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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:

COVID-19 impact on commodity futures volatilities
Yongmin Zhang, Wang RuiZhi
Finance research letters (2021) Vol. 47, pp. 102624-102624
Open Access | Times Cited: 37

Showing 26-50 of 37 citing articles:

Cross‐border and cross‐commodity volatility spillover effects of Chinese soybean futures
Sisi Qin, Wee‐Yeap Lau
Journal of Futures Markets (2023) Vol. 43, Iss. 12, pp. 1836-1852
Closed Access | Times Cited: 2
Impact of the Global Fear Index (COVID-19 Panic) on the S&P Global Indices Associated with Natural Resources, Agribusiness, Energy, Metals, and Mining: Granger Causality and Shannon and Rényi Transfer Entropy
Pedro Luis Celso Arellano, Víctor Hugo Gualajara Estrada, Semei Coronado, et al.
Entropy (2023) Vol. 25, Iss. 2, pp. 313-313
Open Access | Times Cited: 2
The ability of energy commodities to hedge the dynamic risk of epidemic black swans
I‐Chun Tsai, Hongjin Chen, Che-Chun Lin
Resources Policy (2024) Vol. 89, pp. 104622-104622
Closed Access
The connectedness features of German electricity futures over short and long maturities
Angelica Gianfreda, Giacomo Scandolo, Derek W. Bunn
Finance research letters (2024), pp. 106315-106315
Open Access
COVID-19 and commodity pricing premium: Evidence from the Chinese market
Lu Zhang, PeiLin Billy Hsieh, Haiqiang Chen
Finance research letters (2023) Vol. 58, pp. 103899-103899
Open Access | Times Cited: 1
A Hybrid Swarm-Based System for Commodity Price Forecasting During the Covid-19 Pandemic
André L. S. Xavier, Bruno Fernandes, João Fausto Lorenzato de Oliveira
IEEE Access (2023) Vol. 11, pp. 74379-74387
Open Access | Times Cited: 1
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
REALIZED VOLATILITY PREDICTION OF THE US COMMODITY FUTURES DURING THE GLOBAL FINANCIAL CRISIS (GFC) AND COVID-19 PANDEMIC
Judit Oláh, Thuhid Noor, Shamim Uddin
Polish Journal of Management Studies (2023) Vol. 27, Iss. 2, pp. 260-277
Open Access
Dynamic Causality Analysis of COVID-19 Pandemic Risk and Oil Market Changes
Mike K. P. So, Jacky N.L. Chan, Amanda M. Y. Chu
Journal of risk and financial management (2022) Vol. 15, Iss. 6, pp. 240-240
Open Access
The impact of digital finance on the rate of return of China's substantial economy
Ruiwei Zhu
BCP Business & Management (2022) Vol. 28, pp. 158-166
Open Access
INFORMATIONAL EFFICIENCY OF THE US MARKETS FOR IMPLIED VOLATILITY BEFORE AND AFTER THE COVID-19 PANDEMIC
Panos Fousekis
Applied Finance Letters (2022) Vol. 11, pp. 50-64
Open Access
COVID-19 Pandemic Impact on Copper Futures Prices
Jingxuan Zhou
BCP Business & Management (2022) Vol. 35, pp. 130-137
Open Access
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