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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:

Factor Structure in Commodity Futures Return and Volatility
Peter Christoffersen, Asger Lunde, Kasper V. Olesen
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 3, pp. 1083-1115
Open Access | Times Cited: 67

Showing 1-25 of 67 citing articles:

Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19
Najaf Iqbal, Elie Bouri, Oksana Grebinevych, et al.
Annals of Operations Research (2022) Vol. 330, Iss. 1-2, pp. 305-334
Closed Access | Times Cited: 89
Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach
Xu Zhang, Xian Yang, Jianping Li, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 6, pp. 705-733
Closed Access | Times Cited: 24
The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets
Theodora Bermpei, Athanasios Triantafyllou
Journal of Futures Markets (2025)
Closed Access | Times Cited: 1
Volatility forecasting in commodity markets using macro uncertainty
Dimitrios Bakas, Athanasios Triantafyllou
Energy Economics (2019) Vol. 81, pp. 79-94
Open Access | Times Cited: 73
Financialization of agricultural commodities: Evidence from China
Ruolan Ouyang, Xuan Zhang
Economic Modelling (2019) Vol. 85, pp. 381-389
Open Access | Times Cited: 59
Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries
Imed Chkir, Khaled Guesmi, Angham Ben Brayek, et al.
Research in International Business and Finance (2020) Vol. 54, pp. 101274-101274
Closed Access | Times Cited: 55
Which types of commodity price information are more useful for predicting US stock market volatility?
Chao Liang, Feng Ma, Ziyang Li, et al.
Economic Modelling (2020) Vol. 93, pp. 642-650
Closed Access | Times Cited: 52
Volatility spillovers in commodity futures markets: A network approach
Jian Yang, Li Zheng, Hong Miao
Journal of Futures Markets (2021) Vol. 41, Iss. 12, pp. 1959-1987
Closed Access | Times Cited: 37
Financial stress and commodity price volatility
Louisa Chen, Thanos Verousis, Kai Wang, et al.
Energy Economics (2023) Vol. 125, pp. 106874-106874
Closed Access | Times Cited: 16
Dependence and risk management of portfolios of metals and agricultural commodity futures
Waqas Hanif, Walid Mensi, Xuan Vinh Vo, et al.
Resources Policy (2023) Vol. 82, pp. 103567-103567
Closed Access | Times Cited: 14
Understanding climate policy uncertainty: Evidence from temporal and spatial domains
Libo Yin, Hong Cao
International Review of Financial Analysis (2024) Vol. 95, pp. 103482-103482
Closed Access | Times Cited: 5
Reserve currency and the time-varying link between uncertainties in commodity and financial markets
Barış Kocaarslan
Financial markets and portfolio management (2025)
Closed Access
How do the reserve currency and uncertainties in major markets affect the uncertainty of oil prices over time?
Barış Kocaarslan, Uğur Soytaş
International Journal of Finance & Economics (2024)
Closed Access | Times Cited: 3
Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting
Fei Lü, Feng Ma, Elie Bouri, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103262-103262
Closed Access | Times Cited: 3
Forecasting stock market volatility using commodity futures volatility information
Guangqiang Liu, Xiaozhu Guo
Resources Policy (2021) Vol. 75, pp. 102481-102481
Closed Access | Times Cited: 22
Volatility term structures in commodity markets
Fabian Hollstein, Marcel Prokopczuk, Christoph Matthias Würsig
Journal of Futures Markets (2019) Vol. 40, Iss. 4, pp. 527-555
Open Access | Times Cited: 24
Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors
Elena Andreou, Éric Ghysels
Journal of Econometrics (2020) Vol. 220, Iss. 2, pp. 366-398
Closed Access | Times Cited: 20
Forecasting Crude Oil Volatility Using the Deep Learning‐Based Hybrid Models With Common Factors
Ke Yang, Nan Hu, Fengping Tian
Journal of Futures Markets (2024) Vol. 44, Iss. 8, pp. 1429-1446
Closed Access | Times Cited: 2
Multivariate models of commodity futures markets: a dynamic copula approach
Sihong Chen, Qi Li, Qiaoyu Wang, et al.
Empirical Economics (2023) Vol. 64, Iss. 6, pp. 3037-3057
Open Access | Times Cited: 6
Stock-oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments
Mohammad Noori
International Review of Economics & Finance (2024) Vol. 93, pp. 529-551
Closed Access | Times Cited: 1
Financialization of commodity markets: New evidence from temporal and spatial domains
Libo Yin, Hong Cao
Journal of Futures Markets (2024) Vol. 44, Iss. 8, pp. 1357-1382
Closed Access | Times Cited: 1
The dynamics of commodity return comovements
Marcel Prokopczuk, Chardin Wese Simen, Robert Wichmann
Journal of Futures Markets (2021) Vol. 41, Iss. 10, pp. 1597-1617
Open Access | Times Cited: 10
The Third Dimension of Financialization: Electronification, Intraday Institutional Trading, and Commodity Market Quality
Vikas Raman, Michel A. Robe, Pradeep Yadav
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 10
Fast & furious: Do psychological and legal factors affect commodity price volatility?
Bernardina Algieri
World Economy (2020) Vol. 44, Iss. 4, pp. 980-1017
Closed Access | Times Cited: 9
Common Drivers of Commodity Futures?
Tom Dudda, Tony Klein, Duc Khuong Nguyen, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 6
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