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:

Speculators, Prices, and Market Volatility
Celso Brunetti, Bahattin Büyükşahin, Jeffrey H. Harris
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 5, pp. 1545-1574
Open Access | Times Cited: 124

Showing 26-50 of 124 citing articles:

Regime-dependent adjustment in energy spot and futures markets
Joscha Beckmann, Ansgar Belke, Robert Czudaj
Economic Modelling (2014) Vol. 40, pp. 400-409
Closed Access | Times Cited: 27

Volatility term structures in commodity markets
Fabian Hollstein, Marcel Prokopczuk, Christoph Matthias Würsig
Journal of Futures Markets (2019) Vol. 40, Iss. 4, pp. 527-555
Open Access | Times Cited: 24

Forecasting WTI crude oil futures returns: Does the term structure help?
Don Bredın, Conall O’Sullivan, Simon E. F. Spencer
Energy Economics (2021) Vol. 100, pp. 105350-105350
Open Access | Times Cited: 18

The Negative Pricing of the May 2020 WTI Contract
Adrian Fernández-Pérez, Ana-Marı́a Fuertes, Joëlle Miffre
The Energy Journal (2022) Vol. 44, Iss. 1, pp. 119-142
Open Access | Times Cited: 12

Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets
Michel A. Robe, John S. Roberts
Journal of commodity markets (2024) Vol. 34, pp. 100389-100389
Closed Access | Times Cited: 2

Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis
Christopher Burns, Daniel Prager
Journal of commodity markets (2024) Vol. 34, pp. 100405-100405
Closed Access | Times Cited: 2

The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise
Saffet Akdağ, Ömer İskenderoğlu, Andrew Adewale Alola
Letters in Spatial and Resource Sciences (2020) Vol. 13, Iss. 1, pp. 49-65
Closed Access | Times Cited: 17

Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market
Antonio Focacci
China Finance Review International (2023) Vol. 13, Iss. 2, pp. 157-182
Open Access | Times Cited: 6

The impact of financialization on the efficiency of commodity futures markets
Martin T. Bohl, Scott H. Irwin, Alexander Pütz, et al.
Journal of commodity markets (2023) Vol. 31, pp. 100330-100330
Closed Access | Times Cited: 6

Dynamics of Arbitrage
Louis H. Ederington, Chitru S. Fernando, Kateryna V. Holland, et al.
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 4, pp. 1350-1380
Closed Access | Times Cited: 15

Speculation and informational efficiency in commodity futures markets
Jean-Baptiste Bonnier
Journal of International Money and Finance (2021) Vol. 117, pp. 102457-102457
Open Access | Times Cited: 13

Financialization, common stochastic trends, and commodity prices
Moses Mananyi Kupabado, Juergen Kaehler
Journal of Futures Markets (2021) Vol. 41, Iss. 12, pp. 1988-2008
Open Access | Times Cited: 13

Long‐short speculator sentiment in agricultural commodity markets
Oliver Borgards, Robert Czudaj
International Journal of Finance & Economics (2022) Vol. 28, Iss. 4, pp. 3511-3528
Open Access | Times Cited: 9

The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?
Xin Gao, Bingxin Li, Rui Liu
Journal of commodity markets (2022) Vol. 30, pp. 100274-100274
Closed Access | Times Cited: 9

The search for yield: Implications to alternative investments
Roman Kräussl, Thorsten Lehnert, Kalle Rinne
Journal of Empirical Finance (2017) Vol. 44, pp. 227-236
Closed Access | Times Cited: 16

Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data
Jiawen Luo, Langnan Chen, Weiguo Zhang
Applied Economics (2018) Vol. 51, Iss. 5, pp. 422-443
Closed Access | Times Cited: 15

Can we still blame index funds for the price movements in the agricultural commodities market?
Rafael Baptista Palazzi, Antônio Carlos Figueiredo Pinto, Marcelo Cabús Klötzle, et al.
International Review of Economics & Finance (2019) Vol. 65, pp. 84-93
Closed Access | Times Cited: 15

Sugar with your Coffee? Fundamentals, Financials, and Softs Price Uncertainty
Genèvre Covindassamy, Michel A. Robe, Jonathan Wallen
Journal of Futures Markets (2017) Vol. 37, Iss. 8, pp. 744-765
Closed Access | Times Cited: 13

Establishing cryptocurrency equilibria through game theory
Carey Caginalp, Gunduz Caginalp
AIMS Mathematics (2019) Vol. 4, Iss. 3, pp. 420-436
Open Access | Times Cited: 13

Financials threaten to undermine the functioning of emissions markets
Simon Quemin, Michael Pahle
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 11

Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility
María del Rosario Venegas, Jorge Feregrino Feregrino, Nelson David Lay Raby, et al.
International Journal of Financial Studies (2024) Vol. 12, Iss. 4, pp. 121-121
Open Access | Times Cited: 1

Speculation and its impact on liquidity in commodity markets
Michael Ludwig
Resources Policy (2018) Vol. 61, pp. 532-547
Closed Access | Times Cited: 12

The effect of futures markets on the stability of commodity prices
Johan de Jong, Joep Sonnemans, Jan Tuinstra
Journal of Economic Behavior & Organization (2022) Vol. 198, pp. 176-211
Open Access | Times Cited: 7

Investor sentiment spillover effect and market quality in crude oil futures
Yu‐Lun Chen, Wan-Shin Mo, Ya‐Kai Chang
International Review of Economics & Finance (2022) Vol. 82, pp. 177-193
Closed Access | Times Cited: 7

Option Returns, Risk Premiums, and Demand Pressure in Energy Markets
Kris Jacobs, Bingxin Li
Journal of Banking & Finance (2022) Vol. 146, pp. 106687-106687
Closed Access | Times Cited: 7

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