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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:

Extreme risk spillovers between crude oil and stock markets
Limin Du, Yanan He
Energy Economics (2015) Vol. 51, pp. 455-465
Closed Access | Times Cited: 195

Showing 1-25 of 195 citing articles:

Variational Mode Decomposition
Konstantin Dragomiretskiy, Dominique Zosso
IEEE Transactions on Signal Processing (2014) Vol. 62, Iss. 3, pp. 531-544
Closed Access | Times Cited: 6504
Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis
Şaban Nazlıoğlu, N. Alper Gormus, Uğur Soytaş
Energy Economics (2016) Vol. 60, pp. 168-175
Closed Access | Times Cited: 385
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Walid Mensi, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad, et al.
Journal of Banking & Finance (2016) Vol. 75, pp. 258-279
Closed Access | Times Cited: 313
Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19
Shaen Corbet, John W. Goodell, Samet Günay
Energy Economics (2020) Vol. 92, pp. 104978-104978
Open Access | Times Cited: 263
Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
Muhammad Umar, Saqib Farid, Muhammad Abubakr Naeem
Energy (2021) Vol. 240, pp. 122702-122702
Closed Access | Times Cited: 250
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
Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions
Yun Qin, Kairong Hong, Jinyu Chen, et al.
Energy Economics (2020) Vol. 90, pp. 104851-104851
Closed Access | Times Cited: 212
Asymmetric and extreme influence of energy price changes on renewable energy stock performance
Tongshui Xia, Qiang Ji, Dayong Zhang, et al.
Journal of Cleaner Production (2019) Vol. 241, pp. 118338-118338
Closed Access | Times Cited: 205
Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective
Xunxiao Wang, Yudong Wang
Energy Economics (2019) Vol. 80, pp. 995-1009
Closed Access | Times Cited: 173
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
The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises
Chi‐Wei Su, Lidong Pang, Meng Qin, et al.
Energy (2023) Vol. 274, pp. 127304-127304
Closed Access | Times Cited: 141
Spillovers in higher moments and jumps across US stock and strategic commodity markets
Elie Bouri, Xiaojie Lei, Naji Jalkh, et al.
Resources Policy (2021) Vol. 72, pp. 102060-102060
Closed Access | Times Cited: 128
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
The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment
Zhihua Ding, Zhenhua Liu, Yue‐Jun Zhang, et al.
Applied Energy (2016) Vol. 187, pp. 27-36
Closed Access | Times Cited: 151
Oil financialization and volatility forecast: Evidence from multidimensional predictors
Yanran Ma, Qiang Ji, Jiaofeng Pan
Journal of Forecasting (2019) Vol. 38, Iss. 6, pp. 564-581
Closed Access | Times Cited: 141
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
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
Analyzing volatility spillovers between oil market and Asian stock markets
Suleman Sarwar, Aviral Kumar Tiwari, Cao Ting-qiu
Resources Policy (2020) Vol. 66, pp. 101608-101608
Closed Access | Times Cited: 127
Extreme dependence and risk spillovers between oil and Islamic stock markets
Syed Jawad Hussain Shahzad, Walid Mensi, Shawkat Hammoudeh, et al.
Emerging Markets Review (2017) Vol. 34, pp. 42-63
Closed Access | Times Cited: 114
Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?
Krzysztof Drachal
Energy Economics (2016) Vol. 60, pp. 35-46
Closed Access | Times Cited: 109
Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models
Yue‐Jun Zhang, Jinli Wang
Energy Economics (2018) Vol. 78, pp. 192-201
Closed Access | Times Cited: 107
Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis
Xianfang Su
The North American Journal of Economics and Finance (2019) Vol. 51, pp. 101098-101098
Closed Access | Times Cited: 106
Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects
Zhenhua Liu, Hui-Kuan Tseng, Jy S. Wu, et al.
Resources Policy (2020) Vol. 66, pp. 101637-101637
Closed Access | Times Cited: 97
Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism
Elie Bouri, Qian Chen, Donald Lien, et al.
International Review of Economics & Finance (2016) Vol. 48, pp. 34-48
Closed Access | Times Cited: 91
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