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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:

Return and volatility transmission between China's and international crude oil futures markets: A first look
Jian Yang, Yinggang Zhou
Journal of Futures Markets (2020) Vol. 40, Iss. 6, pp. 860-884
Closed Access | Times Cited: 84

Showing 1-25 of 84 citing articles:

Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting
Min Liu, Chien‐Chiang Lee
Energy Economics (2021) Vol. 103, pp. 105622-105622
Closed Access | Times Cited: 118
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 74
More is better? The impact of predictor choice on the INE oil futures volatility forecasting
Tong Fu, Dasen Huang, Lingbing Feng, et al.
Energy Economics (2024) Vol. 134, pp. 107540-107540
Closed Access | Times Cited: 21
Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent
Yu Wei, Yaojie Zhang, Yudong Wang
International Review of Financial Analysis (2022) Vol. 81, pp. 102100-102100
Closed Access | Times Cited: 68
Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics
Kun Yang, Yu Wei, Shouwei Li, et al.
Energy Economics (2021) Vol. 96, pp. 105149-105149
Closed Access | Times Cited: 59
Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19
Jingyu Li, Ranran Liu, Yanzhen Yao, et al.
Resources Policy (2022) Vol. 77, pp. 102646-102646
Closed Access | Times Cited: 55
Investor sentiment and machine learning: Predicting the price of China's crude oil futures market
Zhe Jiang, Lin Zhang, Lingling Zhang, et al.
Energy (2022) Vol. 247, pp. 123471-123471
Closed Access | Times Cited: 39
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Xiaohang Ren, Yiying Li, Xianming Sun, et al.
Energy Economics (2023) Vol. 126, pp. 107007-107007
Open Access | Times Cited: 26
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
Network connectedness between China's crude oil futures and sector stock indices
Zixin Wang, Liu Bing-yue, Ying Fan
Energy Economics (2023) Vol. 125, pp. 106848-106848
Closed Access | Times Cited: 24
COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets
Yongmin Zhang, Yiru Sun, Haili Shi, et al.
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 12
How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties
Yunhan Zhang, Qiang Ji, Dayong Zhang, et al.
Energy Economics (2024) Vol. 131, pp. 107354-107354
Closed Access | Times Cited: 8
Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets
Chunlin Lang, Danyang Xu, Shaen Corbet, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103152-103152
Closed Access | Times Cited: 8
Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective
Xiaohong Huang, Shupei Huang
International Review of Financial Analysis (2020) Vol. 72, pp. 101562-101562
Closed Access | Times Cited: 60
Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models
Qi Zhang, Peng Di, Arash Farnoosh
Energy (2021) Vol. 223, pp. 120050-120050
Open Access | Times Cited: 43
Price discovery efficiency of China's crude oil futures: Evidence from the Shanghai crude oil futures market
Mingao Shao, Hua Yong-jun
Energy Economics (2022) Vol. 112, pp. 106172-106172
Closed Access | Times Cited: 36
Oil futures volatility predictability: New evidence based on machine learning models
Xinjie Lu, Feng Ma, Jin Xu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102299-102299
Closed Access | Times Cited: 33
Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective
Yisu Huang, Weiju Xu, Dengshi Huang, et al.
Resources Policy (2022) Vol. 80, pp. 103227-103227
Closed Access | Times Cited: 29
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
Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments
Wan‐Lin Yan, Adrian Cheung
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102175-102175
Closed Access | Times Cited: 6
Is the leadership of the Brent-WTI threatened by China’s new crude oil futures market?
Fernando Palao, Ángel Pardo, Marta Roig
Journal of Asian Economics (2020) Vol. 70, pp. 101237-101237
Open Access | Times Cited: 41
Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective
Pengfei Zhu, Yong Tang, Yu Wei, et al.
Energy (2020) Vol. 217, pp. 119416-119416
Closed Access | Times Cited: 41
The growth of oil futures in China: Evidence of market maturity through global crises
Shaen Corbet, Yang Hou, Yang Hu, et al.
Energy Economics (2022) Vol. 114, pp. 106243-106243
Open Access | Times Cited: 23
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
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