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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:

Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Sang Hoon Kang, Aviral Kumar Tiwari, Claudiu Tiberiu Albulescu, et al.
Energy Economics (2019) Vol. 84, pp. 104543-104543
Closed Access | Times Cited: 116

Showing 1-25 of 116 citing articles:

Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Adeolu O. Adewuyi, et al.
Energy Economics (2022) Vol. 113, pp. 106235-106235
Closed Access | Times Cited: 200
Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities
Saqib Farid, Muhammad Abubakr Naeem, Andrea Paltrinieri, et al.
Energy Economics (2022) Vol. 109, pp. 105962-105962
Open Access | Times Cited: 132
Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
Ngô Thái Hưng
Resources Policy (2021) Vol. 73, pp. 102236-102236
Open Access | Times Cited: 126
Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China
Zhenghui Li, Bin Mo, He Nie
International Review of Economics & Finance (2023) Vol. 86, pp. 46-57
Closed Access | Times Cited: 65
Do green financial markets offset the risk of cryptocurrencies and carbon markets?
Md Abubakar Siddique, Haitham Nobanee, Sitara Karim, et al.
International Review of Economics & Finance (2023) Vol. 86, pp. 822-833
Closed Access | Times Cited: 64
Time-frequency volatility connectedness between fossil energy and agricultural commodities: Comparing the COVID-19 pandemic with the Russia-Ukraine conflict
You Wu, Wenting Ren, Jieru Wan, et al.
Finance research letters (2023) Vol. 55, pp. 103866-103866
Open Access | Times Cited: 59
Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks
Yingli Li, Jianbai Huang, Wang Gao, et al.
Resources Policy (2021) Vol. 73, pp. 102134-102134
Closed Access | Times Cited: 89
Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives
Jinxin Cui, Mark Goh, Binlin Li, et al.
Energy (2020) Vol. 216, pp. 119302-119302
Closed Access | Times Cited: 85
Network connectedness between natural gas markets, uncertainty and stock markets
Jiang-Bo Geng, Fu-Rui Chen, Qiang Ji, et al.
Energy Economics (2020) Vol. 95, pp. 105001-105001
Closed Access | Times Cited: 82
Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?
Yanpeng Sun, Nawazish Mirza, Abdul Qadeer, et al.
Resources Policy (2021) Vol. 72, pp. 102131-102131
Closed Access | Times Cited: 70
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications
Walid Mensi, Aylin Aslan, Xuan Vinh Vo, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 219-232
Closed Access | Times Cited: 67
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
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
Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain
Muhammad Abubakr Naeem, Sitara Karim, Mudassar Hasan, et al.
Energy Economics (2022) Vol. 112, pp. 106148-106148
Closed Access | Times Cited: 60
The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak
Wei Jiang, Yun-Fei Chen
Resources Policy (2022) Vol. 77, pp. 102763-102763
Open Access | Times Cited: 57
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
Rabeh Khalfaoui, Eduard Baumöhl, Suleman Sarwar, et al.
Resources Policy (2021) Vol. 74, pp. 102318-102318
Closed Access | Times Cited: 56
Information transmission in regional energy stock markets
Suha Mahmoud Alawi, Sitara Karim, Abdelrhman Meero, et al.
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 15, pp. 43000-43012
Open Access | Times Cited: 54
How connected is the agricultural commodity market to the news-based investor sentiment?
Erdinç Akyıldırım, Oğuzhan Çepni, Linh Pham, et al.
Energy Economics (2022) Vol. 113, pp. 106174-106174
Closed Access | Times Cited: 41
Time-frequency connectedness among traditional/new energy, green finance, and ESG in pre- and post-Russia-Ukraine war periods
Wei Jiang, Lingfei Dong, Yunfei Chen
Resources Policy (2023) Vol. 83, pp. 103618-103618
Closed Access | Times Cited: 37
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets
Wei Jiang, Yunfei Chen
Resources Policy (2023) Vol. 88, pp. 104376-104376
Closed Access | Times Cited: 23
Multiscale quantile dependence between China's green bond and green equity: Fresh evidence from higher-order moment perspective
Liya Hau, Xiaomei Yang, Yongmin Zhang
International Review of Financial Analysis (2024) Vol. 95, pp. 103485-103485
Closed Access | Times Cited: 10
Asymmetric and time-frequency spillovers among commodities using high-frequency data
Massimiliano Caporin, Muhammad Abubakr Naeem, Muhammad Arif, et al.
Resources Policy (2020) Vol. 70, pp. 101958-101958
Open Access | Times Cited: 69
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis
Huiming Zhu, Weiyan Chen, Liya Hau, et al.
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101447-101447
Closed Access | Times Cited: 54
The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
Adam Makkonen, Daniel Vallström, Gazi Salah Uddin, et al.
Energy Economics (2021) Vol. 100, pp. 105377-105377
Closed Access | Times Cited: 53
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