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:

Oil price increases and the predictability of equity premium
Yudong Wang, Zhiyuan Pan, Li Liu, et al.
Journal of Banking & Finance (2019) Vol. 102, pp. 43-58
Closed Access | Times Cited: 130

Showing 1-25 of 130 citing articles:

Geopolitical risk trends and crude oil price predictability
Zhikai Zhang, Mengxi He, Yaojie Zhang, et al.
Energy (2022) Vol. 258, pp. 124824-124824
Closed Access | Times Cited: 98

Forecasting crude oil market volatility using variable selection and common factor
Yaojie Zhang, M.I.M. Wahab, Yudong Wang
International Journal of Forecasting (2022) Vol. 39, Iss. 1, pp. 486-502
Closed Access | Times Cited: 74

Grid search with a weighted error function: Hyper-parameter optimization for financial time series forecasting
Yuan Zhao, Weiguo Zhang, Xiufeng Liu
Applied Soft Computing (2024) Vol. 154, pp. 111362-111362
Open Access | Times Cited: 32

Forecasting stock returns: the role of VIX-based upper and lower shadow of Japanese candlestick
Zhifeng Dai, Haoyang Zhu, Xiaoming Chang, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access | Times Cited: 2

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

Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?
Yanran Ma, Dayong Zhang, Qiang Ji, et al.
Energy Economics (2019) Vol. 81, pp. 536-544
Closed Access | Times Cited: 137

Forecasting stock market returns: New technical indicators and two-step economic constraint method
Zhifeng Dai, Xiaodi Dong, Jie Kang, et al.
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101216-101216
Closed Access | Times Cited: 72

Climate policy uncertainty and the stock return predictability of the oil industry
Mengxi He, Yaojie Zhang
Journal of International Financial Markets Institutions and Money (2022) Vol. 81, pp. 101675-101675
Closed Access | Times Cited: 68

The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market
Lu Wang, Feng Ma, Tianjiao Niu, et al.
Energy Economics (2021) Vol. 99, pp. 105319-105319
Closed Access | Times Cited: 61

Investor attention and cryptocurrency: Evidence from the Bitcoin market
Panpan Zhu, Xing Zhang, You Wu, et al.
PLoS ONE (2021) Vol. 16, Iss. 2, pp. e0246331-e0246331
Open Access | Times Cited: 56

Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility
Yaojie Zhang, Mengxi He, Yudong Wang, et al.
International Journal of Forecasting (2022) Vol. 39, Iss. 3, pp. 1318-1332
Closed Access | Times Cited: 52

Macroeconomic attention and stock market return predictability
Feng Ma, Xinjie Lu, Jia Liu, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101603-101603
Closed Access | Times Cited: 51

Geopolitical risk and excess stock returns predictability: New evidence from a century of data
Feng Ma, Fei Lü, Ying Tao
Finance research letters (2022) Vol. 50, pp. 103211-103211
Closed Access | Times Cited: 49

Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective
Zhikai Zhang, Yudong Wang, Bin Li
Resources Policy (2023) Vol. 83, pp. 103701-103701
Closed Access | Times Cited: 28

How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties
Yunhan Zhang, Qiang Ji, Dayong Zhang, et al.
Energy Economics (2024) Vol. 131, pp. 107354-107354
Closed Access | Times Cited: 8

New technical indicators and stock returns predictability
Zhifeng Dai, Huan Zhu, Jie Kang
International Review of Economics & Finance (2020) Vol. 71, pp. 127-142
Closed Access | Times Cited: 65

The skewness of oil price returns and equity premium predictability
Zhifeng Dai, Huiting Zhou, Jie Kang, et al.
Energy Economics (2020) Vol. 94, pp. 105069-105069
Closed Access | Times Cited: 55

Stock return predictability from a mixed model perspective
Zhifeng Dai, Huan Zhu
Pacific-Basin Finance Journal (2020) Vol. 60, pp. 101267-101267
Closed Access | Times Cited: 50

Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective
Yisu Huang, Weiju Xu, Dengshi Huang, et al.
Resources Policy (2022) Vol. 80, pp. 103227-103227
Closed Access | Times Cited: 29

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

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

Cash holdings and oil price uncertainty exposures
Xi Wu, Yudong Wang, Xinle Tong
Energy Economics (2021) Vol. 99, pp. 105303-105303
Closed Access | Times Cited: 33

A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Feng Ma, Ruoxin Wang, Xinjie Lu, et al.
International Review of Financial Analysis (2021) Vol. 78, pp. 101899-101899
Closed Access | Times Cited: 33

The role of textual analysis in oil futures price forecasting based on machine learning approach
Xu Gong, Keqin Guan, Qiyang Chen
Journal of Futures Markets (2022) Vol. 42, Iss. 10, pp. 1987-2017
Closed Access | Times Cited: 28

Nonlinearity in forecasting energy commodity prices: Evidence from a focused time-delayed neural network
Ahmed Bouteska, Petr Hájek, Ben Fisher, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101863-101863
Open Access | Times Cited: 25

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