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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:

On the volatility–volume relationship in energy futures markets using intraday data
Julien Chevallier, Benoît Sévi
Energy Economics (2012) Vol. 34, Iss. 6, pp. 1896-1909
Open Access | Times Cited: 62

Showing 1-25 of 62 citing articles:

Forecasting the volatility of crude oil futures using intraday data
Benoît Sévi
European Journal of Operational Research (2014) Vol. 235, Iss. 3, pp. 643-659
Open Access | Times Cited: 257
China’s crude oil futures: Introduction and some stylized facts
Qiang Ji, Dayong Zhang
Finance research letters (2018) Vol. 28, pp. 376-380
Closed Access | Times Cited: 172
Forecasting the realized volatility of the oil futures market: A regime switching approach
Feng Ma, M.I.M. Wahab, Dengshi Huang, et al.
Energy Economics (2017) Vol. 67, pp. 136-145
Closed Access | Times Cited: 151
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
Journal of International Money and Finance (2020) Vol. 104, pp. 102137-102137
Open Access | Times Cited: 132
Are Green Bond and Carbon Markets in Europe complements or substitutes? Insights from the activity of power firms
Yves Rannou, Mohamed Amine Boutabba, Pascal Barneto
Energy Economics (2021) Vol. 104, pp. 105651-105651
Open Access | Times Cited: 60
Effects of structural changes on the prediction of downside volatility in futures markets
Xu Gong, Boqiang Lin
Journal of Futures Markets (2021) Vol. 41, Iss. 7, pp. 1124-1153
Closed Access | Times Cited: 59
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Zibo Niu, Feng Ma, Hongwei Zhang
Energy Economics (2022) Vol. 112, pp. 106120-106120
Closed Access | Times Cited: 47
Modelling and forecasting high-frequency data with jumps based on a hybrid nonparametric regression and LSTM model
Yuping Song, Chunchun Cai, Dexiang Ma, et al.
Expert Systems with Applications (2023) Vol. 237, pp. 121527-121527
Closed Access | Times Cited: 27
Forecasting realized volatility of oil futures market: A new insight
Feng Ma, Yu Wei, Li Liu, et al.
Journal of Forecasting (2018) Vol. 37, Iss. 4, pp. 419-436
Open Access | Times Cited: 82
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Feng Ma, M.I.M. Wahab, Jing Liu, et al.
Applied Economics (2017) Vol. 50, Iss. 18, pp. 2087-2101
Closed Access | Times Cited: 78
On oil-US exchange rate volatility relationships: An intraday analysis
Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, et al.
Economic Modelling (2016) Vol. 59, pp. 329-334
Closed Access | Times Cited: 70
On the forecasting of high‐frequency financial time series based on ARIMA model improved by deep learning
Zhenwei Li, Jing Han, Yuping Song
Journal of Forecasting (2020) Vol. 39, Iss. 7, pp. 1081-1097
Closed Access | Times Cited: 68
The Role of Binance in Bitcoin Volatility Transmission
Carol Alexander, Daniel F. Heck, Andreas Kaeck
Applied Mathematical Finance (2022) Vol. 29, Iss. 1, pp. 1-32
Open Access | Times Cited: 27
The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective
Jiang-Bo Geng, Qiang Ji, Ying Fan
Energy (2016) Vol. 101, pp. 266-277
Closed Access | Times Cited: 44
How regional natural gas markets have reacted to oil price shocks before and since the shale gas revolution: A multi-scale perspective
Jiang-Bo Geng, Qiang Ji, Ying Fan
Journal of Natural Gas Science and Engineering (2016) Vol. 36, pp. 734-746
Closed Access | Times Cited: 39
Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest
Georgios Magkonis, Dimitris A. Tsouknidis
International Review of Financial Analysis (2017) Vol. 52, pp. 104-118
Open Access | Times Cited: 38
Unravelling the volume-volatility nexus in cryptos under structural breaks using fat-tailed distributions: mixture of distribution hypothesis and implications for market efficiency
Saswat Patra, Neha Gupta
European Journal of Finance (2025), pp. 1-20
Open Access
The Hedging Strategies of Enterprises in the European Union Allowances Market—Implementation Actions for Sustainable Development
Małgorzata Błażejowska, Anna Czarny, Iwona Kowalska, et al.
Sustainability (2025) Vol. 17, Iss. 5, pp. 2099-2099
Open Access
Risk connectedness and portfolios between fossil energy, new energy and environmental governance markets
Wang Gao, Miao He, Hongwei Zhang
International Review of Financial Analysis (2025), pp. 104234-104234
Closed Access
What DoesGranger Causality Prove? A Critical Examination of the Interpretation ofGranger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets
Stephanie‐Carolin Grosche
Journal of Agricultural Economics (2014) Vol. 65, Iss. 2, pp. 279-302
Open Access | Times Cited: 30
Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market
José Da Fonseca, Katja Ignatieva
Journal of Banking & Finance (2018) Vol. 99, pp. 45-62
Closed Access | Times Cited: 25
Market conditions, trader types and price–volume relation in energy futures markets
Amir H. Alizadeh, Michael Tamvakis
Energy Economics (2016) Vol. 56, pp. 134-149
Open Access | Times Cited: 24
A fear index to predict oil futures returns
Julien Chevallier, Benoît Sévi
Energy Studies Review (2014) Vol. 20, Iss. 3
Open Access | Times Cited: 24
The asymmetric volatility in the gold market revisited
Neda Todorova
Economics Letters (2016) Vol. 150, pp. 138-141
Closed Access | Times Cited: 23
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Benoît Sévi
Economic Modelling (2014) Vol. 44, pp. 243-251
Open Access | Times Cited: 22
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