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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:

Booms and Busts in Commodity Markets: Bubbles or Fundamentals?
Chris Brooks, Marcel Prokopczuk, Yingying Wu
Journal of Futures Markets (2015) Vol. 35, Iss. 10, pp. 916-938
Open Access | Times Cited: 48

Showing 1-25 of 48 citing articles:

Oil price shocks and China's stock market
Yanfeng Wei, Xiaoying Guo
Energy (2017) Vol. 140, pp. 185-197
Closed Access | Times Cited: 102
Dependency, centrality and dynamic networks for international commodity futures prices
Fei Wu, Wanli Zhao, Qiang Ji, et al.
International Review of Economics & Finance (2020) Vol. 67, pp. 118-132
Closed Access | Times Cited: 80
Explosive oil prices
Marc Gronwald
Energy Economics (2016) Vol. 60, pp. 1-5
Open Access | Times Cited: 55
Time-varying persistence in real oil prices and its determinant
Robinson Kruse, Christoph Wegener
Energy Economics (2019) Vol. 85, pp. 104328-104328
Open Access | Times Cited: 53
Mild explosivity in recent crude oil prices
Isabel Figuerola‐Ferretti, J. Roderick McCrorie, Ioannis Paraskevopoulos
Energy Economics (2019) Vol. 87, pp. 104387-104387
Open Access | Times Cited: 43
Detecting speculative bubbles in metal prices: Evidence from GSADF test and machine learning approaches
Onder Ozgur, Veli Yılancı, Fatih Cemil Özbuğday
Resources Policy (2021) Vol. 74, pp. 102306-102306
Closed Access | Times Cited: 38
The effects of investor attention on commodity futures markets
Liyan Han, Ziying Li, Libo Yin
Journal of Futures Markets (2017) Vol. 37, Iss. 10, pp. 1031-1049
Closed Access | Times Cited: 46
Macroeconomics, geopolitical risk, and resource commodity price bubbles
Bin Li, Yiming Chen, Haipeng Wu, et al.
Resources Policy (2025) Vol. 101, pp. 105478-105478
Closed Access
Speculators and time series momentum in commodity futures markets
Björn Uhl
Review of Financial Economics (2025)
Closed Access
Early warning of bubbles in the agricultural commodity market: Evidence from LPPLS confidence indicators
Hai-Chuan Xu, Yen-Ling Tan, H. S. L. Fan, et al.
Journal of Management Science and Engineering (2025)
Open Access
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market
Efthymios Pavlidis, Iván Payá, David Peel
Journal of money credit and banking (2018) Vol. 50, Iss. 5, pp. 833-856
Open Access | Times Cited: 36
Noncausality and the commodity currency hypothesis
Matthijs Lof, Henri Nyberg
Energy Economics (2017) Vol. 65, pp. 424-433
Closed Access | Times Cited: 36
The impact of long-short speculators on the volatility of agricultural commodity futures prices
Martin T. Bohl, Christoph Sulewski
Journal of commodity markets (2019) Vol. 16, pp. 100085-100085
Closed Access | Times Cited: 34
Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures Markets
Dwight R. Sanders, Scott H. Irwin
Journal of Agricultural Economics (2016) Vol. 68, Iss. 2, pp. 345-365
Closed Access | Times Cited: 33
Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm
Ahdi Noomen Ajmi, Shawkat Hammoudeh, Khaled Mokni
Resources Policy (2020) Vol. 70, pp. 101956-101956
Closed Access | Times Cited: 27
Testing for speculative bubbles in agricultural commodity prices: a regime switching approach
Xiaoliang Liu, Guenther Filler, Martin Odening
Agricultural Finance Review (2013) Vol. 73, Iss. 1, pp. 179-200
Open Access | Times Cited: 28
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Duminda Kuruppuarachchi, Hai Lin, I. M. Premachandra
Economic Modelling (2018) Vol. 77, pp. 92-112
Open Access | Times Cited: 24
The relationship between oil and non-oil commodity prices and China’s PPI and CPI: an empirical analysis
Yanfeng Wei
Energy Sources Part B Economics Planning and Policy (2019) Vol. 14, Iss. 4, pp. 125-146
Closed Access | Times Cited: 23
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
Fundamental predictors of price bubbles in precious metals: a machine learning analysis
Sinem Güler Kangallı Uyar, Umut Uyar, Emrah Balkan
Mineral Economics (2023) Vol. 37, Iss. 1, pp. 65-87
Closed Access | Times Cited: 5
Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil
You‐How Go, Wee‐Yeap Lau
Resources Policy (2017) Vol. 53, pp. 135-146
Closed Access | Times Cited: 15
Behavioural heterogeneity in wine investments
Adrian Fernández-Pérez, Bart Frijns, Alireza Tourani‐Rad, et al.
Applied Economics (2019) Vol. 51, Iss. 30, pp. 3236-3255
Open Access | Times Cited: 14
Speculation and its impact on liquidity in commodity markets
Michael Ludwig
Resources Policy (2018) Vol. 61, pp. 532-547
Closed Access | Times Cited: 12
Do speculators drive commodity prices away from supply and demand fundamentals?
Raymond P. H. Fishe, Aaron Smith
Journal of commodity markets (2018) Vol. 15, pp. 100078-100078
Closed Access | Times Cited: 11
When will food price bubbles burst? A review
Xiaoqing Wang, Chi‐Wei Su, Ran Tao, et al.
Agricultural Economics (Zemědělská ekonomika) (2018) Vol. 64, Iss. 12, pp. 566-573
Open Access | Times Cited: 11
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