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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:

Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies
Ioannis Chatziantoniou, Ahmed H. Elsayed, David Gabauer, et al.
Energy Economics (2023) Vol. 120, pp. 106627-106627
Closed Access | Times Cited: 46

Showing 1-25 of 46 citing articles:

Model-free connectedness measures
David Gabauer, Ioannis Chatziantoniou, Alexis Stenfors
Finance research letters (2023) Vol. 54, pp. 103804-103804
Open Access | Times Cited: 36
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach
Muhammad Abubakr Naeem, Ioannis Chatziantoniou, David Gabauer, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102986-102986
Closed Access | Times Cited: 24
Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis
Imran Yousaf, Muhammad Ijaz, Muhammad Umar, et al.
Energy Economics (2024) Vol. 133, pp. 107490-107490
Closed Access | Times Cited: 10
Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets
Chunlin Lang, Danyang Xu, Shaen Corbet, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103152-103152
Closed Access | Times Cited: 8
Financial stress in Russia: Exploring the impact of oil market shocks
Kazi Sohag, Irina Kalina, Ahmed H. Elsayed
Resources Policy (2023) Vol. 86, pp. 104150-104150
Closed Access | Times Cited: 21
How connected is the crypto market risk to investor sentiment?
Xudong Lin, Yiqun Meng, Hao Zhu
Finance research letters (2023) Vol. 56, pp. 104177-104177
Open Access | Times Cited: 17
The time-varying and asymmetric impacts of oil price shocks on geopolitical risk
Zhifang He, Hao Sun
International Review of Economics & Finance (2024) Vol. 91, pp. 942-957
Closed 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
International transmission of shocks and African forex markets
Shoujun Huang, Ahmed Bossman, Mariya Gubareva, et al.
Energy Economics (2024) Vol. 131, pp. 107382-107382
Open Access | Times Cited: 6
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
Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments
Wan‐Lin Yan, Adrian Cheung
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102175-102175
Closed Access | Times Cited: 6
The term structure of yield curve and connectedness among ESG investments
Najaf Iqbal, Zaghum Umar, Asif M. Ruman, et al.
Research in International Business and Finance (2023) Vol. 67, pp. 102145-102145
Closed Access | Times Cited: 16
Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
Nader Naifar
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102205-102205
Closed Access | Times Cited: 5
The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches
Aviral Kumar Tiwari, Mehmet Metin Damm, Halil Altıntaş, et al.
Energy Economics (2024), pp. 108101-108101
Closed Access | Times Cited: 5
Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes
Shivani Narayan, Dilip Kumar
Global Finance Journal (2024) Vol. 62, pp. 101018-101018
Closed Access | Times Cited: 4
Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets
Gaye-Del Lo, Isaac Marcelin, Théophile Bassène, et al.
Emerging Markets Review (2024) Vol. 63, pp. 101193-101193
Closed Access | Times Cited: 4
Interactions between renewable energy tokens, oil shocks, and clean energy investments: Do COP26 policies matter?
Nader Naifar
Energy Policy (2025) Vol. 198, pp. 114497-114497
Closed Access
Extreme time–frequency connectedness between oil shocks and sectoral markets in the United States
Oğuzhan Özçelebi, José Pérez-Montiel, Sang Hoon Kang
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Oil Shocks and the Financial Markets: A Review
Feng Ma, Xinjie Lu, Samuel A. Vigne
Journal of Economic Surveys (2025)
Closed Access
Novel approaches to model decomposed oil shocks, geopolitical risk, clean and fossil fuel stocks
Mehmet Metin Dam, Halil Altıntaş, Aviral Kumar Tiwari
Borsa Istanbul Review (2025)
Open Access
Extreme dependence, connectedness, and causality between US sector stocks and oil shocks
Walid Mensi, Remzi Gök, Eray Gemi̇ci̇, et al.
International Review of Economics & Finance (2025), pp. 103936-103936
Open Access
Modeling the Relation between the Price of Oil and the Value of the U.S. Dollar: The Frequency of Observations Matters
Jaime Márquez, Kui Ren
IntechOpen eBooks (2025)
Closed Access
Spillovers across the crude oil and major currencies exchange rates using dynamic-quantile-frequency analysis
Buhari Doğan, Magdalena Rădulescu, Abdelmohsen A. Nassani, et al.
International Review of Economics & Finance (2025), pp. 104065-104065
Open Access
Unveiling the Dynamic Interconnectedness of Fossil Fuels, Clean Energy, Water, and Technology Assets: Analyzing Volatility Spillovers and Decoupling Patterns During Geopolitical and Economic Shocks
Melike Aktaş Bozkurt
Borsa Istanbul Review (2025)
Open Access
Economic and Political Implications of De-Dollarizing Saudi Oil Transactions: An Analysis of a Panel Quantile Regression Focused on European Union Countries
Feriel Dermechi, Ahmed Zakane
Ekonomika (2025) Vol. 104, Iss. 2, pp. 6-22
Open Access
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