
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:
Jumps in Oil Prices: The Role of Economic News
John P. Elder, Hong Miao, Sanjay Ramchander
The Energy Journal (2013) Vol. 34, Iss. 3, pp. 217-237
Open Access | Times Cited: 59
John P. Elder, Hong Miao, Sanjay Ramchander
The Energy Journal (2013) Vol. 34, Iss. 3, pp. 217-237
Open Access | Times Cited: 59
Showing 1-25 of 59 citing articles:
Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices
Muhammad Umar, Chi‐Wei Su, Syed Kumail Abbas Rizvi, et al.
Energy (2021) Vol. 231, pp. 120873-120873
Closed Access | Times Cited: 110
Muhammad Umar, Chi‐Wei Su, Syed Kumail Abbas Rizvi, et al.
Energy (2021) Vol. 231, pp. 120873-120873
Closed Access | Times Cited: 110
Disentangling Timing Uncertainty of Event‐Driven Connectedness Among Oil‐Based Energy Commodities
Evžen Kočenda, Daniel Bartušek
Australian Economic Review (2025)
Closed Access | Times Cited: 2
Evžen Kočenda, Daniel Bartušek
Australian Economic Review (2025)
Closed Access | Times Cited: 2
Asymmetries in the response of economic activity to oil price increases and decreases?
Ana María Herrera, Latika Gupta Lagalo, Tatsuma Wada
Journal of International Money and Finance (2014) Vol. 50, pp. 108-133
Closed Access | Times Cited: 132
Ana María Herrera, Latika Gupta Lagalo, Tatsuma Wada
Journal of International Money and Finance (2014) Vol. 50, pp. 108-133
Closed Access | Times Cited: 132
Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil
Michael W. Brandt, Lin Gao
Journal of Empirical Finance (2019) Vol. 51, pp. 64-94
Closed Access | Times Cited: 104
Michael W. Brandt, Lin Gao
Journal of Empirical Finance (2019) Vol. 51, pp. 64-94
Closed Access | Times Cited: 104
Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach
Cheima Gharib, Salma Mefteh‐Wali, Vanessa Serret, et al.
Resources Policy (2021) Vol. 74, pp. 102392-102392
Open Access | Times Cited: 69
Cheima Gharib, Salma Mefteh‐Wali, Vanessa Serret, et al.
Resources Policy (2021) Vol. 74, pp. 102392-102392
Open Access | Times Cited: 69
Forecasting the oil futures price volatility: Large jumps and small jumps
Jing Liu, Feng Ma, Ke Yang, et al.
Energy Economics (2018) Vol. 72, pp. 321-330
Closed Access | Times Cited: 75
Jing Liu, Feng Ma, Ke Yang, et al.
Energy Economics (2018) Vol. 72, pp. 321-330
Closed Access | Times Cited: 75
Forecasting oil futures price volatility: New evidence from realized range-based volatility
Feng Ma, Yaojie Zhang, Dengshi Huang, et al.
Energy Economics (2018) Vol. 75, pp. 400-409
Closed Access | Times Cited: 67
Feng Ma, Yaojie Zhang, Dengshi Huang, et al.
Energy Economics (2018) Vol. 75, pp. 400-409
Closed Access | Times Cited: 67
Price discovery in crude oil futures
John P. Elder, Hong Miao, Sanjay Ramchander
Energy Economics (2014) Vol. 46, pp. S18-S27
Open Access | Times Cited: 61
John P. Elder, Hong Miao, Sanjay Ramchander
Energy Economics (2014) Vol. 46, pp. S18-S27
Open Access | Times Cited: 61
The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Feng Ma, Yaojie Zhang, M.I.M. Wahab, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 5, pp. 400-414
Closed Access | Times Cited: 48
Feng Ma, Yaojie Zhang, M.I.M. Wahab, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 5, pp. 400-414
Closed Access | Times Cited: 48
News sentiment and jumps in energy spot and futures markets
Svetlana Maslyuk, Kristian Rotaru, Alexander Dokumentov
Pacific-Basin Finance Journal (2016) Vol. 45, pp. 186-210
Closed Access | Times Cited: 39
Svetlana Maslyuk, Kristian Rotaru, Alexander Dokumentov
Pacific-Basin Finance Journal (2016) Vol. 45, pp. 186-210
Closed Access | Times Cited: 39
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence
Jiqian Wang, Yisu Huang, Feng Ma, et al.
Energy Economics (2020) Vol. 91, pp. 104897-104897
Closed Access | Times Cited: 37
Jiqian Wang, Yisu Huang, Feng Ma, et al.
Energy Economics (2020) Vol. 91, pp. 104897-104897
Closed Access | Times Cited: 37
Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks
Zhihao Hu, Ben-zhang Yang, Xin‐Jiang He, et al.
Mathematics and Computers in Simulation (2023) Vol. 219, pp. 212-230
Closed Access | Times Cited: 11
Zhihao Hu, Ben-zhang Yang, Xin‐Jiang He, et al.
Mathematics and Computers in Simulation (2023) Vol. 219, pp. 212-230
Closed Access | Times Cited: 11
Impact of Geopolitical Risk on G7 Financial Markets: A Comparative Wavelet Analysis between 2014 and 2022
Oana Panazan, Cătălin Gheorghe
Mathematics (2024) Vol. 12, Iss. 3, pp. 370-370
Open Access | Times Cited: 4
Oana Panazan, Cătălin Gheorghe
Mathematics (2024) Vol. 12, Iss. 3, pp. 370-370
Open Access | Times Cited: 4
Volatility spillovers and macroeconomic announcements: evidence from crude oil markets
Aymen Belgacem, Anna Cretì, Khaled Guesmi, et al.
Applied Economics (2015) Vol. 47, Iss. 28, pp. 2974-2984
Open Access | Times Cited: 37
Aymen Belgacem, Anna Cretì, Khaled Guesmi, et al.
Applied Economics (2015) Vol. 47, Iss. 28, pp. 2974-2984
Open Access | Times Cited: 37
Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets
Yixiang Chen, Feng Ma, Yaojie Zhang
Energy Economics (2019) Vol. 81, pp. 52-62
Closed Access | Times Cited: 35
Yixiang Chen, Feng Ma, Yaojie Zhang
Energy Economics (2019) Vol. 81, pp. 52-62
Closed Access | Times Cited: 35
Forecasting China's crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic
Zhonglu Chen, Yong Ye, Xiafei Li
Resources Policy (2021) Vol. 75, pp. 102453-102453
Open Access | Times Cited: 24
Zhonglu Chen, Yong Ye, Xiafei Li
Resources Policy (2021) Vol. 75, pp. 102453-102453
Open Access | Times Cited: 24
Are there really bubbles in oil prices?
Mehmet Balcılar, Zeynel Abidin Özdemir, Hakan Yetkiner
Physica A Statistical Mechanics and its Applications (2014) Vol. 416, pp. 631-638
Open Access | Times Cited: 33
Mehmet Balcılar, Zeynel Abidin Özdemir, Hakan Yetkiner
Physica A Statistical Mechanics and its Applications (2014) Vol. 416, pp. 631-638
Open Access | Times Cited: 33
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets
Hong Miao, Sanjay Ramchander, Tianyang Wang, et al.
Journal of Futures Markets (2017) Vol. 38, Iss. 1, pp. 38-65
Open Access | Times Cited: 32
Hong Miao, Sanjay Ramchander, Tianyang Wang, et al.
Journal of Futures Markets (2017) Vol. 38, Iss. 1, pp. 38-65
Open Access | Times Cited: 32
Jump processes in natural gas markets
Charles F. Mason, Neil A. Wilmot
Energy Economics (2014) Vol. 46, pp. S69-S79
Open Access | Times Cited: 31
Charles F. Mason, Neil A. Wilmot
Energy Economics (2014) Vol. 46, pp. S69-S79
Open Access | Times Cited: 31
Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm
Ahdi Noomen Ajmi, Shawkat Hammoudeh, Khaled Mokni
Resources Policy (2020) Vol. 70, pp. 101956-101956
Closed Access | Times Cited: 27
Ahdi Noomen Ajmi, Shawkat Hammoudeh, Khaled Mokni
Resources Policy (2020) Vol. 70, pp. 101956-101956
Closed Access | Times Cited: 27
Assimilation of oil news into prices
Tim Loughran, Bill McDonald, Ioannis Pragidis
International Review of Financial Analysis (2019) Vol. 63, pp. 105-118
Closed Access | Times Cited: 26
Tim Loughran, Bill McDonald, Ioannis Pragidis
International Review of Financial Analysis (2019) Vol. 63, pp. 105-118
Closed Access | Times Cited: 26
Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTC's announcements during the 2008 financial crisis?
İstemi Berk, Jannes Rauch
Energy Economics (2016) Vol. 54, pp. 337-348
Closed Access | Times Cited: 26
İstemi Berk, Jannes Rauch
Energy Economics (2016) Vol. 54, pp. 337-348
Closed Access | Times Cited: 26
An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments
Arjun Chatrath, Hong Miao, Sanjay Ramchander, et al.
Energy Economics (2015) Vol. 54, pp. 213-223
Open Access | Times Cited: 23
Arjun Chatrath, Hong Miao, Sanjay Ramchander, et al.
Energy Economics (2015) Vol. 54, pp. 213-223
Open Access | Times Cited: 23
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures
Walid Bahloul, Rangan Gupta
International Economics (2018) Vol. 156, pp. 247-253
Open Access | Times Cited: 21
Walid Bahloul, Rangan Gupta
International Economics (2018) Vol. 156, pp. 247-253
Open Access | Times Cited: 21
Volatility jumps and macroeconomic news announcements
Kam Fong Chan, Philip Gray
Journal of Futures Markets (2018) Vol. 38, Iss. 8, pp. 881-897
Closed Access | Times Cited: 21
Kam Fong Chan, Philip Gray
Journal of Futures Markets (2018) Vol. 38, Iss. 8, pp. 881-897
Closed Access | Times Cited: 21