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:
How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method
Pengfei Zhu, Tuantuan Lu, Shenglan Chen
Physica A Statistical Mechanics and its Applications (2022) Vol. 607, pp. 128217-128217
Open Access | Times Cited: 15
Pengfei Zhu, Tuantuan Lu, Shenglan Chen
Physica A Statistical Mechanics and its Applications (2022) Vol. 607, pp. 128217-128217
Open Access | Times Cited: 15
Showing 15 citing articles:
Can China's national carbon trading market hedge the risks of light and medium crude oil? A comparative analysis with the European carbon market
Pengfei Zhu, Tuantuan Lu, Yue Shang, et al.
Finance research letters (2023) Vol. 58, pp. 104291-104291
Closed Access | Times Cited: 11
Pengfei Zhu, Tuantuan Lu, Yue Shang, et al.
Finance research letters (2023) Vol. 58, pp. 104291-104291
Closed Access | Times Cited: 11
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments
Ameet Kumar Banerjee, Andreia Dionísio, Ahmet Şensoy, et al.
Energy Economics (2024) Vol. 136, pp. 107683-107683
Closed Access | Times Cited: 4
Ameet Kumar Banerjee, Andreia Dionísio, Ahmet Şensoy, et al.
Energy Economics (2024) Vol. 136, pp. 107683-107683
Closed Access | Times Cited: 4
Comparative analysis of risk measures for optimal hedge ratio determination
Fernanda Maria Müller, Leonardo Teixeira Spindler, Marcelo Brutti Righi
Finance research letters (2025), pp. 106795-106795
Closed Access
Fernanda Maria Müller, Leonardo Teixeira Spindler, Marcelo Brutti Righi
Finance research letters (2025), pp. 106795-106795
Closed Access
Is there a robust hedging method during the COVID-19 pandemic? Evidence from Chinese crude oil futures
Qianjie Geng
Energy Economics (2025), pp. 108329-108329
Closed Access
Qianjie Geng
Energy Economics (2025), pp. 108329-108329
Closed Access
Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
Donghai Zhou, Xiaoxing Liu, Chun Tang
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102192-102192
Closed Access | Times Cited: 3
Donghai Zhou, Xiaoxing Liu, Chun Tang
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102192-102192
Closed Access | Times Cited: 3
The heterogeneous role of economic and financial uncertainty in green bond market efficiency
Ping Wei, Jingzi Zhou, Xiaohang Ren, et al.
Review of Accounting and Finance (2023) Vol. 23, Iss. 1, pp. 130-155
Closed Access | Times Cited: 4
Ping Wei, Jingzi Zhou, Xiaohang Ren, et al.
Review of Accounting and Finance (2023) Vol. 23, Iss. 1, pp. 130-155
Closed Access | Times Cited: 4
Risk Spillover Effects Between the U.S. and Chinese Green Bond Markets: A Threshold Time-Varying Copula-GARCHSK Approach
Qin Wang, Xianhua Li
Computational Economics (2024)
Closed Access | Times Cited: 1
Qin Wang, Xianhua Li
Computational Economics (2024)
Closed Access | Times Cited: 1
Closer is more important: The impact of Chinese and global macro-level determinants on Shanghai crude oil futures volatility
Xiaoling Yu, Kaitian Xiao, Javier Cifuentes‐Faura
Quantitative Finance and Economics (2024) Vol. 8, Iss. 3, pp. 573-609
Open Access | Times Cited: 1
Xiaoling Yu, Kaitian Xiao, Javier Cifuentes‐Faura
Quantitative Finance and Economics (2024) Vol. 8, Iss. 3, pp. 573-609
Open Access | Times Cited: 1
Risk spillover changes among commodity futures, stock and ESG markets: A study based on multidimensional higher order moment perspective
Peining Yu, Luohui Zhou, Zejun Chen, et al.
Finance research letters (2024) Vol. 71, pp. 106284-106284
Closed Access | Times Cited: 1
Peining Yu, Luohui Zhou, Zejun Chen, et al.
Finance research letters (2024) Vol. 71, pp. 106284-106284
Closed Access | Times Cited: 1
A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning
Xiao-xu Du, Zhenpeng Tang, Kaijie Chen
Energy (2023) Vol. 285, pp. 129394-129394
Closed Access | Times Cited: 3
Xiao-xu Du, Zhenpeng Tang, Kaijie Chen
Energy (2023) Vol. 285, pp. 129394-129394
Closed Access | Times Cited: 3
Financial Market Risk Spillover after Covid-19: A Multidimensional Higher-Order Moment Analysis Based on Garchsk-Vine Copula-Covar Model
Peining Yu, Luohui Zhou, Chujin Li
(2024)
Closed Access
Peining Yu, Luohui Zhou, Chujin Li
(2024)
Closed Access
How Connected is Crude Oil to Stock Sectors Before and After the COVID-19 Outbreak? Evidence from a Novel Network Method
Pengfei Zhu, Yong Tang, Tuantuan Lu
Fluctuation and Noise Letters (2023) Vol. 22, Iss. 03
Closed Access | Times Cited: 1
Pengfei Zhu, Yong Tang, Tuantuan Lu
Fluctuation and Noise Letters (2023) Vol. 22, Iss. 03
Closed Access | Times Cited: 1
Behavioural explanations of Expectile VaR forecasting and dynamic hedging strategies for downside risk during the COVID ‐19 pandemic: Insights from financial markets
Yousra Trichilli, Sahbi Gaadane, Mouna Boujelbène Abbes, et al.
International Journal of Finance & Economics (2023)
Closed Access | Times Cited: 1
Yousra Trichilli, Sahbi Gaadane, Mouna Boujelbène Abbes, et al.
International Journal of Finance & Economics (2023)
Closed Access | Times Cited: 1
Stock Price Prediction Based on Wavelet Transform and Group of Long-Short Term Memory Network
Huijing Cui, Hongjie Yi, Futong Tang, et al.
2022 IEEE 5th International Conference on Electronic Information and Communication Technology (ICEICT) (2023), pp. 1008-1011
Closed Access
Huijing Cui, Hongjie Yi, Futong Tang, et al.
2022 IEEE 5th International Conference on Electronic Information and Communication Technology (ICEICT) (2023), pp. 1008-1011
Closed Access
Hedging performance analysis of energy markets: Evidence from copula quantile regression
Xianling Ren, Xinping Yu
Journal of Futures Markets (2023) Vol. 44, Iss. 3, pp. 432-450
Closed Access
Xianling Ren, Xinping Yu
Journal of Futures Markets (2023) Vol. 44, Iss. 3, pp. 432-450
Closed Access
