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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 dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices
Meiyu Tian, Wanyang Li, Fenghua Wen
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101310-101310
Closed Access | Times Cited: 53

Showing 1-25 of 53 citing articles:

Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Fenghua Wen, Jiahui Cao, Zhen Liu, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101772-101772
Closed Access | Times Cited: 130
Effects of Crude Oil Price Shocks on Stock Markets and Currency Exchange Rates in the Context of Russia-Ukraine Conflict: Evidence from G7 Countries
Bhaskar Bagchi, Biswajit Paul
Journal of risk and financial management (2023) Vol. 16, Iss. 2, pp. 64-64
Open Access | Times Cited: 45
Asymmetric effects of oil shocks on carbon allowance price: Evidence from China
Yan Zheng, Min Zhou, Fenghua Wen
Energy Economics (2021) Vol. 97, pp. 105183-105183
Closed Access | Times Cited: 92
Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes
Lin Chen, Fenghua Wen, Wanyang Li, et al.
Energy Economics (2022) Vol. 107, pp. 105857-105857
Closed Access | Times Cited: 55
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
Mapping fear in financial markets: Insights from dynamic networks and centrality measures
Muhammad Abubakr Naeem, Arunachalam Senthilkumar, Nadia Arfaoui, et al.
Pacific-Basin Finance Journal (2024) Vol. 85, pp. 102368-102368
Closed Access | Times Cited: 13
Impact of Climate Policy Uncertainty (CPU) and global Energy Uncertainty (EU) news on U.S. sectors: The moderating role of CPU on the EU and U.S. sectoral stock nexus
Umar Nawaz Kayani, Umaid A. Sheikh, Rabeh Khalfaoui, et al.
Journal of Environmental Management (2024) Vol. 366, pp. 121654-121654
Closed Access | Times Cited: 12
Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event
Yang Hu, Chunlin Lang, Shaen Corbet, et al.
Energy Economics (2023) Vol. 125, pp. 106829-106829
Open Access | Times Cited: 19
Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters
Muhammad Shahbaz, Umaid A. Sheikh, Mosab I. Tabash, et al.
Energy Economics (2024) Vol. 136, pp. 107732-107732
Closed Access | Times Cited: 8
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach
Walid Mensi, Yun-Jung Lee, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101446-101446
Closed Access | Times Cited: 39
Extreme event shocks and dynamic volatility interactions: The stock, commodity, and carbon markets in China
Lili Zhao, Wenhua Liu, Min Zhou, et al.
Finance research letters (2021) Vol. 47, pp. 102645-102645
Closed Access | Times Cited: 31
Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats
Faheem Aslam, Paulo Ferreira, Haider Ali, et al.
Sustainability (2022) Vol. 14, Iss. 10, pp. 5828-5828
Open Access | Times Cited: 19
Exploring the linkages between BSE Sensex, crude oil prices and exchange rates: the financial triad in India
Sagnik Maity, Deep Kumar Dutta
Vilakshan – XIMB Journal of Management (2025)
Closed Access
Crude oil Price forecasting: Leveraging machine learning for global economic stability
Amar Rao, Gagan Deep Sharma, Aviral Kumar Tiwari, et al.
Technological Forecasting and Social Change (2025) Vol. 216, pp. 124133-124133
Closed Access
Asymmetric Good and Bad Volatility Transmission Mechanism: Moderating Role of Global Uncertainties
Umaid A. Sheikh, Mosab I. Tabash, David Roubaud, et al.
International Journal of Finance & Economics (2025)
Closed Access
Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles
Jiang Yong, Yi‐Shuai Ren, Seema Narayan, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101711-101711
Closed Access | Times Cited: 18
Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis
Man Lu, Wei Wang, Fengwen Chen, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103253-103253
Closed Access | Times Cited: 3
Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis
Aviral Kumar Tiwari, Sangram Keshari Jena, Nader Trabelsi, et al.
Applied Economics (2022) Vol. 54, Iss. 31, pp. 3621-3634
Closed Access | Times Cited: 13
Return spillover across China's financial markets
Yu‐Lun Chen, Wan-Shin Mo, Rong-Ling Qin, et al.
Pacific-Basin Finance Journal (2023) Vol. 80, pp. 102057-102057
Closed Access | Times Cited: 7
Do oil prices predict the exchange rate in Algeria? Time, frequency, and time‐varying Granger causality analysis
Hicham Ayad, Ousama Ben‐Salha, Miloud Ouafi
Economic Change and Restructuring (2023) Vol. 56, Iss. 5, pp. 3545-3566
Closed Access | Times Cited: 5
Covid-19 and oil and gold price volatilities: Evidence from China market
Cui xiaozhong, Kuo Yen-Ku, Apichit Maneengam, et al.
Resources Policy (2022) Vol. 79, pp. 103024-103024
Open Access | Times Cited: 8
Dynamic connectedness between China's commodity markets and China's sectoral stock markets: A multidimensional analysis
Liuguo Shao, Hua Zhang, Senfeng Chang, et al.
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 903-926
Closed Access | Times Cited: 8
The influence of oil price uncertainty on corporate debt risk: Evidence from China
Junge Sun, Xiaohang Ren, Xiaoge Sun, et al.
Energy Reports (2022) Vol. 8, pp. 14554-14567
Open Access | Times Cited: 8
Assessing the effect of the improvement of environmental damage compensation legal system and green finance project on the re-establishment of the ecological environment
Jun Zhang
Environmental Science and Pollution Research (2023) Vol. 30, Iss. 25, pp. 67662-67675
Closed Access | Times Cited: 4
How prone are emerging markets' sectoral indices to global uncertainties? Evidence from the quantile connectedness approach with portfolio implications
Shabeer Khan, Mohd Ziaur Rehman, Mohammad Rahim Shahzad, et al.
International Journal of Emerging Markets (2023)
Closed Access | Times Cited: 4
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