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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:

Do long-short speculators destabilize commodity futures markets?
Joëlle Miffre, Chris Brooks
International Review of Financial Analysis (2013) Vol. 30, pp. 230-240
Open Access | Times Cited: 40

Showing 26-50 of 40 citing articles:

A machine learning approach to classification for traders in financial markets
Isaac D. Wright, Matthew Reimherr, John Liechty
Stat (2022) Vol. 11, Iss. 1
Closed Access | Times Cited: 3
Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896
Martin T. Bohl, Alexander Pütz, Pierre L. Siklos, et al.
Journal of Futures Markets (2020) Vol. 41, Iss. 2, pp. 226-244
Closed Access | Times Cited: 3
Rising and Volatile Food Prices: Are Index Fund Investors to Blame?
Marcel Prokopczuk, Lazaros Symeonidis, Timo Verlaat
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 2
U.S. Monetary Policy, Commodity Prices and the Financialization Hypothesis
Papa Gueye Fam, Rachida Hennani, Nicolas Huchet
Review of Economic and Business Studies (2017) Vol. 10, Iss. 2, pp. 53-77
Open Access | Times Cited: 2
Arbitrage, speculation and futures price fluctuations with boundedly rational and heterogeneous agents
Qingbin Gong, Zhe Yang
Journal of Economic Interaction and Coordination (2019) Vol. 15, Iss. 4, pp. 763-791
Closed Access | Times Cited: 2
Kurzfristige Dynamik von Preisbildungsprozessen deutscher Agrarrohstoffe
Martin T. Bohl, Hervé Ott, Ernst‐Oliver von Ledebur
RePEc: Research Papers in Economics (2015)
Closed Access | Times Cited: 1
Trading Futures Contracts In Global Markets
Viktorija Stasytytė, Raimonda Martinkutė-Kaulienė
Deleted Journal (2014)
Closed Access | Times Cited: 1
Analysis of Herd Behavior In Commodity Futures Markets
İsmail ATACAN, Erdinç Altay
Alphanumeric Journal (2019) Vol. 7, Iss. 1, pp. 37-54
Open Access | Times Cited: 1
Have institutional investors stocks portfolio strategies affected oil prices in a financialization context?
Antonio Focacci
Studies in Economics and Finance (2021) Vol. 38, Iss. 5, pp. 1007-1039
Open Access | Times Cited: 1
An investigation of the two-way relationship between commodities and the UK economy in an environment of inflation targeting
Silvia Szilagyiova
(2014)
Closed Access
Is Financialization Effect Detectable within International Oil Markets?
Antonio Focacci
SSRN Electronic Journal (2017)
Closed Access
Recent movement of oil prices and future scenarios
Fernando Antônio Lucena Aiube, Ariel Levy
Nova Economia (2019) Vol. 29, Iss. 1, pp. 223-248
Open Access


International Journal of Economics and Financial Issues (2019) Vol. 9, Iss. 2
Open Access
Unprofitability of food market investments
Anja Vinzelberg, Benjamin Auer
Managerial and Decision Economics (2022) Vol. 43, Iss. 7, pp. 2887-2910
Closed Access
Especulação nos mercados futuros de boi gordo no Brasil
Augusto Seabra Santos
(2021)
Open Access
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