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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:

Effects of structural changes on the prediction of downside volatility in futures markets
Xu Gong, Boqiang Lin
Journal of Futures Markets (2021) Vol. 41, Iss. 7, pp. 1124-1153
Closed Access | Times Cited: 59

Showing 26-50 of 59 citing articles:

Impacts of oil shocks on the EU carbon emissions allowances under different market conditions
Yan Zheng, Hua Yin, Min Zhou, et al.
Energy Economics (2021) Vol. 104, pp. 105683-105683
Closed Access | Times Cited: 29
Good oil volatility, bad oil volatility, and stock return predictability
Jihong Xiao, Yudong Wang
International Review of Economics & Finance (2022) Vol. 80, pp. 953-966
Closed Access | Times Cited: 20
The impact of geopolitical relations on the evolution of cobalt trade network from the perspective of industrial chain
Yaoqi Guo, Yingli Li, Y. Liu, et al.
Resources Policy (2023) Vol. 85, pp. 103778-103778
Closed Access | Times Cited: 12
Conditional threshold effects of stock market volatility on crude oil market volatility
Kaiji Motegi, Shigeyuki Hamori
Energy Economics (2025), pp. 108189-108189
Open Access
Time and frequency spillovers between political risk and the stock returns of China's rare earths
Meijing Zhou, Jianbai Huang, Jinyu Chen
Resources Policy (2021) Vol. 75, pp. 102464-102464
Closed Access | Times Cited: 26
Exploring volatility of crude oil intraday return curves: A functional GARCH-X model
Gregory Rice, Tony S. Wirjanto, Yuqian Zhao
Journal of commodity markets (2023) Vol. 32, pp. 100361-100361
Open Access | Times Cited: 10
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
Chuangxia Huang, Xian Zhao, Yunke Deng, et al.
International Review of Economics & Finance (2021) Vol. 78, pp. 81-94
Closed Access | Times Cited: 21
Analyzing the difference evolution of provincial energy consumption in China using the functional data analysis method
Wang You, Xu Gong
Energy Economics (2021) Vol. 105, pp. 105753-105753
Closed Access | Times Cited: 21
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
Dynamic volatility connectedness between industrial metal markets
Xu Gong, Jun Xu, Tangyong Liu, et al.
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101814-101814
Closed Access | Times Cited: 15
An Innovative Deep Learning Futures Price Prediction Method with Fast and Strong Generalization and High-Accuracy Research
Lin Huo, Y. H. Xie, Jianbo Li
Applied Sciences (2024) Vol. 14, Iss. 13, pp. 5602-5602
Open Access | Times Cited: 2
Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?
Yue‐Jun Zhang, Han Zhang
International Review of Financial Analysis (2022) Vol. 85, pp. 102454-102454
Closed Access | Times Cited: 11
Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets
Tangyong Liu, Xu Gong, Boqiang Lin
Journal of Futures Markets (2021) Vol. 41, Iss. 9, pp. 1375-1396
Closed Access | Times Cited: 15
Structural Change Features and Influencing Factors of China’s Carbon Price
Jian Liu, Xin Hu, Lizhao Yan
Emerging Markets Finance and Trade (2022) Vol. 59, Iss. 14, pp. 3952-3967
Closed Access | Times Cited: 9
Forecasting Ethereum’s volatility: an expansive approach using HAR models and structural breaks
Ruijie Chen
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access | Times Cited: 1
Commodity Futures Market Conditions and Climate Policy Risk: Evidence From Energy and Metals Markets
Kingsley E. Dogah, Yingying Wu, Lavinia Rognone
Journal of Futures Markets (2024) Vol. 44, Iss. 10, pp. 1694-1709
Closed Access | Times Cited: 1
Oil Price Shocks and Bank Risk around the World
Yi Jin, Pengxiang Zhai, Zhaobo Zhu
The Energy Journal (2022) Vol. 43, Iss. 1_suppl, pp. 1-28
Closed Access | Times Cited: 7
Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective
Zhifang He, Hao Sun, Jiaqi Chen, et al.
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101941-101941
Closed Access | Times Cited: 3
The Impact of the Infectious diseases and Commodity on Stock Markets
Lin Chen, Feng Min, Wenhua Liu, et al.
Finance research letters (2022) Vol. 47, pp. 102848-102848
Closed Access | Times Cited: 5
Dependence and Risk Spillover among Hedging Assets: Evidence from Bitcoin, Gold, and USD
Yu Jiang, Yue Shang, Xiafei Li
Discrete Dynamics in Nature and Society (2021) Vol. 2021, pp. 1-20
Open Access | Times Cited: 7
Intraday volatility predictability in china gold futures market: The case of last half-hour realized volatility forecasting
Chuxin Ye, Jiamin Lv, Yinsong Xue, et al.
Finance research letters (2023) Vol. 58, pp. 104022-104022
Closed Access | Times Cited: 2
Overnight-Intraday Mispricing of Chinese Energy Stocks: A View from Financial Anomalies
Min Zhou, Xiaoqun Liu
Frontiers in Energy Research (2022) Vol. 9
Open Access | Times Cited: 3
Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities
Nan Wu, Fenghua Wen, Xu Gong
Energy Economics (2022) Vol. 115, pp. 106386-106386
Closed Access | Times Cited: 3
Asymmetric multivariate HAR models for realized covariance matrix: A study based on volatility timing strategies
Hui Qu, Yi Zhang
Economic Modelling (2021) Vol. 106, pp. 105699-105699
Closed Access | Times Cited: 4
Forecasting downside and upside realized volatility: The role of asymmetric information
Daiki Maki
The Journal of Economic Asymmetries (2024) Vol. 29, pp. e00357-e00357
Closed Access

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