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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 impact of COVID‐19 on the interdependence between US and Chinese oil futures markets
Yongmin Zhang, Shusheng Ding, Haili Shi
Journal of Futures Markets (2022) Vol. 42, Iss. 11, pp. 2041-2052
Closed Access | Times Cited: 21

Showing 21 citing articles:

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: 72
Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic
Jinxin Cui, Aktham Maghyereh
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 37
Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach
Xu Zhang, Xian Yang, Jianping Li, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 6, pp. 705-733
Closed Access | Times Cited: 21
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: 11
Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Dijia Liao
International Review of Economics & Finance (2024) Vol. 95, pp. 103470-103470
Closed Access | Times Cited: 5
Assessing the multiscale causal effects and heterogeneity between futures prices in different segments of China’s steel industry chain
Guowei Liu, Haizhong An, Xiaotian Sun, et al.
Applied Economics (2025), pp. 1-19
Closed Access
Oil Shocks and the Financial Markets: A Review
Feng Ma, Xinjie Lu, Samuel A. Vigne
Journal of Economic Surveys (2025)
Closed Access
Dynamic tail risk connectedness among green REITs, sustainability products, and fossil energy assets under external shocks
Liya Hau, Yao Ge, Yongmin Zhang, et al.
Finance research letters (2025), pp. 106864-106864
Closed Access
An asymmetric volatility analysis of the negative oil price during the first COVID-19 wave
Carolin Birnstengel, Bernd Süßmuth
International Review of Financial Analysis (2025) Vol. 100, pp. 103959-103959
Closed Access
Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis
Ruwei Zhao, Xiong Xiong, Junjun Ma, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
AT-FinGPT: Financial risk prediction via an audio-text large language model
Yongmin Zhang, Ningbo Bu, Zhiqiang Li, et al.
Finance research letters (2025), pp. 106967-106967
Closed Access
Did U.S. and Chinese investors respond differently to the exogenous shocks from COVID-19 and the war in Ukraine?
Yongmin Zhang, Yiru Sun
International Review of Financial Analysis (2023) Vol. 88, pp. 102710-102710
Open Access | Times Cited: 12
INE oil futures volatility prediction: Exchange rates or international oil futures volatility?
Xinjie Lu, Feng Ma, Haibo Li, et al.
Energy Economics (2023) Vol. 126, pp. 106935-106935
Closed Access | Times Cited: 12
COVID‐19 and tail risk contagion across commodity futures markets
Tongshuai Qiao, Liyan Han
Journal of Futures Markets (2022) Vol. 43, Iss. 2, pp. 242-272
Closed Access | Times Cited: 20
Commodity market stability and sustainable development: The effect of public health policies
Shusheng Ding, Anqi Wang, Tianxiang Cui, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102386-102386
Open Access | Times Cited: 3
Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks
Jiaming Zhang, Songlin Guo, Bin Dou, et al.
Energy Economics (2023) Vol. 127, pp. 107083-107083
Closed Access | Times Cited: 9
A study of crude oil futures price volatility based on multi-dimensional data from event-driven and deep learning perspectives
Jun Wang, Wenjin Zhao, Fu-Sheng Tsai, et al.
Applied Soft Computing (2023) Vol. 146, pp. 110548-110548
Closed Access | Times Cited: 7
Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets
Jinxin Cui, Muneer M. Alshater, Walid Mensi
Resources Policy (2023) Vol. 86, pp. 104286-104286
Closed Access | Times Cited: 7
Research on spillover effect of foreign market risk on Chinese capital market from perspective of full financial opening-up
Xinhui Zhou, Yuzhe Li, Bing Chen, et al.
Journal of Chinese Economic and Business Studies (2022) Vol. 21, Iss. 4, pp. 517-538
Open Access | Times Cited: 5
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
Visibility Graph Analysis of Crude Oil Futures Markets: Insights from the Covid-19 Pandemic and Russia-Ukraine Conflict
Ying-Hui Shao, Yanhong Yang
(2023)
Open Access
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