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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:

Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices
Robert Ready
Journal of Monetary Economics (2017) Vol. 94, pp. 1-26
Closed Access | Times Cited: 37

Showing 1-25 of 37 citing articles:

The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches
Ping Wei, Yinshu Qi, Xiaohang Ren, et al.
Energy Economics (2023) Vol. 121, pp. 106657-106657
Open Access | Times Cited: 63
Incorporating strategic petroleum reserve and welfare losses: A way forward for the policy development of crude oil resources in South Asia
Zhen Liu, Yuk Ming Tang, Ka Yin Chau, et al.
Resources Policy (2021) Vol. 74, pp. 102309-102309
Open Access | Times Cited: 103
Oil volatility risk
Lin Gao, Steffen Hitzemann, Ivan Shaliastovich, et al.
Journal of Financial Economics (2021) Vol. 144, Iss. 2, pp. 456-491
Closed Access | Times Cited: 63
A sentiment-enhanced hybrid model for crude oil price forecasting
Yan Fang, Wenyan Wang, Pengcheng Wu, et al.
Expert Systems with Applications (2022) Vol. 215, pp. 119329-119329
Closed Access | Times Cited: 36
Macroeconomic Factors in Oil Futures Markets
Davidson Heath
Management Science (2018) Vol. 65, Iss. 9, pp. 4407-4421
Closed Access | Times Cited: 44
Commodity Price Forecasts, Futures Prices, and Pricing Models
Gonzalo Cortázar, Cristobal Millard, Hector Ortega, et al.
Management Science (2018) Vol. 65, Iss. 9, pp. 4141-4155
Open Access | Times Cited: 39
The Long-Run Innovation Risk Component
Fabio Franceschini
(2025)
Closed Access
Crude oil futures trading and uncertainty
Robert Czudaj
Energy Economics (2019) Vol. 80, pp. 793-811
Open Access | Times Cited: 29
Getting to the Core: Inflation Risks within and Across Asset Classes
Xiang Fang, Yang Liu, Nikolai Roussanov
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 16
Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach
Michael Donadelli, Marcus Jüppner, Antonio Paradiso, et al.
Computational Economics (2020) Vol. 58, Iss. 2, pp. 347-394
Open Access | Times Cited: 21
The State Price Density Implied by Crude Oil Futures and Option Prices
Peter Christoffersen, Kris Jacobs, Xuhui Pan
Review of Financial Studies (2021) Vol. 35, Iss. 2, pp. 1064-1103
Closed Access | Times Cited: 18
Does news tone help forecast oil?
Brian M. Lucey, Boru Ren
Economic Modelling (2021) Vol. 104, pp. 105635-105635
Closed Access | Times Cited: 14
A Run on Oil? Climate Policy and Stranded Assets Risk
Michael Barnett
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5

Adedoyin Isola Lawal, Abiola Ayopo Babajide, T. I. Nwanji, et al.
International Journal of Energy Economics and Policy (2018) Vol. 8, Iss. 6
Open Access | Times Cited: 16
Which risk factors drive oil futures price curves?
Matthew M. Ames, Guillaume Bagnarosa, Tomoko Matsui, et al.
Energy Economics (2020) Vol. 87, pp. 104676-104676
Open Access | Times Cited: 14
Exploration Activity, Long-run Decisions, and the Risk Premium in Energy Futures
Alexander David
Review of Financial Studies (2018) Vol. 32, Iss. 4, pp. 1536-1572
Closed Access | Times Cited: 14
Sustainable Development in Indonesia: A Study of Energy Consumption, CO2 Emissions, FDI, and Gross Capital Formation
Ahmad Farabi, Zamroni Zamroni, Dini Handayani, et al.
International Journal of Energy Economics and Policy (2024) Vol. 14, Iss. 2, pp. 435-446
Open Access | Times Cited: 1
Production-Based Asset Pricing and the Oil Market
Steffen Hitzemann
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 8
Identifying the influential factors of commodity futures prices through a new text mining approach
Jianping Li, Guowen Li, Xiaoqian Zhu, et al.
Quantitative Finance (2020) Vol. 20, Iss. 12, pp. 1967-1981
Closed Access | Times Cited: 8
Temperature Volatility Risk
Michael Donadelli, Marcus Jüppner, Antonio Paradiso, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6
Poultry feather disulphide bond breakdown to enable bio-based polymer production
Thomas McGauran, Nicholas Dunne, Beatrice Smyth, et al.
Polymers from Renewable Resources (2021) Vol. 12, Iss. 3-4, pp. 92-110
Open Access | Times Cited: 6
Oil Price Shocks and Energy Stock Returns of ASEAN-5 Countries: Evidence from Ready’s (2018) Decomposition Technique in a Markov Regime Switching Framework
Adilah Azhari, Mukhriz Izraf Azman Aziz, Yong Kang Cheah, et al.
Sains Malaysiana (2021) Vol. 50, Iss. 4, pp. 1143-1156
Open Access | Times Cited: 5
Time-Varying Term Structure of Oil Risk Premia
Gonzalo Cortázar, Philip Liedtke, Hector Ortega, et al.
The Energy Journal (2021) Vol. 43, Iss. 5, pp. 71-92
Open Access | Times Cited: 5
Investor Beliefs and State Price Densities in the Crude Oil Market
Peter Christoffersen, Kris Jacobs, Xuhui Pan
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 4
Oil Price, Bond Return, and Breakeven Inflation
Haibo Jiang
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 4
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