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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:

Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments
Rongda Chen, Wei Bo, Chenglu Jin, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101748-101748
Open Access | Times Cited: 23

Showing 23 citing articles:

Gold, bonds, and epidemics: A safe haven study
Tonmoy Choudhury, Harald Kinateder, Biwesh Neupane
Finance research letters (2022) Vol. 48, pp. 102978-102978
Open Access | Times Cited: 61
Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis
Jiahao Zhang, Xiaodan Chen, Wei Yu, et al.
International Review of Financial Analysis (2023) Vol. 88, pp. 102659-102659
Closed Access | Times Cited: 27
Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures
Chiu‐Lan Chang
Energy Economics (2024) Vol. 130, pp. 107318-107318
Closed Access | Times Cited: 8
The Effect of Hog Futures in Stabilizing Hog Production
Chunlei Li, Gangyi Wang, Yuzhuo Shen, et al.
Agriculture (2024) Vol. 14, Iss. 3, pp. 335-335
Open Access | Times Cited: 7
From reporting to responsibility: investigating the influence of sustainability disclosure on earnings management
Kamran Ali, Hafiz Muhammad Arslan, Muhammad Mubeen, et al.
Environment Development and Sustainability (2024)
Closed Access | Times Cited: 6
Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments
Wan‐Lin Yan, Adrian Cheung
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102175-102175
Closed Access | Times Cited: 6
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
Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach
Javier Sánchez García, Salvador Cruz Rambaud
Journal of Economics and Finance (2023) Vol. 47, Iss. 4, pp. 1018-1040
Open Access | Times Cited: 9
Cross-Market Investor Sentiment of Energy Futures and Return Comovements
Rongda Chen, Shengnan Wang, Mengya Ye, et al.
Finance research letters (2022) Vol. 49, pp. 103133-103133
Closed Access | Times Cited: 13
Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets
Mohammad Enamul Hoque, M. Kabir Hassan, Luca Pezzo
Journal of Futures Markets (2024) Vol. 44, Iss. 8, pp. 1338-1356
Closed Access | Times Cited: 2
Opening price manipulation and its value influences
Jie Liu, Chonglin Wu, Lin Yuan, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102256-102256
Closed Access | Times Cited: 10
The Dynamic Effects of Oil Price Shocks on Exchange Rates—From a Time-Varying Perspective
Rufei Zhang, Haizhen Zhang, Wang Gao, et al.
Sustainability (2022) Vol. 14, Iss. 14, pp. 8452-8452
Open Access | Times Cited: 9
Comovements between multidimensional investor sentiment and returns on internet financial products
Rongda Chen, Shengnan Wang, Chenglu Jin, et al.
International Review of Financial Analysis (2022) Vol. 85, pp. 102433-102433
Closed Access | Times Cited: 9
The impact of climate attention on risk spillover effect in energy futures markets
Lei Hu, Minho Song, Fenghua Wen, et al.
Energy Economics (2024) Vol. 141, pp. 108044-108044
Closed Access | Times Cited: 1
The evolution of day-of-the-week and the implications in crude oil market
Wenhui Li, Qi Zhu, Fenghua Wen, et al.
Energy Economics (2022) Vol. 106, pp. 105817-105817
Open Access | Times Cited: 7
Does Indian Commodity Futures Markets Exhibit Price Discovery? An Empirical Analysis
Upananda Pani, Ștefan Cristian Gherghina, Mário Nuno Mata, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 3
The ability of energy commodities to hedge the dynamic risk of epidemic black swans
I‐Chun Tsai, Hongjin Chen, Che-Chun Lin
Resources Policy (2024) Vol. 89, pp. 104622-104622
Closed Access
Estimation of Optimal Hedge Ratio: A Wild Bootstrap Approach
Phong Minh Nguyen, Darren Henry, Jae H. Kim, et al.
Journal of risk and financial management (2024) Vol. 17, Iss. 7, pp. 310-310
Open Access
New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers
Qingjun Zhang, Renyi Wei, Sijia Fan
Applied Energy (2024) Vol. 382, pp. 125230-125230
Closed Access
Risk management and market conditions
Lawrence Haar, Andros Gregoriou
International Review of Financial Analysis (2021) Vol. 78, pp. 101959-101959
Closed Access | Times Cited: 3
Bitcoin futures risk premia
Shimeng Shi
Journal of Futures Markets (2022) Vol. 42, Iss. 12, pp. 2190-2217
Closed Access | Times Cited: 2
The Influence of Investor Sentiment on Futures Price Volatility: Evidence from the Chinese Crude Oil Market
Han Beilin
Advances in Economics Management and Political Sciences (2023) Vol. 24, Iss. 1, pp. 225-231
Open Access
Protection of Farmers Copyright Rights in A Cleaning Agreement By Regional Government
Deasy Soeikromo, Mercy Maria Magdalena Setlight, Sarah Roeroe, et al.
Jurnal Ilmu Sosial Mamangan (2023) Vol. 12, Iss. 2, pp. 316-326
Open Access
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