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OpenAlex Citation Counts

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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:

Forecasting crude oil prices: A scaled PCA approach
Mengxi He, Yaojie Zhang, Danyan Wen, et al.
Energy Economics (2021) Vol. 97, pp. 105189-105189
Closed Access | Times Cited: 95

Showing 26-50 of 95 citing articles:

The role of categorical EPU indices in predicting stock-market returns
Juan Chen, Feng Ma, Xuemei Qiu, et al.
International Review of Economics & Finance (2023) Vol. 87, pp. 365-378
Closed Access | Times Cited: 11
The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns
Zhikai Zhang, Yaojie Zhang, Yudong Wang, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 4, pp. 557-584
Closed Access | Times Cited: 4
Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors
Zhikai Zhang, Yudong Wang, Yaojie Zhang, et al.
Energy Economics (2024) Vol. 133, pp. 107537-107537
Closed Access | Times Cited: 4
The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system
Xingyu Dai, Imran Yousaf, Jiqian Wang, et al.
Journal of commodity markets (2025), pp. 100463-100463
Closed Access
Tail Risks Everywhere and Crude Oil Returns: New Insights From Predictive Quantile Approaches
Yue‐Jun Zhang, Wen Zhao
Journal of Futures Markets (2025)
Closed Access
Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?
Xiang Yan, Jiancheng Bai, Xiafei Li, et al.
Resources Policy (2021) Vol. 75, pp. 102521-102521
Closed Access | Times Cited: 25
Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns
Chao Liang, Yongan Xu, Jianqiong Wang, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102169-102169
Closed Access | Times Cited: 18
News sentiment and stock return: Evidence from managers’ news coverages
Yongan Xu, Chao Liang, Yan Li, et al.
Finance research letters (2022) Vol. 48, pp. 102959-102959
Open Access | Times Cited: 17
Default return spread: A powerful predictor of crude oil price returns
Qingxiang Han, Mengxi He, Yaojie Zhang, et al.
Journal of Forecasting (2023) Vol. 42, Iss. 7, pp. 1786-1804
Closed Access | Times Cited: 10
Forecasting crude oil market volatility: A comprehensive look at uncertainty variables
Danyan Wen, Mengxi He, Yudong Wang, et al.
International Journal of Forecasting (2023) Vol. 40, Iss. 3, pp. 1022-1041
Closed Access | Times Cited: 10
Forecasting European Union allowances futures: The role of technical indicators
Ditian Zhang, Pan Tang
Energy (2023) Vol. 270, pp. 126916-126916
Closed Access | Times Cited: 9
International stock market volatility: A data-rich environment based on oil shocks
Xinjie Lu, Feng Ma, Tianyang Wang, et al.
Journal of Economic Behavior & Organization (2023) Vol. 214, pp. 184-215
Closed Access | Times Cited: 9
Forecasting crude oil market returns: Enhanced moving average technical indicators
Danyan Wen, Li Liu, Yudong Wang, et al.
Resources Policy (2022) Vol. 76, pp. 102570-102570
Closed Access | Times Cited: 15
Natural gas volatility predictability in a data-rich world
Fei Lü, Feng Ma, Pan Li, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102218-102218
Closed Access | Times Cited: 15
Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method
Xiaozhu Guo, Dengshi Huang, Xiafei Li, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 672-693
Closed Access | Times Cited: 13
Forecasting crude oil price returns: Can nonlinearity help?
Yaojie Zhang, Mengxi He, Danyan Wen, et al.
Energy (2022) Vol. 262, pp. 125589-125589
Closed Access | Times Cited: 12
The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions
Libo Yin, Hong Cao, Yumei Guo
Energy Economics (2024) Vol. 132, pp. 107492-107492
Closed Access | Times Cited: 2
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?
Yong Ma, Mingtao Zhou, Shuaibing Li
Journal of commodity markets (2024) Vol. 36, pp. 100423-100423
Closed Access | Times Cited: 2
Forecasting crude oil prices with global ocean temperatures
Mengxi He, Zhikai Zhang, Yaojie Zhang
Energy (2024) Vol. 311, pp. 133341-133341
Closed Access | Times Cited: 2
Forecasting crude oil returns with oil-related industry ESG indices
Kaixin Li, Zhikai Zhang, Yudong Wang, et al.
Journal of commodity markets (2024), pp. 100444-100444
Closed Access | Times Cited: 2
Spillover of international crude oil prices on China's refined oil wholesale prices and price forecasting: Daily-frequency data of private enterprises and local refineries
Xunzhang Pan, Xiran Ma, Lining Wang, et al.
Petroleum Science (2022) Vol. 19, Iss. 3, pp. 1433-1442
Open Access | Times Cited: 10
Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?
Keyu Luo, Qiang Guo, Xiafei Li
Energy Economics (2022) Vol. 109, pp. 105947-105947
Closed Access | Times Cited: 10
Belief-based momentum indicator and stock market return predictability
Yan Li, Jiale Huo, Yongan Xu, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101825-101825
Closed Access | Times Cited: 10
Does news tone help forecast oil?
Brian M. Lucey, Boru Ren
Economic Modelling (2021) Vol. 104, pp. 105635-105635
Closed Access | Times Cited: 14
Forecasting crude oil prices: do technical indicators need economic constraints?
Danyan Wen, Mengxi He, Li Liu, et al.
Quantitative Finance (2022) Vol. 22, Iss. 8, pp. 1545-1559
Closed Access | Times Cited: 9

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