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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:

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

Showing 26-50 of 84 citing articles:

How does China's crude oil futures affect the crude oil prices at home and abroad? Evidence from the cross-market exchange rate spillovers
Chuanwang Sun, Yiqi Peng, Yanhong Zhan
International Review of Economics & Finance (2023) Vol. 88, pp. 204-222
Closed Access | Times Cited: 13
Price Discovery in China's Crude Oil Derivatives Market
Zhini Yang, Andrew Lepone
Journal of Futures Markets (2025)
Closed Access
What drives oil prices? — A Markov switching VAR approach
Xu Gong, Keqin Guan, Liqing Chen, et al.
Resources Policy (2021) Vol. 74, pp. 102316-102316
Closed Access | Times Cited: 30
Do China's macro-financial factors determine the Shanghai crude oil futures market?
Boqiang Lin, Tong Su
International Review of Financial Analysis (2021) Vol. 78, pp. 101953-101953
Closed Access | Times Cited: 27
The impact of COVID‐19 on the interdependence between US and Chinese oil futures markets
Yongmin Zhang, Shusheng Ding, Haili Shi
Journal of Futures Markets (2022) Vol. 42, Iss. 11, pp. 2041-2052
Closed Access | Times Cited: 22
Price discovery in China's crude oil futures markets: An emerging Asian benchmark?
Ziliang Yu, Jian Yang, Robert I. Webb
Journal of Futures Markets (2022) Vol. 43, Iss. 3, pp. 297-324
Closed Access | Times Cited: 20
Asymmetric impact of oil price on current account balance: Evidence from oil importing countries
Lei Chang, Muhammad Mohsin, Zhennan Gao, et al.
Energy Economics (2023) Vol. 123, pp. 106749-106749
Closed Access | Times Cited: 12
Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China
Feng He, Longxuan Chen, Jing Hao, et al.
Energy Economics (2023) Vol. 129, pp. 107250-107250
Closed Access | Times Cited: 11
Extreme Events and Quantile Time-frequency Volatility Connectedness across Crude Oil, Green Bonds and Low-Carbon Equity Markets
Jikai Wang, Gaoxiu Qiao
Research in International Business and Finance (2025), pp. 102905-102905
Closed Access
Futures Trading and Corporate Financialization: A Quasi‐Natural Experiment From the Launch of China's Crude Oil Futures
Feng He, Longxuan Chen, Jing Hao, et al.
Journal of Futures Markets (2025)
Closed Access
Forecasting crude oil option prices with dynamic factors using integrated machine learning models
Kexin Yu, Xin‐Jiang He, Xiaoyang Han, et al.
Communications in Nonlinear Science and Numerical Simulation (2025), pp. 108879-108879
Closed Access
Oil price uncertainty and industrial production in oil-exporting countries
Rasheed O. Alao, Cem Payaslıoğlu
Resources Policy (2021) Vol. 70, pp. 101957-101957
Closed Access | Times Cited: 24
Toward energy finance market transition: Does China’s oil futures shake up global spots market?
Xingyu Dai, Ling Xiao, Matthew C. Li, et al.
Frontiers of Engineering Management (2022) Vol. 9, Iss. 3, pp. 409-424
Open Access | Times Cited: 18
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Zhenhua Liu, Qiang Ji, Pengxiang Zhai, et al.
Research in International Business and Finance (2023) Vol. 66, pp. 102039-102039
Closed Access | Times Cited: 9
Jumps in the Chinese crude oil futures volatility forecasting: New evidence
Yangli Guo, Pan Li, Hanlin Wu
Energy Economics (2023) Vol. 126, pp. 106955-106955
Closed Access | Times Cited: 9
Volatility forecasting on China's oil futures: New evidence from interpretable ensemble boosting trees
Lingbing Feng, Haicheng Rao, Brian M. Lucey, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 1595-1615
Closed Access | Times Cited: 3
Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets
Xiaoran Zhou, Martin Enilov, Mamata Parhi
Energy Economics (2024) Vol. 132, pp. 107468-107468
Open Access | Times Cited: 3
Shanghai crude oil futures: Flagship or burst?
Kyohun Joo, Minhyuk Jeong, Yong-Seok Seo, et al.
Energy Reports (2021) Vol. 7, pp. 4197-4204
Open Access | Times Cited: 21
When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis
Zhenhua Liu, Huiying Zhang, Zhihua Ding, et al.
Economic Modelling (2022) Vol. 114, pp. 105941-105941
Closed Access | Times Cited: 15
Measurement of international crude oil price cyclical fluctuations and correlation with the world economic cyclical changes
Yu Nan, Renjin Sun, Zhen Zhao, et al.
Energy (2022) Vol. 260, pp. 124946-124946
Closed Access | Times Cited: 15
Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7
Rasheed O. Alao, Abdulkareem Alhassan, S. Alao, et al.
Letters in Spatial and Resource Sciences (2023) Vol. 16, Iss. 1
Open Access | Times Cited: 7
The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models
Hongwei Zhang, Xinyi Zhao, Wang Gao, et al.
Journal of commodity markets (2023) Vol. 32, pp. 100352-100352
Closed Access | Times Cited: 7
Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets
Jinxin Cui, Muneer M. Alshater, Walid Mensi
Resources Policy (2023) Vol. 86, pp. 104286-104286
Closed Access | Times Cited: 7
The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions
Libo Yin, Hong Cao, Yumei Guo
Energy Economics (2024) Vol. 132, pp. 107492-107492
Closed Access | Times Cited: 2
Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective
Tong Su, Boqiang Lin
Energy Economics (2024), pp. 107977-107977
Closed Access | Times Cited: 2

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