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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:

Price discovery in China's crude oil futures markets: An emerging Asian benchmark?
Ziliang Yu, Jian Yang, Robert I. Webb
Journal of Futures Markets (2022) Vol. 43, Iss. 3, pp. 297-324
Closed Access | Times Cited: 19

Showing 19 citing articles:

Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets − evidence from time-frequency and quantile perspectives
Fengyuan Shi, Yiwen Deng, Yaoqi Guo
The North American Journal of Economics and Finance (2025), pp. 102390-102390
Closed Access
Financial innovation and corporate climate policy uncertainty exposure: Evidence from China's crude oil futures
Feng He, Longxuan Chen, Ziqiao Wang, et al.
Energy Economics (2025), pp. 108426-108426
Closed Access
How does China's crude oil futures affect the crude oil prices at home and abroad? Evidence from the cross-market exchange rate spillovers
Chuanwang Sun, Yiqi Peng, Yanhong Zhan
International Review of Economics & Finance (2023) Vol. 88, pp. 204-222
Closed Access | Times Cited: 13
Financial shock transmission in China's banking and housing sectors: A network analysis
Huifu Nong, Ziliang Yu, Yang Li
Economic Analysis and Policy (2024) Vol. 82, pp. 701-723
Closed Access | Times Cited: 4
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
How does energy finance promote energy transition? Evidence from Shanghai crude oil futures
Houyin Long, Xiang Huang, Jiaxin Wang
International Review of Financial Analysis (2023) Vol. 90, pp. 102877-102877
Closed Access | Times Cited: 11
Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China
Feng He, Longxuan Chen, Jing Hao, et al.
Energy Economics (2023) Vol. 129, pp. 107250-107250
Closed Access | Times Cited: 11
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
Price discovery in Chinese PVC futures and spot markets: Impacts of COVID-19 and benchmark analysis
Wu Yunyan, J. He, Linfei Xiong
Heliyon (2024) Vol. 10, Iss. 2, pp. e24138-e24138
Open Access | Times Cited: 2
The impact of air pollution on crude oil futures market
Ting Yao, Yue‐Jun Zhang
Journal of Futures Markets (2024) Vol. 44, Iss. 6, pp. 1055-1068
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
The tail risk safe haven property of China's energy futures against US market implied volatility
Xingyu Dai, Peng‐Fei Dai, Qunwei Wang, et al.
Journal of Management Science and Engineering (2024) Vol. 9, Iss. 2, pp. 271-291
Open Access | Times Cited: 2
Closer is more important: The impact of Chinese and global macro-level determinants on Shanghai crude oil futures volatility
Xiaoling Yu, Kaitian Xiao, Javier Cifuentes‐Faura
Quantitative Finance and Economics (2024) Vol. 8, Iss. 3, pp. 573-609
Open Access | Times Cited: 1
Central bank swap arrangements and exchange rate volatility: Evidence from China
Ziliang Yu, Xiaomeng Liu, Zhuqing Liu, et al.
Emerging Markets Review (2023) Vol. 56, pp. 101044-101044
Closed Access | Times Cited: 2
Futures Leads the Spot but Why not so When Market in Shocks? A Time-Varying Price Discovery of Indian Precious Metals
Chanchal Saini, Ishwar Sharma
Colombo Business Journal International Journal of Theory and Practice (2024) Vol. 15, Iss. 1, pp. 1-25
Open Access
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
VOLATILITY SPILLOVER BETWEEN CHINA’S CRUDE OIL FUTURES AND SECTORAL STOCK MARKETS FROM A FREQUENCY DYNAMICS PERSPECTIVE
Jianli Wang, HUIDI ZHU, Hongxia Wang, et al.
The Singapore Economic Review (2024), pp. 1-24
Closed Access
Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy
Huifu Nong
Structural Change and Economic Dynamics (2024) Vol. 70, pp. 567-580
Closed Access
The spillover and comovement of downside and upside tail risks among crude oil futures markets
Jie Yang, Yun Feng, Hao Yang
International Review of Financial Analysis (2024), pp. 103578-103578
Closed Access
Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system
Jie Yang, Yun Feng, Hao Yang
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102296-102296
Closed Access
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