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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:

Oil shocks and equity markets: The case of GCC and BRICS economies
Zaghum Umar, Nader Trabelsi, Adam Zaremba
Energy Economics (2021) Vol. 96, pp. 105155-105155
Closed Access | Times Cited: 81

Showing 1-25 of 81 citing articles:

Oil shocks and BRIC markets: Evidence from extreme quantile approach
Muhammad Abubakr Naeem, Linh Pham, Arunachalam Senthilkumar, et al.
Energy Economics (2022) Vol. 108, pp. 105932-105932
Closed Access | Times Cited: 107
Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics
Xiaohang Ren, Yiying Li, Yinshu Qi, et al.
Energy (2022) Vol. 254, pp. 124172-124172
Closed Access | Times Cited: 78
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches
Ping Wei, Yinshu Qi, Xiaohang Ren, et al.
Energy Economics (2023) Vol. 121, pp. 106657-106657
Open Access | Times Cited: 63
Volatility spillovers and frequency dependence between oil price shocks and green stock markets
Waqas Hanif, Тамара Теплова, Victoria Rodina, et al.
Resources Policy (2023) Vol. 85, pp. 103860-103860
Open Access | Times Cited: 45
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
Frequency spillovers between oil shocks and stock markets of top oil-producing and -consuming economies
Salem Adel Ziadat, Walid Mensi, Sang Hoon Kang
Energy (2024) Vol. 291, pp. 130239-130239
Closed Access | Times Cited: 20
Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition
María Caridad Sevillano, Francisco Jareño, Raquel López Garcí­a, et al.
Energy Economics (2024) Vol. 131, pp. 107398-107398
Open Access | Times Cited: 16
Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach
Shoaib Ali, Muhammad Umar, Muhammad Naveed, et al.
Energy Economics (2024) Vol. 134, pp. 107523-107523
Closed Access | Times Cited: 16
Network connectedness between China's crude oil futures and sector stock indices
Zixin Wang, Liu Bing-yue, Ying Fan
Energy Economics (2023) Vol. 125, pp. 106848-106848
Closed Access | Times Cited: 24
Quantile connectedness between oil price shocks and exchange rates
Zaghum Umar, Ahmed Bossman
Resources Policy (2023) Vol. 83, pp. 103658-103658
Closed Access | Times Cited: 23
Dynamic spillover between oil price shocks and technology stock indices: A country level analysis
Zaghum Umar, Khaled Mokni, Youssef Manel, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102231-102231
Open Access | Times Cited: 10
Does climate policy uncertainty shape the response of stock markets to oil price changes? Evidence from GCC stock markets
Mohamed El Hédi Arouri, Mathieu Gomes, Guillaume Pijourlet
Journal of Environmental Management (2025) Vol. 375, pp. 124229-124229
Closed Access | Times Cited: 1
The impact of COVID-19 induced panic on the return and volatility of precious metals
Zaghum Umar, Saqib Aziz, Dima Tawil
Journal of Behavioral and Experimental Finance (2021) Vol. 31, pp. 100525-100525
Open Access | Times Cited: 51
Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis
Imran Yousaf, Beljid Makram, Anis Chaibi, et al.
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101764-101764
Closed Access | Times Cited: 38
Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
Zaghum Umar, Imran Yousaf, Mariya Gubareva, et al.
Pacific-Basin Finance Journal (2022) Vol. 72, pp. 101712-101712
Closed Access | Times Cited: 31
Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Hao-Wen Chang, Tsangyao Chang, Yuan Hung Ling, et al.
Finance research letters (2023) Vol. 54, pp. 103748-103748
Closed Access | Times Cited: 19
Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event
Yang Hu, Chunlin Lang, Shaen Corbet, et al.
Energy Economics (2023) Vol. 125, pp. 106829-106829
Open Access | Times Cited: 19
Decomposed oil price shocks and GCC stock market sector returns and volatility
Nedal Al‐Fayoumi, Elie Bouri, Bana Abuzayed
Energy Economics (2023) Vol. 126, pp. 106930-106930
Closed Access | Times Cited: 19
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries
Huiming Zhu, Xi Huang, Fangyu Ye, et al.
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102062-102062
Closed Access | Times Cited: 19
Shifting global dynamics: an empirical analysis of BRICS + expansion and its economic, trade, and military implications in the context of the G7
Logan Cochrane, Esmat Zaidan
Cogent Social Sciences (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 7
Extreme co-movements between decomposed oil price shocks and sustainable investments
Xunfa Lu, Pengchao He, Zhengjun Zhang, et al.
Energy Economics (2024) Vol. 134, pp. 107580-107580
Closed Access | Times Cited: 7
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework
Ahmed Bouteska, Taimur Sharif, Mohammad Zoynul Abedin
International Review of Financial Analysis (2024), pp. 103128-103128
Closed Access | Times Cited: 6
Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises
Ijaz Younis, Muhammad Abubakr Naeem, Waheed Ullah Shah, et al.
Research in International Business and Finance (2024) Vol. 73, pp. 102548-102548
Open Access | Times Cited: 6
The relationship between yield curve components and equity sectorial indices: Evidence from China
Zaghum Umar, Imran Yousaf, David Y. Aharon
Pacific-Basin Finance Journal (2021) Vol. 68, pp. 101591-101591
Closed Access | Times Cited: 39
Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis
Zaghum Umar, Youssef Manel, Yasir Riaz, et al.
Pacific-Basin Finance Journal (2021) Vol. 67, pp. 101563-101563
Closed Access | Times Cited: 34
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