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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:

A Model of Financialization of Commodities
Suleyman Basak, Anna Pavlova
The Journal of Finance (2016) Vol. 71, Iss. 4, pp. 1511-1556
Open Access | Times Cited: 521

Showing 26-50 of 521 citing articles:

A closer look into the global determinants of oil price volatility
Ioannis Chatziantoniou, Michail Filippidis, George Filis, et al.
Energy Economics (2021) Vol. 95, pp. 105092-105092
Open Access | Times Cited: 93
The Financialization of Food?
Valentina Bruno, Bahattin Büyükşahin, Michel A. Robe
American Journal of Agricultural Economics (2016) Vol. 99, Iss. 1, pp. 243-264
Closed Access | Times Cited: 89
An update on speculation and financialization in commodity markets
Naomi E. Boyd, Jeffrey H. Harris, Bingxin Li
Journal of commodity markets (2018) Vol. 10, pp. 91-104
Closed Access | Times Cited: 84
Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices
Muhammad Abubakr Naeem, Mudassar Hasan, Muhammad Arif, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 553, pp. 124235-124235
Closed Access | Times Cited: 73
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Sangram Keshari Jena, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, et al.
Journal of commodity markets (2021) Vol. 27, pp. 100222-100222
Closed Access | Times Cited: 69
Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model
Yu Wei, Jiahao Zhang, Lan Bai, et al.
Renewable Energy (2022) Vol. 202, pp. 289-309
Closed Access | Times Cited: 64
Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets
Yonghong Jiang, Jieru Wang, Jiayi Lie, et al.
Energy (2021) Vol. 233, pp. 121191-121191
Closed Access | Times Cited: 63
Defending global oil price security: Based on the perspective of uncertainty risk
Yu Song, Bo Chen, Xinyi Wang, et al.
Energy Strategy Reviews (2022) Vol. 41, pp. 100858-100858
Open Access | Times Cited: 41
Financialization of commodity markets ten years later
Wenjin Kang, Ke Tang, Ningli Wang
Journal of commodity markets (2023) Vol. 30, pp. 100313-100313
Closed Access | Times Cited: 41
Financialization and Commodity Markets Serial Dependence
Zhi Da, Ke Tang, Yubo Tao, et al.
Management Science (2023) Vol. 70, Iss. 4, pp. 2122-2143
Closed Access | Times Cited: 27
Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach
Xu Zhang, Xian Yang, Jianping Li, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 6, pp. 705-733
Closed Access | Times Cited: 24
Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach
Aswini Kumar Mishra, Vairam Arunachalam, Dennis Olson, et al.
Resources Policy (2023) Vol. 82, pp. 103490-103490
Closed Access | Times Cited: 24
Macroeconomic Conditions, Speculation, and Commodity Futures Returns
Ramesh Adhikari, Kyle J. Putnam
International Journal of Financial Studies (2025) Vol. 13, Iss. 1, pp. 5-5
Open Access | Times Cited: 1
The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets
Theodora Bermpei, Athanasios Triantafyllou
Journal of Futures Markets (2025)
Closed Access | Times Cited: 1
Commodity Dependence and Optimal Asset Allocation
Vianney Dequiedt, Mathieu Gomes, Kuntara Pukthuanthong, et al.
Journal of Futures Markets (2025)
Closed Access | Times Cited: 1
Macroeconomic impacts of oil prices and underlying financial shocks
Wang Chen, Shigeyuki Hamori, Takuji Kinkyo
Journal of International Financial Markets Institutions and Money (2013) Vol. 29, pp. 1-12
Open Access | Times Cited: 85
Futures Trading and the Excess Co-movement of Commodity Prices*
Yannick Le Pen, Benoît Sévi
Review of Finance (2017) Vol. 22, Iss. 1, pp. 381-418
Open Access | Times Cited: 79
The Economic Impact of Index Investing
Jonathan Brogaard, Matthew C. Ringgenberg, David Sovich
Review of Financial Studies (2018) Vol. 32, Iss. 9, pp. 3461-3499
Closed Access | Times Cited: 71
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test
Walid Bahloul, Mehmet Balcılar, Juncal Cuñado, et al.
Journal of Multinational Financial Management (2018) Vol. 45, pp. 52-71
Closed Access | Times Cited: 70
Taxonomy of commodities assets via complexity-entropy causality plane
LEONARDO H. S. FERNANDES, Fernando Henrique Antunes de Araujo
Chaos Solitons & Fractals (2020) Vol. 137, pp. 109909-109909
Closed Access | Times Cited: 70
Impact of the global financial crisis on the crude oil market
Kyohun Joo, Jong Hwan Suh, Daeyong Lee, et al.
Energy Strategy Reviews (2020) Vol. 30, pp. 100516-100516
Open Access | Times Cited: 70
Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression
Huiming Zhu, Rui Huang, Ningli Wang, et al.
Applied Economics (2019) Vol. 52, Iss. 21, pp. 2292-2308
Closed Access | Times Cited: 69
Have commodities become a financial asset? Evidence from ten years of Financialization
Zeno Adams, Solène Collot, Maria Kartsakli
Energy Economics (2020) Vol. 89, pp. 104769-104769
Closed Access | Times Cited: 68
Factor Structure in Commodity Futures Return and Volatility
Peter Christoffersen, Asger Lunde, Kasper V. Olesen
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 3, pp. 1083-1115
Open Access | Times Cited: 67
Financialization and de-financialization of commodity futures: A quantile regression approach
Robert J. Bianchi, John Hua Fan, Neda Todorova
International Review of Financial Analysis (2020) Vol. 68, pp. 101451-101451
Closed Access | Times Cited: 63

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