
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:
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
Amir H. Alizadeh, Michael Tamvakis
Energy Economics (2016) Vol. 56, pp. 134-149
Open Access | Times Cited: 24
Showing 24 citing articles:
Dynamic connectedness and portfolio strategies: Energy and metal markets
Pınar Evrim Mandacı, Efe Çağlar Çağlı, Dilvin Taşkın
Resources Policy (2020) Vol. 68, pp. 101778-101778
Closed Access | Times Cited: 87
Pınar Evrim Mandacı, Efe Çağlar Çağlı, Dilvin Taşkın
Resources Policy (2020) Vol. 68, pp. 101778-101778
Closed Access | Times Cited: 87
What drives natural gas prices in the United States? – A directed acyclic graph approach
Qiang Ji, Haiying Zhang, Jiang-Bo Geng
Energy Economics (2017) Vol. 69, pp. 79-88
Closed Access | Times Cited: 83
Qiang Ji, Haiying Zhang, Jiang-Bo Geng
Energy Economics (2017) Vol. 69, pp. 79-88
Closed Access | Times Cited: 83
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
Sangram Keshari Jena, Aviral Kumar Tiwari, Shawkat Hammoudeh, et al.
Energy Economics (2018) Vol. 78, pp. 615-628
Closed Access | Times Cited: 53
Sangram Keshari Jena, Aviral Kumar Tiwari, Shawkat Hammoudeh, et al.
Energy Economics (2018) Vol. 78, pp. 615-628
Closed Access | Times Cited: 53
Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India
Peterson Owusu, Aviral Kumar Tiwari, Hemachandra Padhan, et al.
Resources Policy (2020) Vol. 68, pp. 101731-101731
Closed Access | Times Cited: 49
Peterson Owusu, Aviral Kumar Tiwari, Hemachandra Padhan, et al.
Resources Policy (2020) Vol. 68, pp. 101731-101731
Closed Access | Times Cited: 49
Do country risk and financial uncertainty matter for energy commodity futures?
Chien‐Chiang Lee, Chi‐Chuan Lee, Donald Lien
Journal of Futures Markets (2018) Vol. 39, Iss. 3, pp. 366-383
Closed Access | Times Cited: 44
Chien‐Chiang Lee, Chi‐Chuan Lee, Donald Lien
Journal of Futures Markets (2018) Vol. 39, Iss. 3, pp. 366-383
Closed Access | Times Cited: 44
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
Georgios Magkonis, Dimitris A. Tsouknidis
International Review of Financial Analysis (2017) Vol. 52, pp. 104-118
Open Access | Times Cited: 38
The price-volume relationship for new and remanufactured smartphones
S Phantratanamongkol, Fabrizio Casalin, Gu Pang, et al.
International Journal of Production Economics (2018) Vol. 199, pp. 78-94
Open Access | Times Cited: 21
S Phantratanamongkol, Fabrizio Casalin, Gu Pang, et al.
International Journal of Production Economics (2018) Vol. 199, pp. 78-94
Open Access | Times Cited: 21
On the relationship between energy returns and trading volume: a multifractal analysis
Zied Ftiti, Fredj Jawadi, Waël Louhichi, et al.
Applied Economics (2019) Vol. 51, Iss. 29, pp. 3122-3136
Closed Access | Times Cited: 18
Zied Ftiti, Fredj Jawadi, Waël Louhichi, et al.
Applied Economics (2019) Vol. 51, Iss. 29, pp. 3122-3136
Closed Access | Times Cited: 18
Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging
Shegorika Rajwani, Aviral Kumar Tiwari, Miklesh Prasad Yadav, et al.
American Business Review (2023) Vol. 26, Iss. 1, pp. 148-179
Open Access | Times Cited: 5
Shegorika Rajwani, Aviral Kumar Tiwari, Miklesh Prasad Yadav, et al.
American Business Review (2023) Vol. 26, Iss. 1, pp. 148-179
Open Access | Times Cited: 5
The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market
You‐How Go, Wee‐Yeap Lau
Journal of commodity markets (2018) Vol. 17, pp. 100081-100081
Closed Access | Times Cited: 16
You‐How Go, Wee‐Yeap Lau
Journal of commodity markets (2018) Vol. 17, pp. 100081-100081
Closed Access | Times Cited: 16
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low?
Joshua Laubsch, Lee A. Smales, Duc Hong Vo
Journal of Behavioral Finance (2024), pp. 1-15
Open Access | Times Cited: 1
Joshua Laubsch, Lee A. Smales, Duc Hong Vo
Journal of Behavioral Finance (2024), pp. 1-15
Open Access | Times Cited: 1
Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
Sangram Keshari Jena, Amine Lahiani, Aviral Kumar Tiwari, et al.
Resources Policy (2021) Vol. 74, pp. 102277-102277
Open Access | Times Cited: 8
Sangram Keshari Jena, Amine Lahiani, Aviral Kumar Tiwari, et al.
Resources Policy (2021) Vol. 74, pp. 102277-102277
Open Access | Times Cited: 8
Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging
Shegorika Rajwani, Aviral Kumar Tiwari, Miklesh Prasad Yadav, et al.
American Business Review (2023) Vol. 26, Iss. 1, pp. 148-179
Open Access | Times Cited: 3
Shegorika Rajwani, Aviral Kumar Tiwari, Miklesh Prasad Yadav, et al.
American Business Review (2023) Vol. 26, Iss. 1, pp. 148-179
Open Access | Times Cited: 3
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market
Lee A. Smales
International Review of Economics & Finance (2018) Vol. 59, pp. 234-252
Closed Access | Times Cited: 7
Lee A. Smales
International Review of Economics & Finance (2018) Vol. 59, pp. 234-252
Closed Access | Times Cited: 7
What do we know about informational efficiency? Three puzzles and the new direction forward
You‐How Go, Wee‐Yeap Lau
Journal of Economic Surveys (2021) Vol. 37, Iss. 4, pp. 1489-1525
Closed Access | Times Cited: 6
You‐How Go, Wee‐Yeap Lau
Journal of Economic Surveys (2021) Vol. 37, Iss. 4, pp. 1489-1525
Closed Access | Times Cited: 6
Monotonicity, linearity and symmetry in the price volatility–volume relationship
Panos Fousekis, Dimitra Tzaferi
Studies in Economics and Finance (2020) Vol. 37, Iss. 1, pp. 110-133
Closed Access | Times Cited: 5
Panos Fousekis, Dimitra Tzaferi
Studies in Economics and Finance (2020) Vol. 37, Iss. 1, pp. 110-133
Closed Access | Times Cited: 5
An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern
Kuang‐Liang Chang, Shih-Ti Yu
Quantitative Finance (2017) Vol. 17, Iss. 8, pp. 1223-1241
Closed Access | Times Cited: 2
Kuang‐Liang Chang, Shih-Ti Yu
Quantitative Finance (2017) Vol. 17, Iss. 8, pp. 1223-1241
Closed Access | Times Cited: 2
International Announcements and WTI Crude Oil Futures: Evidence from the 2008 Crisis Period
Κωνσταντίνος Γκίλλας, Christoforos Konstantatos, Αθανάσιος Τσαγκανός, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 1
Κωνσταντίνος Γκίλλας, Christoforos Konstantatos, Αθανάσιος Τσαγκανός, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 1
Dynamic Spillover Effects across Petroleum Spot and Futures Volatilities, Trading Volume and Open Interest
Georgios Magkonis, Dimitris A. Tsouknidis
SSRN Electronic Journal (2017)
Open Access | Times Cited: 1
Georgios Magkonis, Dimitris A. Tsouknidis
SSRN Electronic Journal (2017)
Open Access | Times Cited: 1
A comparison of international market indices for measuring market efficiency based on price-volume relationship
Sunay Çıralı
Journal of Capital Markets Studies (2022) Vol. 6, Iss. 1, pp. 90-105
Open Access | Times Cited: 1
Sunay Çıralı
Journal of Capital Markets Studies (2022) Vol. 6, Iss. 1, pp. 90-105
Open Access | Times Cited: 1
Maturity Structure of Commodity Roll Strategies: Evidence from the Energy Futures
Hamed Ghoddusi
SSRN Electronic Journal (2016)
Closed Access
Hamed Ghoddusi
SSRN Electronic Journal (2016)
Closed Access
Commodity Futures Trading at the 52-Week High and Low
Joshua Laubsch, Lee A. Smales, Duc Hong Vo
SSRN Electronic Journal (2023)
Closed Access
Joshua Laubsch, Lee A. Smales, Duc Hong Vo
SSRN Electronic Journal (2023)
Closed Access
Optimal Dynamic Liquidation of an Inventory via Forward Markets
Behzad Ghafouri, Somayeh Moazeni, Matt Davison
SSRN Electronic Journal (2017)
Closed Access
Behzad Ghafouri, Somayeh Moazeni, Matt Davison
SSRN Electronic Journal (2017)
Closed Access
Analisis Harga minyak kelapa sawit dunia Riset : harga sawit dunia tahun 2016 - 2018
Tengku Yoga Winanda
Jurnal Sains dan Ilmu Terapan (2020) Vol. 3, Iss. 1, pp. 12-17
Open Access
Tengku Yoga Winanda
Jurnal Sains dan Ilmu Terapan (2020) Vol. 3, Iss. 1, pp. 12-17
Open Access