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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:

The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Zibo Niu, Feng Ma, Hongwei Zhang
Energy Economics (2022) Vol. 112, pp. 106120-106120
Closed Access | Times Cited: 47

Showing 26-50 of 47 citing articles:

What Drives the Uranium Sector Risk? The Role of Attention, Economic and Geopolitical Uncertainty
Štefan Lyócsa, Neda Todorova
(2024)
Closed Access | Times Cited: 2
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: 6
Oil in crisis: What can we learn
Umar Nawaz Kayani, M. Kabir Hassan, Faten Moussa, et al.
The Journal of Economic Asymmetries (2023) Vol. 28, pp. e00339-e00339
Closed Access | Times Cited: 6
Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?
Jiahao Zhang, Yifeng Zhang, Yu Wei, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 188-215
Closed Access | Times Cited: 5
On the effect of short-run and long-run US economic expectations on oil and gold volatilities
Jose Barrales‐Ruiz, Gabriel Pino
Resources Policy (2024) Vol. 91, pp. 104937-104937
Closed Access | Times Cited: 1
Forecasting the volatility of crude oil futures: New evidence from jump-induced volatility
Anupam Dutta, Elie Bouri
Energy Strategy Reviews (2024) Vol. 56, pp. 101588-101588
Open Access | Times Cited: 1
EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION
Ahmed Bossman, Ștefan Cristian Gherghina, Emmanuel Asafo‐Adjei, et al.
Journal of Business Economics and Management (2022) Vol. 23, Iss. 6, pp. 1351-1376
Open Access | Times Cited: 7
Cross‐sectional return dispersion and stock market volatility: Evidence from high‐frequency data
Zibo Niu, Rıza Demirer, Muhammad Tahir Suleman, et al.
Journal of Forecasting (2023) Vol. 42, Iss. 6, pp. 1309-1328
Closed Access | Times Cited: 3
Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset
Salim Lahmiri
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access
Macroeconomic attention and commodity market volatility
Stavroula P. Fameliti, Skintzi Vasiliki
Empirical Economics (2024) Vol. 67, Iss. 5, pp. 1967-2007
Closed Access
Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?
Zhiwei Xu, Saixiong Gan, Xia Hua, et al.
Energy Economics (2024) Vol. 140, pp. 107967-107967
Closed Access
Equation chapter 0 section 1Macro-driven stock market volatility prediction: Insights from a new hybrid machine learning approach
Qing Zeng, Xinjie Lu, Jin Xu, et al.
International Review of Financial Analysis (2024), pp. 103711-103711
Closed Access
Partisan conflict, trade policy uncertainty, and the energy market
Cai Yang, Hongwei Zhang, Yun Qin, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102450-102450
Closed Access
Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation
Halilibrahim Gökgöz, Salha Ben Salem, Azza Béjaoui, et al.
International Journal of Finance & Economics (2024)
Open Access
What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty
Štefan Lyócsa, Neda Todorova
Energy Economics (2024), pp. 107980-107980
Open Access
Analyzing the Impact of COVID-19 Pandemic and Ukraine-Russia War in WTI-Brent Spread: A MFXDFA Approach
Claudio Marcio Cassela Inacio, Sérgio Adriani David
Springer proceedings in physics (2024), pp. 438-447
Closed Access
Dynamic Connectedness between COVID-19 News Sentiment, Capital and Commodity Markets
Nicholas Apergis, Ioannis Chatziantoniou, David Gabauer
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Research on the Impact of COVID-19 on Futures Market
Yichi Zhang
Advances in Economics Management and Political Sciences (2023) Vol. 10, Iss. 1, pp. 127-131
Open Access | Times Cited: 1
Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint
Qianjie Geng, Xianfeng Hao, Yudong Wang
Journal of Forecasting (2023) Vol. 43, Iss. 2, pp. 309-325
Open Access | Times Cited: 1
Tail Risk of International Equity Market and Oil Volatility
Juandan Zhong
(2023)
Closed Access
Forecasting Gold Price Using a Novel Hybrid Model with Meemd-Convlstm
Yu Lin, Runxuan Wu, Yuying Yue, et al.
(2023)
Closed Access
Research on Prediction and Early Warning of A-Share Market Volatility Based on HAR-Type Models
Zhaohao WEI, Jichang Dong, Zhi Dong
系统科学与信息学报(英文) (2023) Vol. 11, Iss. 6, pp. 671-690
Open Access
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