There are at least two answers in standard LaTeX on how to add hyperlinks in the bibliography using the DOI or URL fields (here and there). However, I can't reproduce these results in LyX.
Ideally, I would like to reproduce the American Economic Review style, where a bullet on the left of the reference links to the DOI or URL field (see figure below). Ideally, I would also use the option Natbib (BibTeX)
of LyX, as it is the one I am currently using. That being said, any solution to add hyperlinks in the references is welcome, e.g. one that makes the titles clickable.