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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:

Commodity Financialization and Information Transmission
Itay Goldstein, Liyan Yang
The Journal of Finance (2022) Vol. 77, Iss. 5, pp. 2613-2667
Closed Access | Times Cited: 86

Showing 1-25 of 86 citing articles:

Financialization of commodity markets ten years later
Wenjin Kang, Ke Tang, Ningli Wang
Journal of commodity markets (2023) Vol. 30, pp. 100313-100313
Closed Access | Times Cited: 41
The geopolitical risk premium in the commodity futures market
Daxuan Cheng, Yin Liao, Zheyao Pan
Journal of Futures Markets (2023) Vol. 43, Iss. 8, pp. 1069-1090
Open Access | Times Cited: 32
Financialization and Commodity Markets Serial Dependence
Zhi Da, Ke Tang, Yubo Tao, et al.
Management Science (2023) Vol. 70, Iss. 4, pp. 2122-2143
Closed Access | Times Cited: 27
Macroeconomic Conditions, Speculation, and Commodity Futures Returns
Ramesh Adhikari, Kyle J. Putnam
International Journal of Financial Studies (2025) Vol. 13, Iss. 1, pp. 5-5
Open Access | Times Cited: 1
The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets
Theodora Bermpei, Athanasios Triantafyllou
Journal of Futures Markets (2025)
Closed Access | Times Cited: 1
The Economic Impact of Index Investing
Jonathan Brogaard, Matthew C. Ringgenberg, David Sovich
Review of Financial Studies (2018) Vol. 32, Iss. 9, pp. 3461-3499
Closed Access | Times Cited: 71
The Equilibrium Consequences of Indexing
Philip L. Bond, Diego Garcı́a
Review of Financial Studies (2021) Vol. 35, Iss. 7, pp. 3175-3230
Closed Access | Times Cited: 54
Can Global Economic Policy Uncertainty Drive the Interdependence of Agricultural Commodity Prices? Evidence from Partial Wavelet Coherence Analysis
Siaw Frimpong, Emmanuel Numapau Gyamfi, Zangina Ishaq, et al.
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 47
Financials threaten to undermine the functioning of emissions markets
Simon Quemin, Michael Pahle
Nature Climate Change (2022) Vol. 13, Iss. 1, pp. 22-31
Closed Access | Times Cited: 25
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
Risk spillovers between the BRICS and the U.S. staple grain futures markets
Ying-Hui Shao, Yan-Hong Yang, Wei‐Xing Zhou
Finance research letters (2025), pp. 106835-106835
Closed Access
Feedback Effects and Systematic Risk Exposures
Snehal Banerjee, Bradyn M. Breon-Drish, Kevin M. Smith
The Journal of Finance (2025)
Closed Access
Investor Types and Delayed Changes in Asset Price Comovement
Thorsten Glück
(2025)
Closed Access
Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets
Jianmin Liu, Zeguang Li, Bluford H. Putnam, et al.
Journal of Futures Markets (2025)
Closed Access
Discrete Information Acquisition in Financial Markets
Jingrui Pan, Shancun Liu, Qiang Zhang, et al.
Mathematics (2025) Vol. 13, Iss. 4, pp. 666-666
Open Access
Commodity financialization and firm investment:Implications for market efficiency and economic stability in emerging markets1
Baochen Yang, Jingru Xu, Yuxuan Dai, et al.
International Review of Economics & Finance (2025), pp. 103957-103957
Open Access
Financialization and Learning About the Persistence of Shocks
Sergei Seleznev, Veronika Selezneva
The Energy Journal (2025)
Closed Access
Cursed hedge funds and market crashes
Jingrui Pan, Shancun Liu, Qiang Zhang, et al.
Applied Economics (2025), pp. 1-13
Closed Access
Comovement and S&P 500 membership
Joseph DeCoste
Global Finance Journal (2025), pp. 101110-101110
Open Access
Dynamic trading strategies for storage
Sergei Balakin, Guillaume Roger
Journal of Economic Dynamics and Control (2025), pp. 105110-105110
Closed Access
Speculation and the informational efficiency of commodity futures markets
Martin T. Bohl, Alexander Pütz, Christoph Sulewski
Journal of commodity markets (2020) Vol. 23, pp. 100159-100159
Open Access | Times Cited: 30
The Equilibrium Consequences of Indexing
Philip L. Bond, Diego Garcı́a
Review of Financial Studies (2021)
Closed Access | Times Cited: 27
Order Flows and Financial Investor Impacts in Commodity Futures Markets
Mark J. Ready, Robert Ready
Review of Financial Studies (2022) Vol. 35, Iss. 10, pp. 4712-4755
Closed Access | Times Cited: 17
Financial Market Stress and Commodity Returns: A Dynamic Approach
Ramesh Adhikari, Kyle J. Putnam
Commodities (2024) Vol. 3, Iss. 1, pp. 39-61
Open Access | Times Cited: 3
When large traders create noise
Sergei Glebkin, John Chi-Fong Kuong
Journal of Financial Economics (2023) Vol. 150, Iss. 2, pp. 103709-103709
Open Access | Times Cited: 9
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