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:

Investigating the risk-return trade-off for crude oil futures using high-frequency data
Xu Gong, Fenghua Wen, X.H. Xia, et al.
Applied Energy (2016) Vol. 196, pp. 152-161
Closed Access | Times Cited: 65

Showing 1-25 of 65 citing articles:

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index
Jihong Xiao, Min Zhou, Fengming Wen, et al.
Energy Economics (2018) Vol. 74, pp. 777-786
Closed Access | Times Cited: 241
China's carbon emissions trading and stock returns
Fenghua Wen, Nan Wu, Xu Gong
Energy Economics (2019) Vol. 86, pp. 104627-104627
Closed Access | Times Cited: 219
Forecasting the good and bad uncertainties of crude oil prices using a HAR framework
Xu Gong, Boqiang Lin
Energy Economics (2017) Vol. 67, pp. 315-327
Closed Access | Times Cited: 176
The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market
Xu Gong, Boqiang Lin
Energy Economics (2018) Vol. 74, pp. 370-386
Closed Access | Times Cited: 168
Structural breaks and volatility forecasting in the copper futures market
Xu Gong, Boqiang Lin
Journal of Futures Markets (2017) Vol. 38, Iss. 3, pp. 290-339
Closed Access | Times Cited: 148
Dynamic linkages and spillover effects between CET market, coal market and stock market of new energy companies: A case of Beijing CET market in China
Boqiang Lin, Yufang Chen
Energy (2019) Vol. 172, pp. 1198-1210
Closed Access | Times Cited: 131
Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL Model
Chunyan Hu, Xinheng Liu, Bin Pan, et al.
Emerging Markets Finance and Trade (2017) Vol. 54, Iss. 8, pp. 1693-1705
Closed Access | Times Cited: 125
Time-varying effects of oil supply and demand shocks on China's macro-economy
Xu Gong, Boqiang Lin
Energy (2018) Vol. 149, pp. 424-437
Closed Access | Times Cited: 98
Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence
Fenghua Wen, Jihong Xiao, Xiaohua Xia, et al.
Emerging Markets Finance and Trade (2018) Vol. 55, Iss. 6, pp. 1247-1263
Closed Access | Times Cited: 91
Risk Compensation and Market Returns: The Role of Investor Sentiment in the Stock Market
Zhifang He, Linjie He, Fenghua Wen
Emerging Markets Finance and Trade (2018) Vol. 55, Iss. 3, pp. 704-718
Closed Access | Times Cited: 86
Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect
Zhifang He
International Review of Economics & Finance (2019) Vol. 66, pp. 131-153
Closed Access | Times Cited: 83
Is the oil price a barometer of China's automobile market? From a wavelet-based quantile-on-quantile regression perspective
Kai‐Hua Wang, Chi‐Wei Su, Yidong Xiao, et al.
Energy (2021) Vol. 240, pp. 122501-122501
Closed Access | Times Cited: 60
Forecasting crude oil volatility with uncertainty indicators: New evidence
Xiafei Li, Chao Liang, Zhonglu Chen, et al.
Energy Economics (2022) Vol. 108, pp. 105936-105936
Closed Access | Times Cited: 56
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
Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model
Rongda Chen, Jianjun Xu
Energy Economics (2018) Vol. 78, pp. 379-391
Closed Access | Times Cited: 79
Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect
Cai Yang, Xu Gong, Hongwei Zhang
Resources Policy (2018) Vol. 61, pp. 548-563
Closed Access | Times Cited: 77
Nonlinear dynamic correlation between geopolitical risk and oil prices: A study based on high-frequency data
Jianbai Huang, Qian Ding, Hongwei Zhang, et al.
Research in International Business and Finance (2020) Vol. 56, pp. 101370-101370
Closed Access | Times Cited: 66
Research on the dynamic linkage among the carbon emission trading, energy and capital markets
Ying Ma, Lihua Wang, Tao Zhang
Journal of Cleaner Production (2020) Vol. 272, pp. 122717-122717
Closed Access | Times Cited: 65
Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model
Hanlin Wu, Pan Li, Jiawei Cao, et al.
Energy Economics (2024) Vol. 134, pp. 107588-107588
Closed Access | Times Cited: 7
Heterogeneous Institutional Investors, Short Selling and Stock Price Crash Risk: Evidence from China
Fenghua Wen, Longhao Xu, Bin Chen, et al.
Emerging Markets Finance and Trade (2019) Vol. 56, Iss. 12, pp. 2812-2825
Closed Access | Times Cited: 53
Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time- Varying Influence, and Asymmetric Effect
Zhifang He, Fangzhao Zhou, Xiaohua Xia, et al.
Emerging Markets Finance and Trade (2019) Vol. 55, Iss. 12, pp. 2756-2773
Closed Access | Times Cited: 46
Oil price shocks, economic policy uncertainty and industrial economic growth in China
Jingyu Chen, Faqi Jin, Guangda Ouyang, et al.
PLoS ONE (2019) Vol. 14, Iss. 5, pp. e0215397-e0215397
Open Access | Times Cited: 45
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
Xin Yang, Shan Chen, Liu Hong, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 2, pp. 1201-1213
Closed Access | Times Cited: 35
The heterogeneous linkage of economic policy uncertainty and oil return risks
Hao Dong, Yue Liu, Jiaqi Chang
Green Finance (2019) Vol. 1, Iss. 1, pp. 46-66
Open Access | Times Cited: 36
Forecast on silver futures linked with structural breaks and day-of-the-week effect
Wenlan Li, Yuxiang Cheng, Qiang Fang
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101192-101192
Closed Access | Times Cited: 34
Page 1 - Next Page

Scroll to top