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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 effect of oil market shocks on the stock market
Wensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon
Journal of Banking & Finance (2015) Vol. 61, pp. S150-S163
Open Access | Times Cited: 150

Showing 1-25 of 150 citing articles:

Variational Mode Decomposition
Konstantin Dragomiretskiy, Dominique Zosso
IEEE Transactions on Signal Processing (2014) Vol. 62, Iss. 3, pp. 531-544
Closed Access | Times Cited: 6504
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Walid Mensi, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad, et al.
Journal of Banking & Finance (2016) Vol. 75, pp. 258-279
Closed Access | Times Cited: 313
What do we know about oil prices and stock returns?
Russell Smyth, Paresh Kumar Narayan
International Review of Financial Analysis (2018) Vol. 57, pp. 148-156
Closed Access | Times Cited: 243
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
The impact of oil-market shocks on stock returns in major oil-exporting countries
Syed Abul Basher, Alfred A. Haug, Perry Sadorsky
Journal of International Money and Finance (2018) Vol. 86, pp. 264-280
Closed Access | Times Cited: 211
Oil price shocks, global financial markets and their connectedness
Rıza Demirer, Román Ferrer, Syed Jawad Hussain Shahzad
Energy Economics (2020) Vol. 88, pp. 104771-104771
Closed Access | Times Cited: 180
Spillovers in higher moments and jumps across US stock and strategic commodity markets
Elie Bouri, Xiaojie Lei, Naji Jalkh, et al.
Resources Policy (2021) Vol. 72, pp. 102060-102060
Closed Access | Times Cited: 128
Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic
Ahmed H. Elsayed, Nader Naifar, Samia Nasreen, et al.
Energy Economics (2022) Vol. 107, pp. 105842-105842
Open Access | Times Cited: 120
The connectedness of oil shocks, green bonds, sukuks and conventional bonds
Zaghum Umar, Afsheen Abrar, Sinda Hadhri, et al.
Energy Economics (2023) Vol. 119, pp. 106562-106562
Closed Access | Times Cited: 51
Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar
Debojyoti Das, Corlise Liesl Le Roux, Rabin K. Jana, et al.
Finance research letters (2019) Vol. 36, pp. 101335-101335
Closed Access | Times Cited: 139
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Param Silvapulle, Russell Smyth, Xibin Zhang, et al.
Energy Economics (2017) Vol. 67, pp. 255-267
Closed Access | Times Cited: 138
The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method
Xiafei Li, Yu Wei
Energy Economics (2018) Vol. 74, pp. 565-581
Closed Access | Times Cited: 132
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
Crude oil price shocks, monetary policy, and China's economy
Fenghua Wen, Feng Min, Yue‐Jun Zhang, et al.
International Journal of Finance & Economics (2018) Vol. 24, Iss. 2, pp. 812-827
Open Access | Times Cited: 127
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
Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects
Zhenhua Liu, Hui-Kuan Tseng, Jy S. Wu, et al.
Resources Policy (2020) Vol. 66, pp. 101637-101637
Closed Access | Times Cited: 97
The impacts of global economic policy uncertainty on stock market returns in regime switching environment: Evidence from sectoral perspectives
Mohammad Enamul Hoque, Mohd Azlan Shah Zaidi
International Journal of Finance & Economics (2018) Vol. 24, Iss. 2, pp. 991-1016
Closed Access | Times Cited: 93
Can stale oil price news predict stock returns?
Paresh Kumar Narayan
Energy Economics (2019) Vol. 83, pp. 430-444
Closed Access | Times Cited: 80
Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain
Walid Mensi, Mobeen Ur Rehman, Debasish Maitra, et al.
Resources Policy (2021) Vol. 72, pp. 102062-102062
Closed Access | Times Cited: 71
Oil shocks and stock market volatility: New evidence
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Energy Economics (2021) Vol. 103, pp. 105567-105567
Closed Access | Times Cited: 71
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
Oil price and automobile stock return co-movement: A wavelet coherence analysis
Debdatta Pal, Subrata Kumar Mitra
Economic Modelling (2018) Vol. 76, pp. 172-181
Closed Access | Times Cited: 83
Forecasting oil and stock returns with a Qual VAR using over 150 years off data
Rangan Gupta, Mark E. Wohar
Energy Economics (2017) Vol. 62, pp. 181-186
Open Access | Times Cited: 67
Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach
Mohammad Enamul Hoque, Low Soo Wah, Mohd Azlan Shah Zaidi
Economic Research-Ekonomska Istraživanja (2019) Vol. 32, Iss. 1, pp. 3700-3732
Open Access | Times Cited: 61
The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach
Debojyoti Das, M. Kannadhasan
International Review of Economics & Finance (2020) Vol. 69, pp. 563-581
Closed Access | Times Cited: 60
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