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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:

The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?
Bi-Bo Wu
Journal of commodity markets (2020) Vol. 23, pp. 100158-100158
Closed Access | Times Cited: 28

Showing 1-25 of 28 citing articles:

Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact
Oliver Borgards, Robert Czudaj, Thị Hồng Vân Hoàng
Resources Policy (2021) Vol. 71, pp. 101966-101966
Open Access | Times Cited: 82
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
Rabeh Khalfaoui, Eduard Baumöhl, Suleman Sarwar, et al.
Resources Policy (2021) Vol. 74, pp. 102318-102318
Closed Access | Times Cited: 56
Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods
Dong‐xiao Yang, Bi-Bo Wu, Jing-Yang Tong
Resources Policy (2021) Vol. 74, pp. 102246-102246
Closed Access | Times Cited: 45
Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices
Cao Yan, Sheng Cheng
Resources Policy (2021) Vol. 74, pp. 102364-102364
Open Access | Times Cited: 43
Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework
Kun Duan, Xiaohang Ren, Fenghua Wen, et al.
Journal of commodity markets (2022) Vol. 29, pp. 100304-100304
Closed Access | Times Cited: 35
Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets
Suhui Wang
Journal of commodity markets (2023) Vol. 29, pp. 100312-100312
Closed Access | Times Cited: 22
Tail risk spillover effects in commodity markets: A comparative study of crisis periods
Muhammad Abubakr Naeem, Foued Hamouda, Sitara Karim
Journal of commodity markets (2023) Vol. 33, pp. 100370-100370
Closed Access | Times Cited: 20
Time-frequency connectedness and cross-quantile dependence between carbon emission trading and commodity markets: Evidence from China
Haozhi Qi, Tiantian Wu, Hao Chen, et al.
Resources Policy (2023) Vol. 82, pp. 103418-103418
Closed Access | Times Cited: 19
Cross-spectral coherence and dynamic connectedness among contactless digital payments and digital communities, enterprise collaboration, and virtual reality firms
Mahsa Darehshiri, حسن حیدری, Oluwasegun B. Adekoya, et al.
Technological Forecasting and Social Change (2022) Vol. 181, pp. 121764-121764
Closed Access | Times Cited: 25
Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Mark Goh, et al.
Energy (2021) Vol. 238, pp. 121751-121751
Closed Access | Times Cited: 31
Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China
Haozhi Qi, Lijun Ma, Pin Peng, et al.
Resources Policy (2022) Vol. 79, pp. 103094-103094
Closed Access | Times Cited: 22
Dynamic comovement and extreme risk spillovers between international crude oil and China's non-ferrous metal futures market
Tianding Zhang, Song Zeng
Resources Policy (2022) Vol. 80, pp. 103263-103263
Open Access | Times Cited: 21
The impact of cryptocurrencies on China's carbon price variation during COVID-19: A quantile perspective
Hao Chen, Chao Xu
Technological Forecasting and Social Change (2022) Vol. 183, pp. 121933-121933
Closed Access | Times Cited: 20
Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study
Yanan Chen, Haozhi Qi
Renewable Energy (2024) Vol. 228, pp. 120578-120578
Closed Access | Times Cited: 4
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Zhenhua Liu, Qiang Ji, Pengxiang Zhai, et al.
Research in International Business and Finance (2023) Vol. 66, pp. 102039-102039
Closed Access | Times Cited: 9
China's monetary policy framework and global commodity prices
Shawkat Hammoudeh, Duc Khuong Nguyen, Ricardo M. Sousa
Energy Economics (2024) Vol. 138, pp. 107767-107767
Open Access | Times Cited: 3
Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic
Xiangyu Chen, Jittima Tongurai
Research in International Business and Finance (2024) Vol. 70, pp. 102391-102391
Closed Access | Times Cited: 2
Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China
FU Ya-ping, Haozhi Qi, Yanan Chen, et al.
Renewable Energy (2024) Vol. 233, pp. 121131-121131
Closed Access | Times Cited: 2
Quantile coherency across bonds, commodities, currencies, and equities
Gazi Salah Uddin, Brian M. Lucey, Md Lutfur Rahman, et al.
Journal of commodity markets (2023) Vol. 33, pp. 100379-100379
Closed Access | Times Cited: 6
COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches
Yanan Chen, Haozhi Qi
Energy (2023) Vol. 286, pp. 129610-129610
Closed Access | Times Cited: 5
A good hedge or safe haven? The hedging ability of China's commodity futures market under extreme market conditions
Huilian Huang, Tao Xiong
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 968-1035
Closed Access | Times Cited: 4
Symmetric Effects of Renewable Energy Markets on China’s Green Financial Markets: A Perspective of Time and Frequency Dynamic Connectedness
Juan Meng, Yonghong Jiang, Haiwen Zhao, et al.
Mathematics (2024) Vol. 12, Iss. 13, pp. 2038-2038
Open Access
Unraveling the dynamic nexus: Green cryptocurrencies and their role in sustainable market evolution
Pin Peng, Feifei Liang, FU Ya-ping, et al.
Energy (2024) Vol. 313, pp. 133660-133660
Closed Access
The Importance of Bitcoin and Commodities as Investment Diversifiers in OPEC and Non-OPEC Countries
Angham Ben Brayek, Hanen Ben Ameur, Farea Alharbi
Economies (2024) Vol. 12, Iss. 12, pp. 351-351
Open Access
China's Monetary Policy Framework and Global Commodity Prices
Shawkat Hammoudeh, Duc Khuong Nguyen, Ricardo M. Sousa
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
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