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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 textual analysis in oil futures price forecasting based on machine learning approach
Xu Gong, Keqin Guan, Qiyang Chen
Journal of Futures Markets (2022) Vol. 42, Iss. 10, pp. 1987-2017
Closed Access | Times Cited: 27

Showing 1-25 of 27 citing articles:

The Impact of Oil Shocks on Systemic Risk of the Commodity Markets
Zhifeng Dai, Tong Wu
Journal of Systems Science and Complexity (2024) Vol. 37, Iss. 6, pp. 2697-2720
Closed Access | Times Cited: 19
Climate change attention and carbon futures return prediction
Xu Gong, Mengjie Li, Keqin Guan, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 9, pp. 1261-1288
Closed Access | Times Cited: 25
Oil price uncertainty and audit fees: Evidence from the energy industry
Fenghua Wen, Meng Chen, Yun Zhang, et al.
Energy Economics (2023) Vol. 125, pp. 106852-106852
Open Access | Times Cited: 25
Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets
Zhifeng Dai, Rui Tang, Xinhua Zhang
Energy Economics (2023) Vol. 120, pp. 106639-106639
Closed Access | Times Cited: 23
Stress from attention: The relationship between climate change attention and crude oil markets
Boqiang Lin, Yiyang Chen, Xiangwen Gong
Journal of commodity markets (2024) Vol. 34, pp. 100399-100399
Closed Access | Times Cited: 10
Oil prices and systemic financial risk: A complex network analysis
Kangsheng Wang, Fenghua Wen, Xu Gong
Energy (2024) Vol. 293, pp. 130672-130672
Closed Access | Times Cited: 8
New energy vehicles sales forecasting using machine learning: The role of media sentiment
Jin Shao, Jingke Hong, Meiping Wang, et al.
Computers & Industrial Engineering (2025) Vol. 201, pp. 110928-110928
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: 18
The impact of carbon markets on the financial performance of power producers: Evidence based on China
Xinhua Zhang, Qianqian Zhang, Zhifeng Dai, et al.
Energy Economics (2023) Vol. 127, pp. 107119-107119
Closed Access | Times Cited: 17
Forecasting oil futures returns with news
Zhiyuan Pan, Hao Zhong, Yudong Wang, et al.
Energy Economics (2024) Vol. 134, pp. 107606-107606
Closed Access | Times Cited: 4
Saving energy by cleaning the air?: Endogenous energy efficiency and energy conservation potential
Yunming Kuang, Ruipeng Tan, Zihan Zhang
Energy Economics (2023) Vol. 126, pp. 106946-106946
Closed Access | Times Cited: 8
Dynamic volatility spillover and market emergency: Matching and forecasting
Wei Zhou, Yan Chen, Jin Chen
The North American Journal of Economics and Finance (2024) Vol. 71, pp. 102110-102110
Closed Access | Times Cited: 2
The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions
Libo Yin, Hong Cao, Yumei Guo
Energy Economics (2024) Vol. 132, pp. 107492-107492
Closed Access | Times Cited: 2
Using Generative Pre-Trained Transformers (GPT) for Electricity Price Trend Forecasting in the Spanish Market
Alberto Menéndez Medina, José Antonio Heredia
Energies (2024) Vol. 17, Iss. 10, pp. 2338-2338
Open Access | Times Cited: 2
A new hybrid deep learning model for monthly oil prices forecasting
Keqin Guan, Xu Gong
Energy Economics (2023) Vol. 128, pp. 107136-107136
Closed Access | Times Cited: 6
Oil Sector and Sentiment Analysis—A Review
Marcus Vinicius Bastos dos Santos, Fernando Morgado‐Dias, Thiago Christiano Silva
Energies (2023) Vol. 16, Iss. 12, pp. 4824-4824
Open Access | Times Cited: 5
A novel secondary decomposition method for forecasting crude oil price with twitter sentiment
Jieyi Li, Shuangyue Qian, Ling Li, et al.
Energy (2023) Vol. 290, pp. 129954-129954
Closed Access | Times Cited: 5
Exploiting the sentiments: A simple approach for improving cross hedging effectiveness
Zhiyuan Pan, Ziqian Fu, Yudong Wang, et al.
Energy Economics (2024) Vol. 134, pp. 107593-107593
Closed Access | Times Cited: 1
The impact of global uncertainties on the spillover among the European carbon market, the Chinese oil futures market, and the international oil futures market
Zhihong Liu, Yulin Zhu, Na Cui, et al.
Finance research letters (2024) Vol. 67, pp. 105891-105891
Closed Access | Times Cited: 1
Textual analysis and gold futures price forecasting: Evidence from the Chinese market
Yanchu Liu, Yu Zhang, Xinyi Peng
Finance research letters (2024), pp. 106116-106116
Closed Access | Times Cited: 1
The role of news sentiment in salmon price prediction using deep learning
Christian‐Oliver Ewald, Yaoyu Li
Journal of commodity markets (2024) Vol. 36, pp. 100438-100438
Open 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
Is the tone of the government-controlled media valuable for capital market? Evidence from China's new energy industry
Zhiwei Xu, J. Y. Li, Xia Hua, et al.
Energy Policy (2023) Vol. 184, pp. 113917-113917
Open Access | Times Cited: 4
Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features
Mário Correia Fernandes, José Carlos Dias, João Pedro Vidal Nunes
Journal of Futures Markets (2023) Vol. 44, Iss. 3, pp. 343-383
Closed Access | Times Cited: 3
What happens when the disruptive asset meets the conventional asset? An analysis of cryptocurrency and REIT
Jinghua Wang, Joseph A. Micale
Applied Economics (2024), pp. 1-14
Closed Access
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