Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

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

Showing 19 citing articles:

Exploring the Driving Forces of the Correlations Between China's Crude Oil Futures and Global and Regional Benchmarks
Min Liu, Chien‐Chiang Lee
Journal of Futures Markets (2025)
Closed Access | Times Cited: 1
Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices
Wenyang Huang, Tianxiao Gao, Yun Hao, et al.
Energy Economics (2023) Vol. 127, pp. 107106-107106
Closed Access | Times Cited: 19
Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Lingbing Feng, Jiajun Qi, Brian M. Lucey
International Review of Financial Analysis (2024) Vol. 94, pp. 103239-103239
Closed Access | Times Cited: 7
Tail risk spillovers between Shanghai oil and other markets
Muhammad Abubakr Naeem, Raazia Gul, Muhammad Shafiullah, et al.
Energy Economics (2023) Vol. 130, pp. 107182-107182
Closed Access | Times Cited: 15
Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange
Dongyang Zhang, Dingchuan Bai, Xingyu Chen
Energy Economics (2023) Vol. 129, pp. 107240-107240
Closed Access | Times Cited: 15
Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities?
Daxiang Jin, Mengxi He, Lü Xing, et al.
Resources Policy (2022) Vol. 78, pp. 102852-102852
Closed Access | Times Cited: 19
Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China
Yi‐Shuai Ren, Tony Klein, Jiang Yong, et al.
Energy Economics (2025), pp. 108294-108294
Closed Access
Forecasting China's crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic
Zhonglu Chen, Yong Ye, Xiafei Li
Resources Policy (2021) Vol. 75, pp. 102453-102453
Open Access | Times Cited: 24
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
Forecasting stock market volatility: The sum of the parts is more than the whole
Shang Gao, Zhikai Zhang, Yudong Wang, et al.
Finance research letters (2023) Vol. 55, pp. 103849-103849
Closed Access | Times Cited: 5
Functional Volatility Relationship Analysis and Prediction in International Crude Oil Futures Markets
Hao Sun, Xiaodong Li, Zhouzhi Li, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 10, pp. 1581-1612
Closed Access | Times Cited: 1
Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options
Michele Bufalo, Viviana Fanelli
Applied Stochastic Models in Business and Industry (2024) Vol. 40, Iss. 5, pp. 1377-1401
Closed Access | Times Cited: 1
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 | Times Cited: 1
The impact of climate attention on risk spillover effect in energy futures markets
Lei Hu, Minho Song, Fenghua Wen, et al.
Energy Economics (2024) Vol. 141, pp. 108044-108044
Closed Access | Times Cited: 1
A new crude oil futures forecasting method based on fusing quadratic forecasting with residual forecasting
Mengshuai Su, Hui Liu, Chengqing Yu, et al.
Digital Signal Processing (2022) Vol. 130, pp. 103691-103691
Closed Access | Times Cited: 7
Forecasting the Chinese low-carbon index volatility
Dexiang Mei, Chenchen Zhao, Qin Luo, et al.
Resources Policy (2022) Vol. 77, pp. 102732-102732
Closed Access | Times Cited: 6
High frequency volatility of oil futures in China: Components, modeling, and prediction
Yi Hong, Xiaofan Xu, Chen Yang
Journal of Forecasting (2024) Vol. 43, Iss. 8, pp. 3104-3127
Open Access
Forecasting stock return volatility: Realized volatility‐type or duration‐based estimators
Tianlun Fei, Xiaoquan Liu, Conghua Wen
Journal of Forecasting (2023) Vol. 42, Iss. 7, pp. 1594-1621
Closed Access | Times Cited: 1
Page 1

Scroll to top