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:

Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19
Hua Zhang, Jinyu Chen, Liuguo Shao
International Review of Financial Analysis (2021) Vol. 77, pp. 101828-101828
Open Access | Times Cited: 150

Showing 1-25 of 150 citing articles:

Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Zhifeng Dai, Haoyang Zhu, Xinhua Zhang
Energy Economics (2022) Vol. 109, pp. 105959-105959
Closed Access | Times Cited: 135

The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets
Md. Kausar Alam, Mosab I. Tabash, Mabruk Billah, et al.
Journal of risk and financial management (2022) Vol. 15, Iss. 8, pp. 352-352
Open Access | Times Cited: 134

Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Zhifeng Dai, Haoyang Zhu
Energy Economics (2022) Vol. 108, pp. 105883-105883
Closed Access | Times Cited: 98

Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 76

Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development
Xiaoping Duan, Xiao Ya, Xiaohang Ren, et al.
Resources Policy (2023) Vol. 82, pp. 103483-103483
Closed Access | Times Cited: 63

Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic
Xunfa Lu, Nan Huang, Jianlei Mo, et al.
Energy Economics (2023) Vol. 125, pp. 106860-106860
Closed Access | Times Cited: 53

Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war
Sanjeev Kumar, Reetika Jain, Narain, et al.
International Review of Economics & Finance (2023) Vol. 88, pp. 547-593
Open Access | Times Cited: 49

Spillover effects between fossil energy and green markets: Evidence from informational inefficiency
Xiaohang Ren, Xiao Ya, Kun Duan, et al.
Energy Economics (2024) Vol. 131, pp. 107317-107317
Closed Access | Times Cited: 46

The contagion of extreme risks between fossil and green energy markets: evidence from China
Xiaohang Ren, Xiao Ya, Feng He, et al.
Quantitative Finance (2024) Vol. 24, Iss. 5, pp. 627-642
Closed Access | Times Cited: 26

Systemic risk among Chinese petrochemical firms based on dynamic tail risk spillover networks
Tingqiang Chen, Xin Zheng, Lei Wang
The North American Journal of Economics and Finance (2025), pp. 102404-102404
Closed Access | Times Cited: 11

The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China
Deng-Kui Si, Xiaolin Li, XuChuan Xu, et al.
Energy Economics (2021) Vol. 102, pp. 105498-105498
Open Access | Times Cited: 95

Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic
Ioannis Chatziantoniou, David Gabauer, Fernando Pérez de Gracia
Energy Economics (2022) Vol. 111, pp. 106051-106051
Open Access | Times Cited: 68

Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Zhifeng Dai, Haoyang Zhu
International Review of Economics & Finance (2022) Vol. 83, pp. 421-450
Closed Access | Times Cited: 65

IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL
Nadia Arfaoui, Imran Yousaf
Annals of Financial Economics (2022) Vol. 17, Iss. 01
Closed Access | Times Cited: 64

Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors
Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas, et al.
International Review of Economics & Finance (2022) Vol. 78, pp. 629-642
Closed Access | Times Cited: 58

Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Zhifeng Dai, Junxin Zhu, Xinhua Zhang
Energy Economics (2022) Vol. 114, pp. 106226-106226
Closed Access | Times Cited: 53

Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework
Zaghum Umar, Onur Polat, Sun‐Yong Choi, et al.
Pacific-Basin Finance Journal (2022) Vol. 76, pp. 101876-101876
Closed Access | Times Cited: 49

Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets
Dimitrios Anastasiou, Antonis Ballis, Κωνσταντίνος Δράκος
International Review of Financial Analysis (2022) Vol. 81, pp. 102111-102111
Open Access | Times Cited: 46

Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19
Ying Yuan, Haiying Wang, Xiu Jin
International Review of Financial Analysis (2022) Vol. 83, pp. 102315-102315
Open Access | Times Cited: 45

The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets
Hailing Li, Yuxin Li, Hua Zhang
Energy (2023) Vol. 275, pp. 127384-127384
Closed Access | Times Cited: 33

Spillover of stock price crash risk: Do environmental, social and governance (ESG) matter?
Linyu Wang, Yifan Ji, Zhongxin Ni
International Review of Financial Analysis (2023) Vol. 89, pp. 102768-102768
Closed Access | Times Cited: 33

Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants
Walid Mensi, Salem Adel Ziadat, Abdel Razzaq Al Rababa’a, et al.
The Quarterly Review of Economics and Finance (2024) Vol. 95, pp. 1-17
Closed Access | Times Cited: 12

Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from the COVID-19 pandemic and the Russia-Ukraine war
Ghulame Rubbaniy, Aktham Maghyereh, Walid Cheffi, et al.
Journal of Cleaner Production (2024) Vol. 452, pp. 142217-142217
Closed Access | Times Cited: 12

Corporate strategy and stock price crash risk
Zhichao Zhao, Yigang Zhang, Huimin Tang, et al.
Finance research letters (2024) Vol. 61, pp. 105002-105002
Closed Access | Times Cited: 11

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