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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:

Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets
Liansheng Yang, Yingming Zhu, Yudong Wang, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 462, pp. 255-265
Closed Access | Times Cited: 49

Showing 1-25 of 49 citing articles:

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: 314
Multiscale characteristics of the emerging global cryptocurrency market
Marcin Wa̧torek, Stanisław Drożdż, Jarosław Kwapień, et al.
Physics Reports (2020) Vol. 901, pp. 1-82
Open Access | Times Cited: 197
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Walid Mensi, Abdel Razzaq Al Rababa’a, Xuan Vinh Vo, et al.
Energy Economics (2021) Vol. 98, pp. 105262-105262
Closed Access | Times Cited: 189
Improved EEMD-based crude oil price forecasting using LSTM networks
Yuxi Wu, Qingbiao Wu, Jiaqi Zhu
Physica A Statistical Mechanics and its Applications (2018) Vol. 516, pp. 114-124
Closed Access | Times Cited: 186
Asymmetric volatility spillover among Chinese sectors during COVID-19
Syed Jawad Hussain Shahzad, Muhammad Abubakr Naeem, Zhe Peng, et al.
International Review of Financial Analysis (2021) Vol. 75, pp. 101754-101754
Open Access | Times Cited: 176
Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?
Gabriel Gajardo, Werner Kristjanpoller, Marcel C. Minutolo
Chaos Solitons & Fractals (2018) Vol. 109, pp. 195-205
Closed Access | Times Cited: 149
Multifractal analysis of financial markets: a review
Zhi‐Qiang Jiang, Wen-Jie Xie, Wei‐Xing Zhou, et al.
Reports on Progress in Physics (2019) Vol. 82, Iss. 12, pp. 125901-125901
Open Access | Times Cited: 139
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
Multifractal cross-correlations between the world oil and other financial markets in 2012–2017
Marcin Wa̧torek, Stanisław Drożdż, Paweł Oświȩcimka, et al.
Energy Economics (2019) Vol. 81, pp. 874-885
Open Access | Times Cited: 78
Forecasting crude oil futures prices using BiLSTM-Attention-CNN model with Wavelet transform
Yu Lin, Kechi Chen, Xi Zhang, et al.
Applied Soft Computing (2022) Vol. 130, pp. 109723-109723
Closed Access | Times Cited: 64
Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet
Walid Mensi
Borsa Istanbul Review (2017) Vol. 19, Iss. 1, pp. 24-38
Open Access | Times Cited: 67
Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach
Khaled Mokni, Manel Youssef
The Quarterly Review of Economics and Finance (2019) Vol. 72, pp. 14-33
Closed Access | Times Cited: 63
Multifractal analysis of the WTI crude oil market, US stock market and EPU
Can-Zhong Yao, Cheng Liu, Weijia Ju
Physica A Statistical Mechanics and its Applications (2020) Vol. 550, pp. 124096-124096
Closed Access | Times Cited: 60
A sentiment-enhanced hybrid model for crude oil price forecasting
Yan Fang, Wenyan Wang, Pengcheng Wu, et al.
Expert Systems with Applications (2022) Vol. 215, pp. 119329-119329
Closed Access | Times Cited: 36
Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis
Paulo Ferreira, Éder Johson de Area Leão Pereira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 517, pp. 86-96
Closed Access | Times Cited: 54
Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices
Majid Mirzaee Ghazani, Reza Khosravi
Physica A Statistical Mechanics and its Applications (2020) Vol. 560, pp. 125172-125172
Closed Access | Times Cited: 47
Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index
Yu Wei, Lan Bai, Kun Yang, et al.
Journal of Forecasting (2020) Vol. 40, Iss. 1, pp. 17-39
Closed Access | Times Cited: 46
Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective
Pengfei Zhu, Yong Tang, Yu Wei, et al.
Energy (2020) Vol. 217, pp. 119416-119416
Closed Access | Times Cited: 43
Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets
Yu Lou, Chao Xiao, Yi Lian
PLoS ONE (2024) Vol. 19, Iss. 1, pp. e0296501-e0296501
Open Access | Times Cited: 5
Dynamic asymmetric spillovers and volatility interdependence on China’s stock market
Yufeng Chen, Wenqi Li, Fang Qu
Physica A Statistical Mechanics and its Applications (2019) Vol. 523, pp. 825-838
Closed Access | Times Cited: 39
Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market
Gabriel Gajardo, Werner Kristjanpoller
Chaos Solitons & Fractals (2017) Vol. 104, pp. 121-128
Closed Access | Times Cited: 31
Backward Trajectory and Multifractal Analysis of Air Pollution in Zhengzhou Region of China
Qizhen Wang, Tong Zhao, Rong Wang, et al.
Mathematical Problems in Engineering (2022) Vol. 2022, pp. 1-17
Open Access | Times Cited: 16
Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic
Walid Mensi, Waqas Hanif, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101925-101925
Closed Access | Times Cited: 9
A Novel Approach for Reconstruction of IMFs of Decomposition and Ensemble Model for Forecasting of Crude Oil Prices
Muhammad Naeem, Muhammad Aamir, Jian Yu, et al.
IEEE Access (2024) Vol. 12, pp. 34192-34207
Open Access | Times Cited: 3
Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives
Zhenhua Liu, Zhihua Ding, Tao Lv, et al.
Natural Hazards (2018) Vol. 95, Iss. 1-2, pp. 207-225
Closed Access | Times Cited: 25
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