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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 26-50 of 73 citing articles:

Cross-correlations between volatility, volatility persistence and stock market integration: the case of emergent stock markets
Alexandru Todea
Chaos Solitons & Fractals (2016) Vol. 87, pp. 208-215
Closed Access | Times Cited: 22
Forecasting China's Crude Oil Futures Volatility: The Role of the Jump, Jumps Intensity, and Leverage Effect
Jiqian Wang, Feng Ma, M.I.M. Wahab, et al.
Journal of Forecasting (2020) Vol. 40, Iss. 5, pp. 921-941
Closed Access | Times Cited: 19
CO2 Utilization Drivers, Opportunities and Conversion Challenges
Naeem Abas, Nasrullah Khan, Aun Haider, et al.
Elsevier eBooks (2018), pp. 160-171
Closed Access | Times Cited: 20
Cross-correlation analysis on Brazilian gasoline retail market
Aloísio Santos Nascimento Filho, Éder J. A. L. Pereira, Paulo Ferreira, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 508, pp. 550-557
Closed Access | Times Cited: 20
Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle
Ahmed Khalifa, Massimiliano Caporin, Shawkat Hammoudeh
Energy Policy (2015) Vol. 87, pp. 72-82
Closed Access | Times Cited: 19
Fractality in market risk structure: Dow Jones Industrial components case
Ladislav Krištoufek
Chaos Solitons & Fractals (2018) Vol. 110, pp. 69-75
Closed Access | Times Cited: 18
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
Liyuan Chen, Paola Zerilli, Christopher F. Baum
Energy Economics (2018) Vol. 79, pp. 111-129
Open Access | Times Cited: 17
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023
Rangan Gupta, Qiang Ji, Christian Pierdzioch, et al.
Finance research letters (2023) Vol. 58, pp. 104501-104501
Open Access | Times Cited: 5
Price volatility spillovers among agricultural commodity and crude oil markets: Evidence from the range-based estimator
Giray Gözgör, Cahit Memiş
Agricultural Economics (Zemědělská ekonomika) (2015) Vol. 61, Iss. 5, pp. 214-221
Open Access | Times Cited: 15
Financial engineering in pricing agricultural derivatives based on demand and volatility
Hirbod Assa
Agricultural Finance Review (2016) Vol. 76, Iss. 1, pp. 42-53
Closed Access | Times Cited: 13
Forecasting crude oil volatility with exogenous predictors: As good as it GETS?
Jean-Baptiste Bonnier
Energy Economics (2022) Vol. 111, pp. 106059-106059
Open Access | Times Cited: 8
Leverage effect in energy futures revisited
M. Angeles Carnero, Ana Pérez
Energy Economics (2018) Vol. 82, pp. 237-252
Open Access | Times Cited: 14
Seasonality in commodity prices: new approaches for pricing plain vanilla options
Carme Frau, Viviana Fanelli
Annals of Operations Research (2023) Vol. 336, Iss. 1-2, pp. 1089-1131
Open Access | Times Cited: 4
Investigating the Impact of Agricultural, Financial, Economic, and Political Factors on Oil Forward Prices and Volatility: A SHAP Analysis
H.J. Kim, Hui-Sang Kim, Sun‐Yong Choi
Energies (2024) Vol. 17, Iss. 5, pp. 1001-1001
Open Access | Times Cited: 1
Trump’s Effect on stock markets: A multiscale approach
Éder Johnson de Area Leão Pereira, Marcus Fernandes da Silva, I. C. da Cunha Lima, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 512, pp. 241-247
Closed Access | Times Cited: 11
Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data
Christopher F. Baum, Paola Zerilli, Chen Li-yuan
Energy Economics (2019) Vol. 93, pp. 104481-104481
Open Access | Times Cited: 10
Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX
Daye Li, Yusaku Nishimura, Ming Men
Energy Economics (2016) Vol. 59, pp. 167-178
Closed Access | Times Cited: 9
The Risk-Return Relationship in Crude Oil Markets during COVID-19 Pandemic: Evidence from Time-Varying Coefficient GARCH-in-Mean Model
Napon Hongsakulvasu, Asama Liammukda
Journal of Asian Finance Economics and Business (2020) Vol. 7, Iss. 10, pp. 63-71
Open Access | Times Cited: 9
Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model
Yong Jiang, Chaoqun Ma, Xiaoguang Yang, et al.
Sustainability (2018) Vol. 10, Iss. 12, pp. 4705-4705
Open Access | Times Cited: 9
Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models
Samet Günay, Audil Rashid Khaki
Journal of risk and financial management (2018) Vol. 11, Iss. 2, pp. 30-30
Open Access | Times Cited: 7
Predicting the volatility of crude oil futures: The roles of leverage effects and structural changes
Xu Gong, Boqiang Lin
International Journal of Finance & Economics (2020) Vol. 27, Iss. 1, pp. 610-640
Closed Access | Times Cited: 7
A state-preference volatility index for the natural gas market
Ashley Ding
Energy Economics (2021) Vol. 104, pp. 105625-105625
Closed Access | Times Cited: 6
Forecasting extreme risk using regime-switching GARCH models: a case from an energy commodity
Yang Xiao
International Journal of Emerging Markets (2020) Vol. 16, Iss. 8, pp. 1556-1582
Closed Access | Times Cited: 5
High and low or close to close prices? Evidence from the multifractal volatility
Zhichao Liu, Feng Ma, Yujia Long
Physica A Statistical Mechanics and its Applications (2015) Vol. 427, pp. 50-61
Closed Access | Times Cited: 4
Extreme-volatility dynamics in crude oil markets
Xiong-Fei Jiang, Bo Zheng, Tian Qiu, et al.
The European Physical Journal B (2017) Vol. 90, Iss. 2
Closed Access | Times Cited: 4

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