asymmetric oil shocks and external balances of major oil exporting and importing countries
Shudhasattwa Rafiq, Pasquale M. Sgrò, Nicholas Apergis
Energy Economics (2016) Vol. 56, pp. 42-50
Closed Access | Times Cited: 130
Oil price increases and the predictability of equity premium
Yudong Wang, Zhiyuan Pan, Li Liu, et al.
Journal of Banking & Finance (2019) Vol. 102, pp. 43-58
Closed Access | Times Cited: 130
Hedging stocks with oil
Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi, et al.
Energy Economics (2019) Vol. 93, pp. 104422-104422
Closed Access | Times Cited: 128
Is stock return predictability time-varying?
Neluka Devpura, Paresh Kumar Narayan, Susan Sunila Sharma
Journal of International Financial Markets Institutions and Money (2017) Vol. 52, pp. 152-172
Closed Access | Times Cited: 126
Risk spillovers between oil and stock markets: A VAR for VaR analysis
Danyan Wen, Gang‐Jin Wang, Chaoqun Ma, et al.
Energy Economics (2019) Vol. 80, pp. 524-535
Closed Access | Times Cited: 119
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