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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:

Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries
Rustam Boldanov, Stavros Degiannakis, George Filis
International Review of Financial Analysis (2016) Vol. 48, pp. 209-220
Open Access | Times Cited: 140

Showing 1-25 of 140 citing articles:

Oil volatility, oil and gas firms and portfolio diversification
Nikolaos Antonakakis, Juncal Cuñado, George Filis, et al.
Energy Economics (2018) Vol. 70, pp. 499-515
Open Access | Times Cited: 282
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence
Stavros Degiannakis, George Filis, Vipin Arora
The Energy Journal (2018) Vol. 39, Iss. 5, pp. 85-130
Open Access | Times Cited: 238
High frequency volatility co-movements in cryptocurrency markets
Paraskevi Katsiampa, Shaen Corbet, Brian M. Lucey
Journal of International Financial Markets Institutions and Money (2019) Vol. 62, pp. 35-52
Open Access | Times Cited: 227
Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China
Abdullahi D. Ahmed, Rui Huo
Energy Economics (2020) Vol. 93, pp. 104741-104741
Closed Access | Times Cited: 197
Volatility co-movement between Bitcoin and Ether
Paraskevi Katsiampa
Finance research letters (2018) Vol. 30, pp. 221-227
Open Access | Times Cited: 190
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Tangyong Liu, Xu Gong
Energy Economics (2020) Vol. 87, pp. 104711-104711
Closed Access | Times Cited: 188
Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes
Gazi Salah Uddin, Md Lutfur Rahman, Axel Hedström, et al.
Energy Economics (2019) Vol. 80, pp. 743-759
Closed Access | Times Cited: 185
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Xu Gong, Yun Liu, Xiong Wang
International Review of Financial Analysis (2021) Vol. 76, pp. 101790-101790
Closed Access | Times Cited: 174
Geopolitical risk trends and crude oil price predictability
Zhikai Zhang, Mengxi He, Yaojie Zhang, et al.
Energy (2022) Vol. 258, pp. 124824-124824
Closed Access | Times Cited: 98
Measuring the energy-related uncertainty index
Tam Hoang‐Nhat Dang, Canh Phuc Nguyen, Gabriel S. Lee, et al.
Energy Economics (2023) Vol. 124, pp. 106817-106817
Closed Access | Times Cited: 96
High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis
Paraskevi Katsiampa, Larisa Yarovaya, Damian Zięba
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101578-101578
Open Access | Times Cited: 73
Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach
Jihong Xiao, Chunyan Hu, Guangda Ouyang, et al.
Energy Economics (2019) Vol. 80, pp. 297-309
Closed Access | Times Cited: 140
An empirical investigation of volatility dynamics in the cryptocurrency market
Paraskevi Katsiampa
Research in International Business and Finance (2019) Vol. 50, pp. 322-335
Open Access | Times Cited: 133
The pass-through effects of oil price shocks on China's inflation: A time-varying analysis
Jinyu Chen, Xuehong Zhu, Hailing Li
Energy Economics (2020) Vol. 86, pp. 104695-104695
Closed Access | Times Cited: 129
Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management
Rabeh Khalfaoui, Suleman Sarwar, Aviral Kumar Tiwari
Resources Policy (2019) Vol. 62, pp. 22-32
Closed Access | Times Cited: 124
Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis
Muhammad Ali Nasir, Ahmed Abdulsalam Al-Emadi, Muhammad Shahbaz, et al.
Resources Policy (2019) Vol. 61, pp. 166-179
Open Access | Times Cited: 120
Oil price shocks and uncertainty: How stable is their relationship over time?
Stavros Degiannakis, George Filis, Sofia Panagiotakopoulou
Economic Modelling (2018) Vol. 72, pp. 42-53
Open Access | Times Cited: 110
Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests
Bin Mo, Cuiqiong Chen, He Nie, et al.
Energy (2019) Vol. 178, pp. 234-251
Closed Access | Times Cited: 108
The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach
Boqiang Lin, Tong Su
Energy Economics (2020) Vol. 88, pp. 104759-104759
Closed Access | Times Cited: 107
Time-varying effect of oil price shocks on the stock market returns: Evidence from oil-importing and oil-exporting countries
Khaled Mokni
Energy Reports (2020) Vol. 6, pp. 605-619
Open Access | Times Cited: 106
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis
Kai Wu, Jingran Zhu, Mingli Xu, et al.
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101194-101194
Closed Access | Times Cited: 102
Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States
Shuming Bai, Kai S. Koong
The North American Journal of Economics and Finance (2017) Vol. 44, pp. 12-33
Closed Access | Times Cited: 90
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
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
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
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