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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:

The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China
Zibo Niu, Yuanyuan Liu, Wang Gao, et al.
Resources Policy (2021) Vol. 73, pp. 102173-102173
Open Access | Times Cited: 45

Showing 1-25 of 45 citing articles:

The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach
Cai Yang, Zibo Niu, Wang Gao
Resources Policy (2022) Vol. 76, pp. 102600-102600
Closed Access | Times Cited: 87
The role of China's crude oil futures in world oil futures market and China's financial market
Chuanwang Sun, Jialin Min, Jiacheng Sun, et al.
Energy Economics (2023) Vol. 120, pp. 106619-106619
Closed Access | Times Cited: 59
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Zibo Niu, Feng Ma, Hongwei Zhang
Energy Economics (2022) Vol. 112, pp. 106120-106120
Closed Access | Times Cited: 47
Regional differences in China's electric vehicle sales forecasting: Under supply-demand policy scenarios
Bingchun Liu, Chengyuan Song, Xiaoqin Liang, et al.
Energy Policy (2023) Vol. 177, pp. 113554-113554
Closed Access | Times Cited: 32
An empirical study on the response of the energy market to the shock from the artificial intelligence industry
Min Liu, Hongfei Liu, Chien‐Chiang Lee
Energy (2023) Vol. 288, pp. 129655-129655
Closed Access | Times Cited: 28
Forecasting crude oil futures price using machine learning methods: Evidence from China
Lili Guo, Xinya Huang, Yanjiao Li, et al.
Energy Economics (2023) Vol. 127, pp. 107089-107089
Closed Access | Times Cited: 27
Forecasting carbon emissions future prices using the machine learning methods
Umer Shahzad, Tuhin Sengupta, Amar Rao, et al.
Annals of Operations Research (2023) Vol. 337, Iss. S1, pp. 11-11
Open Access | Times Cited: 26
Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict
Dongyang Zhang, Cao Wang, Yizhi Wang
Energy Economics (2024) Vol. 132, pp. 107413-107413
Closed Access | Times Cited: 11
Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework
Kun Duan, Xiaohang Ren, Fenghua Wen, et al.
Journal of commodity markets (2022) Vol. 29, pp. 100304-100304
Closed Access | Times Cited: 35
A decomposition ensemble based deep learning approach for crude oil price forecasting
He Jiang, Weiqiang Hu, Ling Xiao, et al.
Resources Policy (2022) Vol. 78, pp. 102855-102855
Closed Access | Times Cited: 30
Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices
Wenyang Huang, Tianxiao Gao, Yun Hao, et al.
Energy Economics (2023) Vol. 127, pp. 107106-107106
Closed Access | Times Cited: 19
Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework
Yuanyuan Liu, Zibo Niu, Muhammad Tahir Suleman, et al.
Energy (2021) Vol. 238, pp. 121779-121779
Closed Access | Times Cited: 33
A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence
Indranil Ghosh, Tamal Datta Chaudhuri, Esteban Alfaro, et al.
Technological Forecasting and Social Change (2022) Vol. 181, pp. 121757-121757
Open Access | Times Cited: 28
Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach
Xuehong Zhu, Zibo Niu, Hongwei Zhang, et al.
Resources Policy (2022) Vol. 79, pp. 103098-103098
Open Access | Times Cited: 23
Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets
Lu Wang, Li Guan, Qian Ding, et al.
Energy Economics (2023) Vol. 126, pp. 106925-106925
Closed Access | Times Cited: 16
Tail risk spillovers between Shanghai oil and other markets
Muhammad Abubakr Naeem, Raazia Gul, Muhammad Shafiullah, et al.
Energy Economics (2023) Vol. 130, pp. 107182-107182
Closed Access | Times Cited: 16
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Yarema Okhrin, Gazi Salah Uddin, Muhammad Yahya
Energy Economics (2023) Vol. 125, pp. 106853-106853
Closed Access | Times Cited: 13
Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities?
Daxiang Jin, Mengxi He, Lü Xing, et al.
Resources Policy (2022) Vol. 78, pp. 102852-102852
Closed Access | Times Cited: 19
A multisource data‐driven combined forecasting model based on internet search keyword screening method for interval soybean futures price
Rui Luo, Jinpei Liu, Piao Wang, et al.
Journal of Forecasting (2023) Vol. 43, Iss. 2, pp. 366-390
Open Access | Times Cited: 11
Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets − evidence from time-frequency and quantile perspectives
Fengyuan Shi, Yiwen Deng, Yaoqi Guo
The North American Journal of Economics and Finance (2025), pp. 102390-102390
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
Risk connectedness and portfolios between fossil energy, new energy and environmental governance markets
Wang Gao, Miao He, Hongwei Zhang
International Review of Financial Analysis (2025), pp. 104234-104234
Closed Access
Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?
Xiang Yan, Jiancheng Bai, Xiafei Li, et al.
Resources Policy (2021) Vol. 75, pp. 102521-102521
Closed Access | Times Cited: 25
Volatility forecasting on China's oil futures: New evidence from interpretable ensemble boosting trees
Lingbing Feng, Haicheng Rao, Brian M. Lucey, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 1595-1615
Closed Access | Times Cited: 3
Maritime Fuel Price Prediction of European Ports using Least Square Boosting and Facebook Prophet: Additional Insights from Explainable Artificial Intelligence
Indranil Ghosh, Arijit De
Transportation Research Part E Logistics and Transportation Review (2024) Vol. 189, pp. 103686-103686
Open Access | Times Cited: 3
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