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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:

Speculation and volatility—A time‐varying approach applied on Chinese commodity futures markets
Claudia Wellenreuther, Jan Voelzke
Journal of Futures Markets (2018) Vol. 39, Iss. 4, pp. 405-417
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Return and volatility transmission between China's and international crude oil futures markets: A first look
Jian Yang, Yinggang Zhou
Journal of Futures Markets (2020) Vol. 40, Iss. 6, pp. 860-884
Closed Access | Times Cited: 86
Price discovery in chinese agricultural futures markets: A comprehensive look
Jian Yang, Li Zheng, Tao Wang
Journal of Futures Markets (2020) Vol. 41, Iss. 4, pp. 536-555
Closed Access | Times Cited: 74
The untold story of commodity futures in China
John Hua Fan, Tingxi Zhang
Journal of Futures Markets (2019) Vol. 40, Iss. 4, pp. 671-706
Closed Access | Times Cited: 47
A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets
Νikolaos Kyriazis
Journal of risk and financial management (2021) Vol. 14, Iss. 7, pp. 293-293
Open Access | Times Cited: 33
The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods
Bin-xia Chen, Yan-Lin Sun
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101831-101831
Closed Access | Times Cited: 25
Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets
Jianmin Liu, Zeguang Li, Bluford H. Putnam, et al.
Journal of Futures Markets (2025)
Closed Access
Systemic resilience of networked commodities
Roy Cerqueti, Raffaele Mattera, Saverio Storani
Energy Economics (2025), pp. 108270-108270
Open Access
Night trading with futures in China: The case of Aluminum and Copper
Tony Klein, Neda Todorova
Resources Policy (2021) Vol. 73, pp. 102205-102205
Open Access | Times Cited: 19
Price bubbles of agricultural commodities: evidence from China’s futures market
Zhuo Chen, Bo Yan, Hanwen Kang
Empirical Economics (2022) Vol. 64, Iss. 1, pp. 195-222
Closed Access | Times Cited: 14
Nonlinear price transmission and asynchronous price bubbles: empirical evidence from China’s agricultural futures and spot markets
Qianqian Mao, Yanjun Ren, Jens‐Peter Loy
Journal of Applied Economics (2024) Vol. 27, Iss. 1
Open Access | Times Cited: 2
Internationalization of futures markets: Lessons from China
John Hua Fan, Adrian Fernández-Pérez, Ivan Indriawan, et al.
Pacific-Basin Finance Journal (2020) Vol. 63, pp. 101429-101429
Closed Access | Times Cited: 18
Macroeconomic forecasts and commodity futures volatility
Wuyi Ye, R. Guo, Bruno Deschamps, et al.
Economic Modelling (2020) Vol. 94, pp. 981-994
Closed Access | Times Cited: 14
Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis
Huiming Zhu, Liang Meng, Yajing Ge, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101256-101256
Closed Access | Times Cited: 12
A good hedge or safe haven? The hedging ability of China's commodity futures market under extreme market conditions
Huilian Huang, Tao Xiong
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 968-1035
Closed Access | Times Cited: 4
Forecasting Bitcoin Volatility Using Hybrid GARCH Models with Machine Learning
Mamoona Zahid, Farhat Iqbal, Dimitrios Koutmos
Risks (2022) Vol. 10, Iss. 12, pp. 237-237
Open Access | Times Cited: 7
The “necessary evil” in Chinese commodity markets
John Hua Fan, Di Mo, Tingxi Zhang
Journal of commodity markets (2021) Vol. 25, pp. 100186-100186
Open Access | Times Cited: 9
Investable commodity premia in China
Robert J. Bianchi, John Hua Fan, Tingxi Zhang
Journal of Banking & Finance (2021) Vol. 127, pp. 106127-106127
Closed Access | Times Cited: 8
Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic
Algirdas Justinas Staugaitis, Bernardas Vaznonis
Agriculture (2022) Vol. 12, Iss. 5, pp. 623-623
Open Access | Times Cited: 5
The impact of trade policy on soybean futures in China
Zhuo Chen, Bo Yan
Managerial and Decision Economics (2021) Vol. 43, Iss. 4, pp. 1152-1163
Closed Access | Times Cited: 7
Wavelet-based analysis of guar futures in India: did we kill the golden goose?
Arunava Bandyopadhyay, Souvik Bhowmik, Prabina Rajib
Journal of Agribusiness in Developing and Emerging Economies (2020) Vol. 12, Iss. 1, pp. 104-125
Closed Access | Times Cited: 6
The Impact of SHFE's Night Trading Session on Volume and Realized Volatility of Aluminum and Copper Futures Markets
Tony Klein, Neda Todorova
SSRN Electronic Journal (2018)
Open Access | Times Cited: 4
Are Chinese live hog futures useful hedging tools?
Huilian Huang, Tao Xiong
Applied Economics (2024), pp. 1-18
Closed Access
When Chinese Mania Meets Global Frenzy: Commodity Price Bubbles
John Hua Fan, Adrian Fernández-Pérez, Ivan Indriawan, et al.
SSRN Electronic Journal (2024)
Closed Access
Does speculation impair informational efficiency? New evidence from the Indian agricultural commodity market
Sreekha Pullaykkodi, Rajesh H. Acharya
Journal of Agribusiness in Developing and Emerging Economies (2024)
Closed Access
When Chinese Mania Meets Global Frenzy: Commodity Price Bubbles
John Hua Fan, Adrian Fernández-Pérez, Ivan Indriawan, et al.
Journal of commodity markets (2024) Vol. 36, pp. 100437-100437
Open Access
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