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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:

An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments
Arjun Chatrath, Hong Miao, Sanjay Ramchander, et al.
Energy Economics (2015) Vol. 54, pp. 213-223
Open Access | Times Cited: 23

Showing 23 citing articles:

Influential factors in crude oil price forecasting
Hong Miao, Sanjay Ramchander, Tianyang Wang, et al.
Energy Economics (2017) Vol. 68, pp. 77-88
Open Access | Times Cited: 172
Investigating the risk-return trade-off for crude oil futures using high-frequency data
Xu Gong, Fenghua Wen, X.H. Xia, et al.
Applied Energy (2016) Vol. 196, pp. 152-161
Closed Access | Times Cited: 66
The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market
Xinxin Zhang, Elie Bouri, Yahua Xu, et al.
Energy Economics (2022) Vol. 109, pp. 105950-105950
Closed Access | Times Cited: 27
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach
Amar Rao, Marco Tedeschi, Kamel Si Mohammed, et al.
Computational Economics (2024) Vol. 64, Iss. 6, pp. 3295-3315
Closed Access | Times Cited: 6
Risk-neutral moments in the crude oil market
Xinfeng Ruan, Jin E. Zhang
Energy Economics (2018) Vol. 72, pp. 583-600
Closed Access | Times Cited: 22
The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets
Haiying Wang, Ying Yuan, Tianyang Wang
Journal of Futures Markets (2021) Vol. 41, Iss. 10, pp. 1655-1673
Closed Access | Times Cited: 17
Ambiguity and risk in the oil market
Mahmoud A. Ayoub, Mahmoud Qadan
Economic Modelling (2024) Vol. 132, pp. 106651-106651
Closed Access | Times Cited: 2
Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods
Yanqiong Liu, Yaoqi Guo, Qing Wei
Journal of commodity markets (2024) Vol. 34, pp. 100388-100388
Closed Access | Times Cited: 2
Neural network prediction of crude oil futures using B-splines
Sunil Butler, Piotr Kokoszka, Hong Miao, et al.
Energy Economics (2020) Vol. 94, pp. 105080-105080
Closed Access | Times Cited: 18
How do US options traders “smirk” on China? Evidence from FXI options
Jianhui Li, Sebastian A. Gehricke, Jin E. Zhang
Journal of Futures Markets (2019) Vol. 39, Iss. 11, pp. 1450-1470
Closed Access | Times Cited: 13
The implied volatility smirk of commodity options
Xiaolan Jia, Xinfeng Ruan, Jin E. Zhang
Journal of Futures Markets (2020) Vol. 41, Iss. 1, pp. 72-104
Closed Access | Times Cited: 12
Default prediction models: The role of forward-looking measures of returns and volatility
Hong Miao, Sanjay Ramchander, Patricia Ryan, et al.
Journal of Empirical Finance (2018) Vol. 46, pp. 146-162
Open Access | Times Cited: 12
Moment spreads in the energy market
Xinfeng Ruan, Jin E. Zhang
Energy Economics (2019) Vol. 81, pp. 598-609
Closed Access | Times Cited: 8
Bakshi, Kapadia, and Madan (2003) risk‐neutral moment estimators: An affine jump‐diffusion approach
Pakorn Aschakulporn, Jin E. Zhang
Journal of Futures Markets (2021) Vol. 42, Iss. 3, pp. 365-388
Closed Access | Times Cited: 7
International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied Evidence
Marie‐Hélène Gagnon, Gabriel J. Power
The Energy Journal (2020) Vol. 41, Iss. 6, pp. 255-280
Closed Access | Times Cited: 4
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆
Marinela Adriana Finta, José Renato Haas Ornelas
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101569-101569
Open Access | Times Cited: 3
More than Prices: Brent-WTI Cointegration in Option-Implied Moments
Marie‐Hélène Gagnon, Gabriel J. Power
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 1
Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia
Marinela Adriana Finta, José Renato Haas Ornelas
SSRN Electronic Journal (2018)
Open Access | Times Cited: 1
Implied volatility smirk in the Australian dollar market
Connor J.A. Stuart, Sebastian A. Gehricke, Jin E. Zhang, et al.
Accounting and Finance (2021) Vol. 61, Iss. 3, pp. 4573-4599
Closed Access | Times Cited: 1
A compound rapid assay method for crude oil properties based on similarity discrimination and partial least squares
Xisong Chen, Mi Du, Jun Yang
(2016), pp. 2029-2033
Closed Access
Market Moment Spreads and the Cross Section of Expected Returns: Evidence from the Energy Sector
Xinfeng Ruan, Jin E. Zhang
SSRN Electronic Journal (2017)
Closed Access
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia
Marinela Adriana Finta, José Renato Haas Ornelas
RePEc: Research Papers in Economics (2018)
Closed Access
Quantile Regression Analysis of the Relation between Returns and Implied Moments: Evidence from Precious Metals
Xinxin Zhang, Elie Bouri, Yahua Xu, et al.
SSRN Electronic Journal (2021)
Closed Access
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