Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Jump spillover between oil prices and exchange rates
Xiaoping Li, Chunyang Zhou, Chongfeng Wu
Physica A Statistical Mechanics and its Applications (2017) Vol. 486, pp. 656-667
Open Access | Times Cited: 22

Showing 22 citing articles:

Financial stress, economic policy uncertainty, and oil price uncertainty
George Apostolakis, Christos Floros, Κωνσταντίνος Γκίλλας, et al.
Energy Economics (2021) Vol. 104, pp. 105686-105686
Closed Access | Times Cited: 100
Volatility connectedness in global foreign exchange markets
Tiange Wen, Gang‐Jin Wang
Journal of Multinational Financial Management (2020) Vol. 54, pp. 100617-100617
Closed Access | Times Cited: 91
Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries
Huiming Zhu, Shuang Li, Zishan Huang
The Quarterly Review of Economics and Finance (2023) Vol. 90, pp. 1-30
Closed Access | Times Cited: 20
Improving Adaptive Neuro-Fuzzy Inference System Based on a Modified Salp Swarm Algorithm Using Genetic Algorithm to Forecast Crude Oil Price
Mohamed Abd Elaziz, Ahmed A. Ewees, Zakaria Alameer
Natural Resources Research (2019) Vol. 29, Iss. 4, pp. 2671-2686
Closed Access | Times Cited: 54
Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations
Naceur Khraief, Muhammad Shahbaz, Mantu Kumar Mahalik, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 563, pp. 125423-125423
Open Access | Times Cited: 36
Crude oil risk forecasting: New evidence from multiscale analysis approach
Kaijian He, Kwok Fai Tso, Yingchao Zou, et al.
Energy Economics (2018) Vol. 76, pp. 574-583
Open Access | Times Cited: 37
On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?
Wasim Ahmad, Ravi Prakash, Gazi Salah Uddin, et al.
Energy Economics (2020) Vol. 91, pp. 104871-104871
Open Access | Times Cited: 30
Has COVID-19 intensified the oil price–exchange rate nexus?
Kushal Banik Chowdhury, Bhavesh Garg
Economic Analysis and Policy (2022) Vol. 76, pp. 280-298
Open Access | Times Cited: 14
Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach
Libo Yin, Xiyuan Ma
Physica A Statistical Mechanics and its Applications (2018) Vol. 508, pp. 434-453
Closed Access | Times Cited: 22
Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?
Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, et al.
The Energy Journal (2019) Vol. 40, Iss. 2_suppl, pp. 131-156
Closed Access | Times Cited: 21
Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic
Wenwen Liu, Yiming Gui, Gaoxiu Qiao
Research in International Business and Finance (2022) Vol. 61, pp. 101669-101669
Open Access | Times Cited: 9
Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion
Wandi Zhao, Yang Gao
Emerging Markets Review (2024) Vol. 59, pp. 101110-101110
Closed Access | Times Cited: 1
Can oil prices affect economic uncertainty and financial stress? Quantile-based evidence from France and Germany
Muhammad Luqman, Yafei Li
Economic Change and Restructuring (2024) Vol. 57, Iss. 6
Closed Access | Times Cited: 1
Linkage influence of energy market on financial market by multiscale complexity synchronization
Yali Zhang, Jun Wang
Physica A Statistical Mechanics and its Applications (2018) Vol. 516, pp. 254-266
Closed Access | Times Cited: 12
Oil price, trade openness, current account balances and the official exchange rate in Nigeria
Adedayo Emmanuel Longe, Shehu Muhammad, Patricia Iyore Ajayi, et al.
OPEC Energy Review (2019) Vol. 43, Iss. 4, pp. 446-469
Closed Access | Times Cited: 9
Asymmetric Information Flow between Exchange Rate, Oil, and Gold: New Evidence from Transfer Entropy Approach
Moinak Maiti, Parthajit Kayal
Journal of risk and financial management (2022) Vol. 16, Iss. 1, pp. 2-2
Open Access | Times Cited: 6
Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters
Yun Feng, Weijie Hou, Yuping Song
Economic Modelling (2022) Vol. 119, pp. 106107-106107
Closed Access | Times Cited: 4
A Study of Spillovers between International Crude Oil, Chinese Coal and Green Energy Stock Markets
苏彤 李
Operations Research and Fuzziology (2023) Vol. 13, Iss. 06, pp. 6530-6545
Closed Access | Times Cited: 2
Jump Risk Contagion and Determinants Driven by COVID-19 in Sino-US Stock Market: An Empirical Analysis from a Dependence Perspective
Xinyu Du, Zhengyang Lv, Ying Yuan, et al.
Fluctuation and Noise Letters (2024) Vol. 23, Iss. 04
Closed Access
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
Abdel Razzaq Al Rababa’a, Walid Mensi, David G. McMillan, et al.
Journal of Forecasting (2024)
Open Access
Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market
Chi-Wei He, Kuang‐Liang Chang, Yung-Jang Wang
Finance research letters (2019) Vol. 34, pp. 101238-101238
Closed Access | Times Cited: 1
The relationship between energy prices and exchange rate in sub Saharan Africa country (Cameroon, Kenya, Nigeria and South Africa)
olaide ogunlade
(2022)
Open Access
Page 1

Scroll to top