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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:

Financialization of Commodity Markets
Ing-Haw Cheng, Wei Xiong
Annual Review of Financial Economics (2014) Vol. 6, Iss. 1, pp. 419-441
Closed Access | Times Cited: 619

Showing 1-25 of 619 citing articles:

Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Sang Hoon Kang, Ron McIver, Seong‐Min Yoon
Energy Economics (2016) Vol. 62, pp. 19-32
Closed Access | Times Cited: 497
Extrapolation and bubbles
Nicholas Barberis, Robin Greenwood, Lawrence J. Jin, et al.
Journal of Financial Economics (2018) Vol. 129, Iss. 2, pp. 203-227
Open Access | Times Cited: 359
New Evidence on the Financialization of Commodity Markets
Brian J. Henderson, Neil D. Pearson, Li Wang
Review of Financial Studies (2014) Vol. 28, Iss. 5, pp. 1285-1311
Open Access | Times Cited: 319
Global financial crisis and rising connectedness in the international commodity markets
Dayong Zhang, David C. Broadstock
International Review of Financial Analysis (2018) Vol. 68, pp. 101239-101239
Closed Access | Times Cited: 313
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
Don Bredın, Thomas Conlon, Valerio Potì
International Review of Financial Analysis (2015) Vol. 41, pp. 320-328
Closed Access | Times Cited: 272
Asymmetric volatility connectedness on the forex market
Jozef Baruník, Evžen Kočenda, Lukáš Vácha
Journal of International Money and Finance (2017) Vol. 77, pp. 39-56
Open Access | Times Cited: 240
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
Qiang Ji, Liu Bing-yue, Wanli Zhao, et al.
International Review of Financial Analysis (2018) Vol. 68, pp. 101238-101238
Closed Access | Times Cited: 222
Convective Risk Flows in Commodity Futures Markets*
Ing-Haw Cheng, Andrei Kirilenko, Wei Xiong
European Finance Review (2014) Vol. 19, Iss. 5, pp. 1733-1781
Closed Access | Times Cited: 221
Informational Frictions and Commodity Markets
Michael Sockin, Wei Xiong
The Journal of Finance (2015) Vol. 70, Iss. 5, pp. 2063-2098
Open Access | Times Cited: 218
The COVID-19 global fear index and the predictability of commodity price returns
Afees A. Salisu, Lateef O. Akanni, Ibrahim D. Raheem
Journal of Behavioral and Experimental Finance (2020) Vol. 27, pp. 100383-100383
Open Access | Times Cited: 184
Black swan events and safe havens: The role of gold in globally integrated emerging markets
Stelios Bekiros, Sabri Boubaker, Duc Khuong Nguyen, et al.
Journal of International Money and Finance (2017) Vol. 73, pp. 317-334
Open Access | Times Cited: 183
Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach
Muhammad Abubakr Naeem, Thi Thu Ha Nguyen, Rabindra Nepal, et al.
Finance research letters (2021) Vol. 43, pp. 101983-101983
Closed Access | Times Cited: 151
Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19
Hua Zhang, Jinyu Chen, Liuguo Shao
International Review of Financial Analysis (2021) Vol. 77, pp. 101828-101828
Open Access | Times Cited: 150
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
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
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 76
The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks
Akram Shavkatovich Hasanov, Aktam U. Burkhanov, Bunyod Usmonov, et al.
Energy (2024) Vol. 293, pp. 130535-130535
Open Access | Times Cited: 38
World shocks, world prices, and business cycles: An empirical investigation
Andrés Fernández, Stephanie Schmitt‐Grohé, Martı́n Uribe
Journal of International Economics (2017) Vol. 108, pp. S2-S14
Open Access | Times Cited: 152
Risk and return spillovers among the G10 currencies
Matthew Greenwood‐Nimmo, Viet Hoang Nguyen, Barry Rafferty
Journal of Financial Markets (2016) Vol. 31, pp. 43-62
Open Access | Times Cited: 150
Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?
Yanran Ma, Dayong Zhang, Qiang Ji, et al.
Energy Economics (2019) Vol. 81, pp. 536-544
Closed Access | Times Cited: 137
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval, et al.
European Journal of Operational Research (2016) Vol. 256, Iss. 3, pp. 945-961
Open Access | Times Cited: 133
Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade
Dayong Zhang, Min Shi, Xunpeng Shi
Energy Economics (2017) Vol. 69, pp. 33-41
Open Access | Times Cited: 133
Oil volatility risk and expected stock returns
Peter Christoffersen, Xuhui Pan
Journal of Banking & Finance (2017) Vol. 95, pp. 5-26
Open Access | Times Cited: 116
Assessing contagion risk from energy and non-energy commodity markets
Bernardina Algieri, Arturo Leccadito
Energy Economics (2017) Vol. 62, pp. 312-322
Closed Access | Times Cited: 104
The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies
Marco Haase, Yvonne Zimmermann, Heinz Zimmermann
Journal of commodity markets (2016) Vol. 3, Iss. 1, pp. 1-15
Closed Access | Times Cited: 102
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