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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:

Correlations and volatility spillovers between oil, natural gas, and stock prices in India
Satish Kumar, Ashis Kumar Pradhan, Aviral Kumar Tiwari, et al.
Resources Policy (2019) Vol. 62, pp. 282-291
Closed Access | Times Cited: 75

Showing 1-25 of 75 citing articles:

Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic
Saqib Farid, Ghulam Mujtaba, Muhammad Abubakr Naeem, et al.
Resources Policy (2021) Vol. 72, pp. 102101-102101
Open Access | Times Cited: 156
Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis
Zhuhua Jiang, Seong‐Min Yoon
Energy Economics (2020) Vol. 90, pp. 104835-104835
Closed Access | Times Cited: 148
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Mehrad Asadi, David Roubaud, Aviral Kumar Tiwari
Energy Economics (2022) Vol. 109, pp. 105961-105961
Closed Access | Times Cited: 80
Dynamic connectedness and portfolio strategies: Energy and metal markets
Pınar Evrim Mandacı, Efe Çağlar Çağlı, Dilvin Taşkın
Resources Policy (2020) Vol. 68, pp. 101778-101778
Closed Access | Times Cited: 85
Network connectedness between natural gas markets, uncertainty and stock markets
Jiang-Bo Geng, Fu-Rui Chen, Qiang Ji, et al.
Energy Economics (2020) Vol. 95, pp. 105001-105001
Closed Access | Times Cited: 82
Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain
Walid Mensi, Mobeen Ur Rehman, Debasish Maitra, et al.
Resources Policy (2021) Vol. 72, pp. 102062-102062
Closed Access | Times Cited: 71
The power play of natural gas and crude oil in the move towards the financialization of the energy market
Syed Kumail Abbas Rizvi, Bushra Naqvi, Sabri Boubaker, et al.
Energy Economics (2022) Vol. 112, pp. 106131-106131
Closed Access | Times Cited: 69
Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications
Walid Mensi, Khamis Hamed Al‐Yahyaee, Xuan Vinh Vo, et al.
Economic Analysis and Policy (2021) Vol. 71, pp. 397-419
Closed Access | Times Cited: 65
Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19
Jingyu Li, Ranran Liu, Yanzhen Yao, et al.
Resources Policy (2022) Vol. 77, pp. 102646-102646
Closed Access | Times Cited: 55
Navigating the nexus: Geopolitical risk, fossil energy prices, and European utility stock returns - Implications for environmental management and energy security in a conflict-ridden global landscape
Tianle Yang, Sentao Fang, Min Du, et al.
Journal of Environmental Management (2024) Vol. 352, pp. 120086-120086
Closed Access | Times Cited: 10
Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model
Suresh Kumar, Sangita Choudhary, Gurcharan Singh, et al.
Resources Policy (2021) Vol. 73, pp. 102194-102194
Closed Access | Times Cited: 55
Volatility contagion between oil and the stock markets of G7 countries plus India and China
Biplab Kumar Guru, Ashis Kumar Pradhan, Ramakrishna Bandaru
Resources Policy (2023) Vol. 81, pp. 103377-103377
Closed Access | Times Cited: 18
Volatility spillovers for energy prices: A diagonal BEKK approach
Mehdi Zolfaghari, Hamed Ghoddusi, Fatemeh Faghihian
Energy Economics (2020) Vol. 92, pp. 104965-104965
Closed Access | Times Cited: 47
Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries
Walid Mensi, Mobeen Ur Rehman, Shawkat Hammoudeh, et al.
Resources Policy (2021) Vol. 71, pp. 101983-101983
Closed Access | Times Cited: 37
Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches
Merve Coskun, Nigar Taşpınar
Resources Policy (2022) Vol. 79, pp. 102968-102968
Closed Access | Times Cited: 26
Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario
Ran Lu, Wen Xu, Hongjun Zeng, et al.
Economic Analysis and Policy (2023) Vol. 78, pp. 1465-1481
Open Access | Times Cited: 15
Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence fromNARDLtesting approach
Suresh Kumar, Ankit Kumar, Gurcharan Singh
International Journal of Finance & Economics (2020) Vol. 28, Iss. 1, pp. 47-57
Closed Access | Times Cited: 30
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
The pricing of shale gas: A review
Kexin Han, Xiaodong Song, Haijun Yang
Journal of Natural Gas Science and Engineering (2021) Vol. 89, pp. 103897-103897
Closed Access | Times Cited: 26
How precious metal and energy resources interact with clean energy stocks? Fresh insight from the novel ARDL technique
Munaza Bibi, Muhammad Kamran Khan, Sobia Shujaat, et al.
Environmental Science and Pollution Research (2021) Vol. 29, Iss. 5, pp. 7424-7437
Closed Access | Times Cited: 25
Dynamic nonlinear impacts of fossil energy on renewable energy stocks: A quantile perspective
Xing Li, Chaoran Xu, Juan Meng
Energy Reports (2022) Vol. 8, pp. 15511-15523
Open Access | Times Cited: 18
Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage
Miklesh Prasad Yadav, Sabia Tabassum, Anas Ali Al-Qudah, et al.
Computational Economics (2024) Vol. 63, Iss. 3, pp. 1047-1070
Closed Access | Times Cited: 3
Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH
Binlin Li, Nils Haneklaus, Mohammad Mafizur Rahman
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 3
Volatility Spillovers among the Major Commodities: A Bibliometric Review
Konstantinos D. Melas, Anastasia Faitatzoglou, Nektarios A. Michail, et al.
(2024)
Open Access | Times Cited: 3
The impact of the Russia–Ukraine war on the United States natural gas futures prices
Ghadi Saad
Kybernetes (2023) Vol. 53, Iss. 10, pp. 3430-3443
Closed Access | Times Cited: 7
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