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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:

Oil shocks and stock market volatility: New evidence
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Energy Economics (2021) Vol. 103, pp. 105567-105567
Closed Access | Times Cited: 71

Showing 26-50 of 71 citing articles:

Forecasting China's crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic
Zhonglu Chen, Yong Ye, Xiafei Li
Resources Policy (2021) Vol. 75, pp. 102453-102453
Open Access | Times Cited: 24
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: 10
Forecasting stock market volatility using commodity futures volatility information
Guangqiang Liu, Xiaozhu Guo
Resources Policy (2021) Vol. 75, pp. 102481-102481
Closed Access | Times Cited: 22
PETROL FİYATI ŞOKLARININ BİST100 GETİRİ ENDEKSİ ÜZERİNE KISA VE UZUN DÖNEM ASİMETRİK ETKİSİ: NARDL YAKLAŞIMINDAN KANITLAR
Halil Altıntaş
Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2022), Iss. 62, pp. 25-55
Open Access | Times Cited: 16
Uncover the response of the U.S grain commodity market on El Niño–Southern Oscillation
Yuandong Su, Chao Liang, Li Zhang, et al.
International Review of Economics & Finance (2022) Vol. 81, pp. 98-112
Closed Access | Times Cited: 15
Regime-switching effect of COVID-19 pandemic on stock market index: evidence from Turkey as an emerging market example
Mustafa Tevfik Kartal, Fatih Ayhan, Derviş Kırıkkaleli
Macroeconomics and Finance in Emerging Market Economies (2022) Vol. 17, Iss. 1, pp. 189-206
Closed Access | Times Cited: 14
Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?
Soheil Roudari, Walid Mensi, Sami Al Kharusi, et al.
International Economics (2023) Vol. 173, pp. 343-358
Closed Access | Times Cited: 8
Role of oil shocks in US stock market volatility: A new insight from GARCH-MIDAS perspective
Usman Ghani, Bo Zhu, Maria Ghani, et al.
Resources Policy (2023) Vol. 85, pp. 103933-103933
Closed Access | Times Cited: 8
Stock market return predictability: A combination forecast perspective
Wendai Lv, Jipeng Qi
International Review of Financial Analysis (2022) Vol. 84, pp. 102376-102376
Closed Access | Times Cited: 13
Uncertainty and fluctuation in crude oil price: evidence from machine learning models
Feng Ma, Xinjie Lu, Bo Zhu
Annals of Operations Research (2023)
Closed Access | Times Cited: 7
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Xiafei Li, Yin Liao, Xinjie Lu, et al.
Energy Economics (2022) Vol. 116, pp. 106358-106358
Closed Access | Times Cited: 12
Oil Price uncertainty and labor investment efficiency
Amanjot Singh
Energy Economics (2022) Vol. 116, pp. 106407-106407
Closed Access | Times Cited: 12
Time-varying effects of structural oil price shocks on financial market uncertainty
Junqi Yang, Jiang-Bo Geng, Ziwei Liang
Energy Economics (2024), pp. 107910-107910
Closed Access | Times Cited: 2
Global financial crisis versus COVID‐19: Evidence from sentiment analysis
Aktham Maghyereh, Hussein Abdoh
International Finance (2022) Vol. 25, Iss. 2, pp. 218-248
Closed Access | Times Cited: 11
Fourier transform based LSTM stock prediction model under oil shocks
Xiaohang Ren, Weixi Xu, Kun Duan
Quantitative Finance and Economics (2022) Vol. 6, Iss. 2, pp. 342-358
Open Access | Times Cited: 11
What can we learn from financial stress indicator?
Dan Zhang, Biangxiang Li
Finance research letters (2022) Vol. 50, pp. 103293-103293
Closed Access | Times Cited: 10
Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach
Mohammed M. Tumala, Afees A. Salisu, Ali I. Gambo
Economic Analysis and Policy (2023) Vol. 78, pp. 707-717
Closed Access | Times Cited: 6
Macroeconomic attention and oil futures volatility prediction
Shan Liu, Ziwei Li
Finance research letters (2023) Vol. 57, pp. 104167-104167
Closed Access | Times Cited: 6
Forecasting US Stock Market Volatility: Evidence from ESG and CPU indices
Usman Ghani, Bo Zhu, Quande Qin, et al.
Finance research letters (2023) Vol. 59, pp. 104811-104811
Closed Access | Times Cited: 6
Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? Evidence from China
Hengzhen Lu, Qiujin Gao, Matthew C. Li
Applied Economics (2022) Vol. 55, Iss. 54, pp. 6427-6443
Closed Access | Times Cited: 9
Monetary Policy, Investor Sentiment, and the Asymmetric Jump Risk of Chinese Stock Market
Wang Jia, Pu Chen, Jiacun Wang, et al.
IEEE Transactions on Computational Social Systems (2023) Vol. 11, Iss. 2, pp. 1631-1643
Closed Access | Times Cited: 5
Geopolitical risk of oil export and import countries and oil futures volatility: Evidence from dynamic model average methods
Zhichao Liu, Xiulian Xu, Cheng Ya, et al.
Finance research letters (2023) Vol. 54, pp. 103796-103796
Closed Access | Times Cited: 5
Category-specific EPU indices, macroeconomic variables and stock market return predictability
Qing Zeng, Xinjie Lu, Dayong Dong, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102353-102353
Closed Access | Times Cited: 8
Economic policy uncertainty and environmental governance company volatility: Evidence from China
Wendai Lv, Jipeng Qi, Jing Feng
Research in International Business and Finance (2023) Vol. 64, pp. 101875-101875
Closed Access | Times Cited: 4
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach
Afees A. Salisu, Rangan Gupta, Oğuzhan Çepni, et al.
Review of Quantitative Finance and Accounting (2024) Vol. 63, Iss. 4, pp. 1473-1510
Closed Access | Times Cited: 1

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