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Cited by 273

The DOI matches its Crossref record; 43 of the 43 references it cites were found in a registry or an index.

Measuring contagion between energy market and stock market during financial crisis: A copula approach

Open access
Wen, Xiaoqian, Wei, Yu, Huang, Dengshi·2012·Energy Economics
DOI 10.1016/j.eneco.2012.06.021
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Crossref · 10.1016/j.eneco.2012.06.021

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Metadata

Authors
Wen, X., Wei, Y., & Huang, D.
Venue
Energy Economics
Publisher
Elsevier BV
Published
2012-09
Volume
34
Issue
5
Pages
1435-1446
ISSN
0140-9883 (ISSN-L)
DOI
10.1016/j.eneco.2012.06.021
OpenAlex
W1968914532
Cited by
273
References
43
FWCI
26.51
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Measuring contagion between energy market and stock market during financial crisis: A copula approach. https://app.cochat.ai/papers/10.1016/j.eneco.2012.06.021
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Wen, X., Wei, Y., & Huang, D. (2012). Measuring contagion between energy market and stock market during financial crisis: A copula approach. Energy Economics. https://doi.org/10.1016/j.eneco.2012.06.021

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.