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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:

Safe-haven properties of soft commodities during times of Covid-19
Ghulame Rubbaniy, Ali Awais Khalid, Konstantinos Syriopoulos, et al.
Journal of commodity markets (2021) Vol. 27, pp. 100223-100223
Closed Access | Times Cited: 42

Showing 1-25 of 42 citing articles:

Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war
Muhammad Zubair Chishti, Ali Awais Khalid, Moniba Sana
Resources Policy (2023) Vol. 84, pp. 103775-103775
Closed Access | Times Cited: 43
The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements
Saumya Ranjan Dash, Debasish Maitra
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101712-101712
Closed Access | Times Cited: 42
Is greenness an optimal hedge for sectoral stock indices?
Md Akhtaruzzaman, Ameet Kumar Banerjee, Wafa Ghardallou, et al.
Economic Modelling (2022) Vol. 117, pp. 106030-106030
Closed Access | Times Cited: 42
Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 33, pp. 100380-100380
Closed Access | Times Cited: 25
Hedging precious metals with impact investing
Md Akhtaruzzaman, Ameet Kumar Banerjee, Van Le, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 651-664
Open Access | Times Cited: 24
COVID-19 and Tail-event Driven Network Risk in the Eurozone
Toan Luu Duc Huynh, Matteo Foglia, John A. Doukas
Finance research letters (2021) Vol. 44, pp. 102070-102070
Closed Access | Times Cited: 48
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: 21
Dynamic Returns Connectedness: Portfolio Hedging Implications During the COVID‐19 Pandemic and the Russia–Ukraine War
Ghulame Rubbaniy, Ali Awais Khalid, Konstantinos Syriopoulos, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 10, pp. 1613-1639
Closed Access | Times Cited: 6
Vulnerability of Sustainable Islamic Stock Returns to Implied Market Volatilities: An Asymmetric Approach
Shafi Madhkar Alsubaie, Khaled H. Mahmoud, Ahmed Bossman, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 25
Seeking a shock haven: Hedging extreme upward oil price changes
Thomas Conlon, Shaen Corbet, Yang Hou, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103245-103245
Open Access | Times Cited: 5
How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts
Nasir Khan, Sami Mejri, Shawkat Hammoudeh
Energy Economics (2024) Vol. 138, pp. 107812-107812
Closed Access | Times Cited: 5
Time-frequency causality and connectedness between oil price shocks and the world food prices
Syed Ali Raza, Khaled Guesmi, Fateh Bélaïd, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101730-101730
Closed Access | Times Cited: 22
COVID‐19 and tail risk contagion across commodity futures markets
Tongshuai Qiao, Liyan Han
Journal of Futures Markets (2022) Vol. 43, Iss. 2, pp. 242-272
Closed Access | Times Cited: 20
Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19
SeungOh Han
The North American Journal of Economics and Finance (2025) Vol. 77, pp. 102380-102380
Closed Access
Spillover Nexus among Green Cryptocurrency, Sectoral Renewable Energy Equity Stock and Agricultural Commodity: Implications for Portfolio Diversification
Rajbeer Kaur, Parveen Kumar, Magdalena Radulescu, et al.
Economics (2025) Vol. 19, Iss. 1
Open Access
Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic
Martin Enilov, Walid Mensi, Petar Stankov
Journal of commodity markets (2022) Vol. 29, pp. 100307-100307
Open Access | Times Cited: 18
Global IPO underpricing during the Covid-19 pandemic: The impact of firm fundamentals, financial intermediaries, and global factors
Zikai Zhang, Suman Neupane
International Review of Financial Analysis (2023) Vol. 91, pp. 102954-102954
Open Access | Times Cited: 10
Connectedness across commodities, stocks, exchange rates and bonds markets in Africa: the Covid-19 pandemic case
Robert Owusu Boakye, Lord Mensah, Sang Hoon Kang, et al.
International Journal of Emerging Markets (2024)
Closed Access | Times Cited: 3
Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices
Shallu Batra, Aviral Kumar Tiwari, Mahender Yadav, et al.
Technological Forecasting and Social Change (2024) Vol. 210, pp. 123874-123874
Closed Access | Times Cited: 3
TIME-FREQUENCY CO-MOVEMENT BETWEEN COVID-19 AND PAKISTAN’S STOCK MARKET: EMPIRICAL EVIDENCE FROM WAVELET COHERENCE ANALYSIS
Shoaib Ali, Muhammad Naveed, AISHA SALEEM, et al.
Annals of Financial Economics (2022) Vol. 17, Iss. 04
Closed Access | Times Cited: 13
Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach
Farah Durani
International Journal of Energy Economics and Policy (2024) Vol. 14, Iss. 1, pp. 663-672
Open Access | Times Cited: 2
Enhancing Forecasting Accuracy in Commodity and Financial Markets: Insights from GARCH and SVR Models
Apostolos Ampountolas
International Journal of Financial Studies (2024) Vol. 12, Iss. 3, pp. 59-59
Open 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
Prices of Means of Production in Agriculture and Agricultural Prices and Income in Poland During the COVID-19 Pandemic
Andrzej Jędruchniewicz, Michał Wielechowski
Annales Universitatis Mariae Curie-Skłodowska sectio H Oeconomia (2023) Vol. 57, Iss. 3, pp. 139-156
Open Access | Times Cited: 4
A Wikipedia Narration of the GameStop Short Squeeze
Evangelos Vasileiou, Elroi Hadad, Aikaterini Chalkiadaki
Advances in IT personnel and project management (2024), pp. 151-167
Closed Access | Times Cited: 1
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