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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.

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Showing 1-25 of 132 citing articles:

Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis
Yu Wei, Songkun Qin, Xiafei Li, et al.
Finance research letters (2019) Vol. 30, pp. 23-29
Closed Access | Times Cited: 188
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Walid Mensi, Abdel Razzaq Al Rababa’a, Xuan Vinh Vo, et al.
Energy Economics (2021) Vol. 98, pp. 105262-105262
Closed Access | Times Cited: 187
International stock market risk contagion during the COVID-19 pandemic
Yuntong Liu, Yu Wei, Qian Wang, et al.
Finance research letters (2021) Vol. 45, pp. 102145-102145
Open Access | Times Cited: 149
The spillover effect between Chinese crude oil futures market and Chinese green energy stock market
Jingpeng Li, Muhammad Umar, Jiale Huo
Energy Economics (2023) Vol. 119, pp. 106568-106568
Closed Access | Times Cited: 73
Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis
Chao Liang, John W. Goodell, Xiafei Li
Journal of International Financial Markets Institutions and Money (2024) Vol. 92, pp. 101977-101977
Closed Access | Times Cited: 37
Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market
Yongjian Lyu, Heling Yi, Mo Yang, et al.
Applied Energy (2025) Vol. 382, pp. 125311-125311
Closed Access | Times Cited: 3
Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover
Kun Yang, Yu Wei, Shouwei Li, et al.
Journal of Cleaner Production (2020) Vol. 279, pp. 123429-123429
Closed Access | Times Cited: 131
A new financial data forecasting model using genetic algorithm and long short-term memory network
Yusheng Huang, Yelin Gao, Yan Gan, et al.
Neurocomputing (2020) Vol. 425, pp. 207-218
Closed Access | Times Cited: 103
The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm
Manrui Jiang, Lifen Jia, Zhensong Chen, et al.
Annals of Operations Research (2020) Vol. 309, Iss. 2, pp. 553-585
Closed Access | Times Cited: 88
Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach
Zhenhua Liu, Xunpeng Shi, Pengxiang Zhai, et al.
Resources Policy (2021) Vol. 74, pp. 102381-102381
Closed Access | Times Cited: 88
Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets
Jingyu Jin, Yu Jiang, Yang Hu, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 527, pp. 121121-121121
Closed Access | Times Cited: 84
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
Bana Abuzayed, Nedal Al‐Fayoumi
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101476-101476
Closed Access | Times Cited: 82
The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry
Shaen Corbet, Yang Hou, Yang Hu, et al.
International Review of Financial Analysis (2020) Vol. 72, pp. 101560-101560
Open Access | Times Cited: 80
Which uncertainty is powerful to forecast crude oil market volatility? New evidence
Xiafei Li, Yu Wei, Xiaodan Chen, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 4, pp. 4279-4297
Closed Access | Times Cited: 79
Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US
Xiafei Li, Bo Li, Guiwu Wei, et al.
Resources Policy (2021) Vol. 73, pp. 102166-102166
Open Access | Times Cited: 78
Characteristics of spillovers between the US stock market and precious metals and oil
Gazi Salah Uddin, José Arreola Hernández, Syed Jawad Hussain Shahzad, et al.
Resources Policy (2020) Vol. 66, pp. 101601-101601
Closed Access | Times Cited: 74
Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic
Pengfei Zhu, Yong Tang, Yu Wei, et al.
Energy (2021) Vol. 231, pp. 120949-120949
Open Access | Times Cited: 73
The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters
Syed Riaz Mahmood Ali, Walid Mensi, Kaysul Islam Anik, et al.
Economic Analysis and Policy (2021) Vol. 73, pp. 345-372
Open Access | Times Cited: 71
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets
Shangrong Jiang, Yuze Li, Quanying Lu, et al.
Research in International Business and Finance (2021) Vol. 59, pp. 101543-101543
Closed Access | Times Cited: 66
Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications
Walid Mensi, Khamis Hamed Al‐Yahyaee, Xuan Vinh Vo, et al.
Economic Analysis and Policy (2021) Vol. 71, pp. 397-419
Closed Access | Times Cited: 65
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu Bing-yue, Ying Fan, Qiang Ji, et al.
Energy Economics (2021) Vol. 105, pp. 105749-105749
Open Access | Times Cited: 64
Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model
Yu Wei, Jiahao Zhang, Lan Bai, et al.
Renewable Energy (2022) Vol. 202, pp. 289-309
Closed Access | Times Cited: 64
Asymmetric volatility spillovers between crude oil and China's financial markets
Hu Wang, Shouwei Li
Energy (2021) Vol. 233, pp. 121168-121168
Closed Access | Times Cited: 62
Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics
Kun Yang, Yu Wei, Shouwei Li, et al.
Energy Economics (2021) Vol. 96, pp. 105149-105149
Closed Access | Times Cited: 59
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market: A MODWT-Vine quantile regression approach
Fenghua Wen, Zhen Liu, Zhifeng Dai, et al.
Energy Economics (2022) Vol. 109, pp. 105957-105957
Closed Access | Times Cited: 59
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