Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Forecasting the oil futures price volatility: Large jumps and small jumps
Jing Liu, Feng Ma, Ke Yang, et al.
Energy Economics (2018) Vol. 72, pp. 321-330
Closed Access | Times Cited: 75

Showing 1-25 of 75 citing articles:

Geopolitical risk and oil volatility: A new insight
Jing Liu, Feng Ma, Yingkai Tang, et al.
Energy Economics (2019) Vol. 84, pp. 104548-104548
Closed Access | Times Cited: 237
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
Dexiang Mei, Feng Ma, Yin Liao, et al.
Energy Economics (2019) Vol. 86, pp. 104624-104624
Closed Access | Times Cited: 195
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Tangyong Liu, Xu Gong
Energy Economics (2020) Vol. 87, pp. 104711-104711
Closed Access | Times Cited: 188
Forecasting oil price volatility: Forecast combination versus shrinkage method
Yaojie Zhang, Yu Wei, Yi Zhang, et al.
Energy Economics (2019) Vol. 80, pp. 423-433
Closed Access | Times Cited: 159
The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning
Sami Ben Jabeur, Rabeh Khalfaoui, Wissal Ben Arfi
Journal of Environmental Management (2021) Vol. 298, pp. 113511-113511
Open Access | Times Cited: 111
More is better? The impact of predictor choice on the INE oil futures volatility forecasting
Tong Fu, Dasen Huang, Lingbing Feng, et al.
Energy Economics (2024) Vol. 134, pp. 107540-107540
Closed Access | Times Cited: 21
Oil financialization and volatility forecast: Evidence from multidimensional predictors
Yanran Ma, Qiang Ji, Jiaofeng Pan
Journal of Forecasting (2019) Vol. 38, Iss. 6, pp. 564-581
Closed Access | Times Cited: 141
Economic policy uncertainty and the Chinese stock market volatility: Novel evidence
Tao Li, Feng Ma, Xuehua Zhang, et al.
Economic Modelling (2019) Vol. 87, pp. 24-33
Closed Access | Times Cited: 138
The role of oil futures intraday information on predicting US stock market volatility
Yusui Tang, Xiao Xiao, M.I.M. Wahab, et al.
Journal of Management Science and Engineering (2020) Vol. 6, Iss. 1, pp. 64-74
Open Access | Times Cited: 82
Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices
Yongmei Fang, Bo Guan, Shangjuan Wu, et al.
Journal of Forecasting (2020) Vol. 39, Iss. 6, pp. 877-886
Open Access | Times Cited: 77
Forecasting oil futures price volatility: New evidence from realized range-based volatility
Feng Ma, Yaojie Zhang, Dengshi Huang, et al.
Energy Economics (2018) Vol. 75, pp. 400-409
Closed Access | Times Cited: 67
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
Jiawen Luo, Qiang Ji, Tony Klein, et al.
Energy Economics (2020) Vol. 89, pp. 104781-104781
Open Access | Times Cited: 61
Forecasting Bitcoin volatility: The role of leverage effect and uncertainty
Miao Yu
Physica A Statistical Mechanics and its Applications (2019) Vol. 533, pp. 120707-120707
Closed Access | Times Cited: 59
Forecasting stock return volatility: The role of shrinkage approaches in a data‐rich environment
Zhifeng Dai, Tingyu Li, Mi Yang
Journal of Forecasting (2021) Vol. 41, Iss. 5, pp. 980-996
Closed Access | Times Cited: 46
China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?
Tong Yuan, Ning Wan, Xingyu Dai, et al.
Energy Economics (2022) Vol. 109, pp. 105937-105937
Open Access | Times Cited: 36
Oil price volatility predictability based on global economic conditions
Yangli Guo, Feng Ma, Haibo Li, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102195-102195
Closed Access | Times Cited: 34
Multi-perspective investor attention and oil futures volatility forecasting
Hui Qu, Guo Li
Energy Economics (2023) Vol. 119, pp. 106531-106531
Closed Access | Times Cited: 21
Sustainable development during the post-COVID-19 period: Role of crude oil
Lijuan Peng, Chao Liang
Resources Policy (2023) Vol. 85, pp. 103843-103843
Closed Access | Times Cited: 19
Forecasting oil price volatility using high-frequency data: New evidence
Wang Chen, Feng Ma, Yu Wei, et al.
International Review of Economics & Finance (2019) Vol. 66, pp. 1-12
Closed Access | Times Cited: 49
The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Feng Ma, Yaojie Zhang, M.I.M. Wahab, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 5, pp. 400-414
Closed Access | Times Cited: 48
Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches
Yaojie Zhang, Feng Ma, Yu Wei
Energy Economics (2019) Vol. 81, pp. 1109-1120
Closed Access | Times Cited: 48
Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility
Md. Samsul Alam, Syed Jawad Hussain Shahzad, Román Ferrer
Energy Economics (2019) Vol. 84, pp. 104513-104513
Open Access | Times Cited: 46
The predictive power of oil price shocks on realized volatility of oil: A note
Rıza Demirer, Rangan Gupta, Christian Pierdzioch, et al.
Resources Policy (2020) Vol. 69, pp. 101856-101856
Open Access | Times Cited: 46
Out‐of‐sample volatility prediction: A new mixed‐frequency approach
Yaojie Zhang, Feng Ma, Tianyi Wang, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 7, pp. 669-680
Closed Access | Times Cited: 45
Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching
Yaojie Zhang, Likun Lei, Yu Wei
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101145-101145
Closed Access | Times Cited: 41
Page 1 - Next Page

Scroll to top