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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:

Leverage effect in energy futures
Ladislav Krištoufek
Energy Economics (2014) Vol. 45, pp. 1-9
Open Access | Times Cited: 73

Showing 1-25 of 73 citing articles:

Return and volatility transmission between China's and international crude oil futures markets: A first look
Jian Yang, Yinggang Zhou
Journal of Futures Markets (2020) Vol. 40, Iss. 6, pp. 860-884
Closed Access | Times Cited: 84
Multifractal cross-correlations between the world oil and other financial markets in 2012–2017
Marcin Wa̧torek, Stanisław Drożdż, Paweł Oświȩcimka, et al.
Energy Economics (2019) Vol. 81, pp. 874-885
Open Access | Times Cited: 78
Exploring the Driving Forces of the Correlations Between China's Crude Oil Futures and Global and Regional Benchmarks
Min Liu, Chien‐Chiang Lee
Journal of Futures Markets (2025)
Closed Access | Times Cited: 1
Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect
Cai Yang, Xu Gong, Hongwei Zhang
Resources Policy (2018) Vol. 61, pp. 548-563
Closed Access | Times Cited: 77
Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal)
Marcus Fernandes da Silva, Éder Johnson de Area Leão Pereira, Aloísio Machado da Silva Filho, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 453, pp. 1-8
Closed Access | Times Cited: 73
Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets
Giray Gözgör, Chi Keung Marco Lau, Mehmet Hüseyin Bilgin
Journal of International Financial Markets Institutions and Money (2016) Vol. 44, pp. 35-45
Open Access | Times Cited: 73
Forecasting crude oil price volatility via a HM-EGARCH model
Yu Lin, Yang Xiao, Li Fuxing
Energy Economics (2020) Vol. 87, pp. 104693-104693
Closed Access | Times Cited: 69
Modelling asymmetric volatility in oil prices under structural breaks
Bradley T. Ewing, Farooq Malik
Energy Economics (2017) Vol. 63, pp. 227-233
Closed Access | Times Cited: 66
Quantifying cross-correlation between Ibovespa and Brazilian blue-chips: The DCCA approach
Marcus Fernandes da Silva, Éder Johnson de Area Leão Pereira, Aloísio Machado da Silva Filho, et al.
Physica A Statistical Mechanics and its Applications (2015) Vol. 424, pp. 124-129
Closed Access | Times Cited: 65
Investigating the risk-return trade-off for crude oil futures using high-frequency data
Xu Gong, Fenghua Wen, X.H. Xia, et al.
Applied Energy (2016) Vol. 196, pp. 152-161
Closed Access | Times Cited: 65
Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China
Rongda Chen, Weiwei Bao, Chenglu Jin
International Review of Economics & Finance (2021) Vol. 75, pp. 112-129
Closed Access | Times Cited: 47
Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR
Ameet Kumar Banerjee
The Journal of Risk Finance (2023) Vol. 24, Iss. 3, pp. 324-336
Closed Access | Times Cited: 21
Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods
Qichang Xie, Yu Bai, Nanfei Jia, et al.
Energy Economics (2024) Vol. 134, pp. 107558-107558
Closed Access | Times Cited: 7
Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis
Paulo Ferreira, Éder Johson de Area Leão Pereira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 517, pp. 86-96
Closed Access | Times Cited: 53
Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula
Ahmed Jeribi, Mohamed Fakhfekh
Journal of Asset Management (2021) Vol. 22, Iss. 3, pp. 224-239
Closed Access | Times Cited: 35
Time-varying return-volatility relation in international stock markets
Xiaoye Jin
International Review of Economics & Finance (2017) Vol. 51, pp. 157-173
Closed Access | Times Cited: 40
Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential
Bushra Naqvi, Nawazish Mirza, Muhammad Umar, et al.
Energy Economics (2023) Vol. 128, pp. 107110-107110
Closed Access | Times Cited: 11
Leverage analysis of carbon market price fluctuation in China
Jian Liu, Yuying Huang, Chun‐Ping Chang
Journal of Cleaner Production (2019) Vol. 245, pp. 118557-118557
Closed Access | Times Cited: 34
The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach
Yang Xiao
International Review of Economics & Finance (2019) Vol. 65, pp. 173-186
Closed Access | Times Cited: 30
Effect of rare disaster risks on crude oil: evidence from El Niño from over 145 years of data
Rıza Demirer, Rangan Gupta, Jacobus Nel, et al.
Theoretical and Applied Climatology (2021) Vol. 147, Iss. 1-2, pp. 691-699
Closed Access | Times Cited: 25
Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
Qunxing Pan, Yujia Sun
Finance research letters (2023) Vol. 58, pp. 104442-104442
Closed Access | Times Cited: 10
Liquidity, surprise volume and return premia in the oil market
Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi, et al.
Energy Economics (2018) Vol. 77, pp. 93-104
Closed Access | Times Cited: 30
A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Fred Espen Benth, Carlo Sgarra
Finance and Stochastics (2024)
Open Access | Times Cited: 2
The US-China tension and fossil fuel energy price volatility relationship
Sitong Li, Huangen Chen, Gengxuan Chen
Finance research letters (2024), pp. 106707-106707
Closed Access | Times Cited: 2
Revisiting asymmetric price transmission in the U.S. oil-gasoline markets: A multiple threshold error-correction analysis
Qin Xiao, Chunyang Zhou, Chongfeng Wu
Economic Modelling (2015) Vol. 52, pp. 583-591
Closed Access | Times Cited: 23
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