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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:

Long-short commodity investing: A review of the literature
Joëlle Miffre
Journal of commodity markets (2016) Vol. 1, Iss. 1, pp. 3-13
Closed Access | Times Cited: 56

Showing 1-25 of 56 citing articles:

The economic and financial properties of crude oil: A review
Korbinian Lang, Benjamin Auer
The North American Journal of Economics and Finance (2019) Vol. 52, pp. 100914-100914
Closed Access | Times Cited: 53
Is gold a hedge or a safe haven? An application of ARDL approach
Mohammad Hassan Shakil, Is’haq Muhammad Mustapha, Mashiyat Tasnia, et al.
Journal of Economics Finance and Administrative Science (2018) Vol. 23, Iss. 44, pp. 60-76
Open Access | Times Cited: 43
Factor based commodity investing
Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Journal of Banking & Finance (2020) Vol. 115, pp. 105807-105807
Open Access | Times Cited: 38
Time‐series momentum in China's commodity futures market
Hyuna Ham, Hoon Cho, Hyeongjun Kim, et al.
Journal of Futures Markets (2019) Vol. 39, Iss. 12, pp. 1515-1528
Closed Access | Times Cited: 35
They're back! Post-financialization diversification benefits of commodities
Marie-Hélène Gagnon, Guillaume Manseau, Gabriel J. Power
International Review of Financial Analysis (2020) Vol. 71, pp. 101515-101515
Open Access | Times Cited: 28
Commodity Futures Characteristics and Asset Pricing Models
Qin Yiyi, Jun Cai, Jie Zhu, et al.
Journal of Futures Markets (2025)
Closed Access
Speculators and time series momentum in commodity futures markets
Björn Uhl
Review of Financial Economics (2025)
Closed Access
Predicting Commodity Returns: Time Series vs. Cross Sectional Prediction Models
Timotheos Angelidis, Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Journal of commodity markets (2025), pp. 100475-100475
Closed Access
Forecasting WTI crude oil futures returns: Does the term structure help?
Don Bredın, Conall O’Sullivan, Simon E. F. Spencer
Energy Economics (2021) Vol. 100, pp. 105350-105350
Open Access | Times Cited: 18
The cost of uncertainty: Analysing the influence of coal price changes, Russia-Ukraine war and geopolitical risk on risk premiums in Indian electricity spot market
Jalal U. Siddiki, Prakash Singh
Energy Economics (2024), pp. 108129-108129
Open Access | Times Cited: 2
Can commodities dominate stock and bond portfolios?
Tom Erik Sønsteng Henriksen, Alois Pichler, Sjur Westgaard, et al.
Annals of Operations Research (2018) Vol. 282, Iss. 1-2, pp. 155-177
Closed Access | Times Cited: 15
Maximum diversification strategies along commodity risk factors
Simone Bernardi, Markus Leippold, Harald Lohre
European Financial Management (2017) Vol. 24, Iss. 1, pp. 53-78
Open Access | Times Cited: 15
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre, et al.
Journal of Empirical Finance (2020) Vol. 58, pp. 164-180
Open Access | Times Cited: 12
Properties of Long/Short Commodity Indices in Stock and Bond Portfolios
Tom Erik Sønsteng Henriksen
The Journal of Alternative Investments (2018) Vol. 20, Iss. 4, pp. 51-68
Closed Access | Times Cited: 12
Agricultural commodity futures trading based on cross-country rolling quantile return signals
Huayun Jiang, Neda Todorova, Eduardo Roca, et al.
Quantitative Finance (2019) Vol. 19, Iss. 8, pp. 1373-1390
Closed Access | Times Cited: 11
Core-satellite investing with commodity futures momentum
Immo Stadtmüller, Benjamin Auer, Frank Schuhmacher
Journal of Asset Management (2024) Vol. 25, Iss. 3, pp. 261-287
Closed Access | Times Cited: 1
Time‐varying dynamics of expected shortfall in commodity futures markets
Julia S. Mehlitz, Benjamin Auer
Journal of Futures Markets (2021) Vol. 41, Iss. 6, pp. 895-925
Closed Access | Times Cited: 8
Navigating the factor zoo around the world: an institutional investor perspective
Söhnke M. Bartram, Harald Lohre, Peter F. Pope, et al.
Journal of Business Economics (2021) Vol. 91, Iss. 5, pp. 655-703
Open Access | Times Cited: 8
Commodity network and predictable returns
Qi Xu, Yang Ye
Journal of Futures Markets (2023) Vol. 43, Iss. 10, pp. 1423-1449
Closed Access | Times Cited: 3
Optimal trading of a basket of futures contracts
Bahman Angoshtari, Tim Leung
Annals of Finance (2020) Vol. 16, Iss. 2, pp. 253-280
Closed Access | Times Cited: 7
When US sneezes, clichés spread: How do the commodity index funds react then?
Kritika Awasthi, Wasim Ahmad, Abdul Rahman, et al.
Resources Policy (2020) Vol. 69, pp. 101858-101858
Closed Access | Times Cited: 7
Is Commodity Index Investing Profitable?
Tobias Fethke, Marcel Prokopczuk
The Journal of Index Investing (2018) Vol. 9, Iss. 3, pp. 37-71
Open Access | Times Cited: 6
An empirical investigation on risk factors in cryptocurrency futures
Yeguang Chi, Wenyan Hao, Jiangdong Hu, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 8, pp. 1161-1180
Open Access | Times Cited: 2
Memory-enhanced momentum in commodity futures markets
Julia S. Mehlitz, Benjamin Auer
European Journal of Finance (2023) Vol. 30, Iss. 8, pp. 773-802
Closed Access | Times Cited: 2
A trend factor in commodity futures markets: Any economic gains from using information over investment horizons?
Yufeng Han, Lingfei Kong
Journal of Futures Markets (2021) Vol. 42, Iss. 5, pp. 803-822
Closed Access | Times Cited: 5
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