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:
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model
Jiang Yong, Gang‐Jin Wang, Chaoqun Ma, et al.
International Review of Economics & Finance (2020) Vol. 72, pp. 1-15
Closed Access | Times Cited: 15
Jiang Yong, Gang‐Jin Wang, Chaoqun Ma, et al.
International Review of Economics & Finance (2020) Vol. 72, pp. 1-15
Closed Access | Times Cited: 15
Showing 15 citing articles:
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries
Ahmed H. Elsayed, Nader Naifar, Gazi Salah Uddin, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102602-102602
Closed Access | Times Cited: 32
Ahmed H. Elsayed, Nader Naifar, Gazi Salah Uddin, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102602-102602
Closed Access | Times Cited: 32
Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?
Mehrad Asadi, Mehmet Balcılar, Umaid A. Sheikh, et al.
Energy Economics (2023) Vol. 128, pp. 107176-107176
Closed Access | Times Cited: 22
Mehrad Asadi, Mehmet Balcılar, Umaid A. Sheikh, et al.
Energy Economics (2023) Vol. 128, pp. 107176-107176
Closed Access | Times Cited: 22
An interval constraint-based trading strategy with social sentiment for the stock market
Mingchen Li, Kun Yang, Wencan Lin, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 8
Mingchen Li, Kun Yang, Wencan Lin, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 8
Does the source of oil price shocks matter for the systemic risk?
Zisheng Ouyang, Meng-tian Liu, Su-su Huang, et al.
Energy Economics (2022) Vol. 109, pp. 105958-105958
Closed Access | Times Cited: 24
Zisheng Ouyang, Meng-tian Liu, Su-su Huang, et al.
Energy Economics (2022) Vol. 109, pp. 105958-105958
Closed Access | Times Cited: 24
Oil price shocks and stock–bond correlation
Salem Adel Ziadat, Abdel Razzaq Al Rababa’a, Mobeen Ur Rehman, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101989-101989
Open Access | Times Cited: 9
Salem Adel Ziadat, Abdel Razzaq Al Rababa’a, Mobeen Ur Rehman, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101989-101989
Open Access | Times Cited: 9
High-dimensional CoVaR risk spillover network from oil market to global stock markets—Lessons from the Kyoto Protocol
Jiliang Sheng, Juchao Li, Jun Yang, et al.
Frontiers in Environmental Science (2023) Vol. 11
Open Access | Times Cited: 8
Jiliang Sheng, Juchao Li, Jun Yang, et al.
Frontiers in Environmental Science (2023) Vol. 11
Open Access | Times Cited: 8
Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?
Qichang Xie, Jingrui Qin, Jianwei Li
Energy Strategy Reviews (2023) Vol. 49, pp. 101191-101191
Open Access | Times Cited: 8
Qichang Xie, Jingrui Qin, Jianwei Li
Energy Strategy Reviews (2023) Vol. 49, pp. 101191-101191
Open Access | Times Cited: 8
Dynamic spillover between crude oil, gold, and Chinese stock market sectors –analysis of spillovers during financial crisis data during the last two decades
YingTian Wu, Chun Mai
Heliyon (2024) Vol. 10, Iss. 9, pp. e30219-e30219
Open Access | Times Cited: 2
YingTian Wu, Chun Mai
Heliyon (2024) Vol. 10, Iss. 9, pp. e30219-e30219
Open Access | Times Cited: 2
Study on the nonlinear interactions among the international oil price, the RMB exchange rate and China's gold price
Zitao Zhang, Yun Qin
Resources Policy (2022) Vol. 77, pp. 102683-102683
Closed Access | Times Cited: 10
Zitao Zhang, Yun Qin
Resources Policy (2022) Vol. 77, pp. 102683-102683
Closed Access | Times Cited: 10
The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19: Empirical insights of Pakistan
Mosab I. Tabash, Zaheeruddin Babar, Umaid A. Sheikh, et al.
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 8
Mosab I. Tabash, Zaheeruddin Babar, Umaid A. Sheikh, et al.
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 8
Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter
Zekeriya Yıldırım, Hasan Guloglu
Energy (2024) Vol. 306, pp. 132297-132297
Closed Access | Times Cited: 1
Zekeriya Yıldırım, Hasan Guloglu
Energy (2024) Vol. 306, pp. 132297-132297
Closed Access | Times Cited: 1
Oil price shocks and credit spread: Structural effect and dynamic spillover
Jiang Yong, Cenjie Liu, Rui Xie
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101467-101467
Closed Access | Times Cited: 9
Jiang Yong, Cenjie Liu, Rui Xie
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101467-101467
Closed Access | Times Cited: 9
Tail Dependency and Risk Spillover between Oil Market and Chinese Sectoral Stock Markets—An Assessment of the 2013 Refined Oil Pricing Reform
Jiliang Sheng, Juchao Li, Jun Yang
Energies (2022) Vol. 15, Iss. 16, pp. 6070-6070
Open Access | Times Cited: 4
Jiliang Sheng, Juchao Li, Jun Yang
Energies (2022) Vol. 15, Iss. 16, pp. 6070-6070
Open Access | Times Cited: 4
Analysis of firm performance in presence of oil price shocks: Importance of skilled management
X. Zhang, Jiayu Liu, Kaiqi Zhang, et al.
Resources Policy (2023) Vol. 86, pp. 104265-104265
Closed Access | Times Cited: 1
X. Zhang, Jiayu Liu, Kaiqi Zhang, et al.
Resources Policy (2023) Vol. 86, pp. 104265-104265
Closed Access | Times Cited: 1
Estimating Pork Primal Price Relationships Using a Threshold Vector Autoregressive Analysis
Charles C. Martinez, Christopher N. Boyer, Tun‐Hsiang Yu, et al.
SSRN Electronic Journal (2022)
Closed Access
Charles C. Martinez, Christopher N. Boyer, Tun‐Hsiang Yu, et al.
SSRN Electronic Journal (2022)
Closed Access
