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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:

Characteristics of spillovers between the US stock market and precious metals and oil
Gazi Salah Uddin, José Arreola Hernández, Syed Jawad Hussain Shahzad, et al.
Resources Policy (2020) Vol. 66, pp. 101601-101601
Closed Access | Times Cited: 74

Showing 1-25 of 74 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
Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020
Yang Gao, Yangyang Li, Yaojun Wang
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101386-101386
Closed Access | Times Cited: 110
Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies
Walid Mensi, Muhammad Shafiullah, Xuan Vinh Vo, et al.
Resources Policy (2021) Vol. 71, pp. 102002-102002
Closed Access | Times Cited: 106
Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model
Shabir Mohsin Hashmi, Bisharat Hussain Chang, Liang‐Fang Huang, et al.
Resources Policy (2022) Vol. 75, pp. 102543-102543
Closed Access | Times Cited: 72
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
Bana Abuzayed, Nedal Al‐Fayoumi
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101476-101476
Closed Access | Times Cited: 82
The safe-haven property of precious metal commodities in the COVID-19 era
Amine Lahiani, Salma Mefteh‐Wali, Dinara G. Vasbieva
Resources Policy (2021) Vol. 74, pp. 102340-102340
Open Access | Times Cited: 75
Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic
Pengfei Zhu, Yong Tang, Yu Wei, et al.
Energy (2021) Vol. 231, pp. 120949-120949
Open Access | Times Cited: 73
Realized higher-order moments spillovers between commodity and stock markets: Evidence from China
Hongwei Zhang, Chen Jin, Elie Bouri, et al.
Journal of commodity markets (2022) Vol. 30, pp. 100275-100275
Closed Access | Times Cited: 67
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications
Walid Mensi, Aylin Aslan, Xuan Vinh Vo, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 219-232
Closed Access | Times Cited: 67
COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Economic Analysis and Policy (2022) Vol. 74, pp. 702-715
Open Access | Times Cited: 59
Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic
Mohammed Elgammal, Walid M.A. Ahmed, Abdullah Alshami
Resources Policy (2021) Vol. 74, pp. 102334-102334
Open Access | Times Cited: 58
Connectedness in implied higher-order moments of precious metals and energy markets
Elie Bouri, Xiaojie Lei, Yahua Xu, et al.
Energy (2022) Vol. 263, pp. 125588-125588
Closed Access | Times Cited: 40
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures
Juncal Cuñado, Ioannis Chatziantoniou, David Gabauer, et al.
Journal of commodity markets (2023) Vol. 30, pp. 100327-100327
Open Access | Times Cited: 36
Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources
Songsong Li, Weiqian Zhang, Wei Zhang
Resources Policy (2023) Vol. 82, pp. 103554-103554
Closed Access | Times Cited: 35
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Ramzi Nekhili, Elie Bouri
Energy Economics (2023) Vol. 119, pp. 106596-106596
Closed Access | Times Cited: 33
Time series analysis for COMEX platinum spot price forecasting using SVM, MARS, MLP, VARMA and ARIMA models: A case study
Luis Alfonso Menéndez García, P.J. Garcı́a Nieto, Esperanza García–Gonzalo, et al.
Resources Policy (2024) Vol. 95, pp. 105148-105148
Closed Access | Times Cited: 9
On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis
Walid M.A. Ahmed
The Quarterly Review of Economics and Finance (2021) Vol. 83, pp. 135-151
Closed Access | Times Cited: 53
Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain
Yang Gao, Yangyang Li, Chengjie Zhao, et al.
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101619-101619
Closed Access | Times Cited: 49
Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach
Qiwei Xie, Ranran Liu, Tao Qian, et al.
Energy Economics (2021) Vol. 102, pp. 105484-105484
Closed Access | Times Cited: 45
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Walid Mensi, Shawkat Hammoudeh, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 75, pp. 101457-101457
Closed Access | Times Cited: 43
Economic drivers of volatility and correlation in precious metal markets
Theu Dinh, Stéphane Goutte, Duc Khuong Nguyen, et al.
Journal of commodity markets (2022) Vol. 28, pp. 100242-100242
Open Access | Times Cited: 34
Quantile Granger causality between US stock market indices and precious metal prices
Zouheir Mighri, Hanen Ragoubi, Suleman Sarwar, et al.
Resources Policy (2022) Vol. 76, pp. 102595-102595
Closed Access | Times Cited: 31
Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis
Walid Mensi, Abdel Razzaq Al Rababa’a, Mohammad Alomari, et al.
Resources Policy (2022) Vol. 79, pp. 102976-102976
Closed Access | Times Cited: 29
Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks
Youtao Xiang, Sumuya Borjigin
International Review of Economics & Finance (2023) Vol. 88, pp. 1337-1374
Closed Access | Times Cited: 18
Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Resources Policy (2021) Vol. 72, pp. 102054-102054
Closed Access | Times Cited: 39
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