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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:

Cross-correlations between price and volume in China's crude oil futures market: A study based on multifractal approaches
Shuchang Zhang, Yaoqi Guo, Hui Cheng, et al.
Chaos Solitons & Fractals (2021) Vol. 144, pp. 110642-110642
Closed Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

Thermal coal futures trading volume predictions through the neural network
Bingzi Jin, Xiaojie Xu, Yun Zhang
Journal of Modelling in Management (2024)
Closed Access | Times Cited: 28
Persistence in complex systems
Sancho Salcedo‐Sanz, David Casillas-Pérez, Javier Del Ser, et al.
Physics Reports (2022) Vol. 957, pp. 1-73
Open Access | Times Cited: 52
Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model
Xin Dong, Jinguo Gong, Qin Wang
Energy Economics (2025), pp. 108227-108227
Closed Access | Times Cited: 1
Asymmetric multifractality, comparative efficiency analysis of green finance markets: A dynamic study by index-based model
Xiaoyang Zhuang, Wei Dan
Physica A Statistical Mechanics and its Applications (2022) Vol. 604, pp. 127949-127949
Closed Access | Times Cited: 35
Multifractal Detrended Cross-Correlations between Green Bonds and Commodity Markets: An Exploration of the Complex Connections between Green Finance and Commodities from the Econophysics Perspective
Türker AÇIKGÖZ, Soner Gökten, Abdullah Buğra SOYLU
Fractal and Fractional (2024) Vol. 8, Iss. 2, pp. 117-117
Open Access | Times Cited: 7
A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence
Indranil Ghosh, Tamal Datta Chaudhuri, Esteban Alfaro, et al.
Technological Forecasting and Social Change (2022) Vol. 181, pp. 121757-121757
Open Access | Times Cited: 27
Skewed multifractal cross-correlation between price and volume during the COVID-19 pandemic: Evidence from China and European carbon markets
Zhihui Li, Yun Tian
Applied Energy (2024) Vol. 371, pp. 123716-123716
Closed Access | Times Cited: 5
The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach
Wang Gao, Xiaoman Jin, Hongwei Zhang, et al.
Energy Economics (2025), pp. 108171-108171
Closed Access
EXAMINING THE FRACTAL MARKET HYPOTHESIS CONSIDERING DAILY AND HIGH FREQUENCY FOR CRYPTOCURRENCY ASSETS
Werner Kristjanpoller, LEONARDO H. S. FERNANDES, Benjamin Miranda Tabak
Fractals (2022) Vol. 30, Iss. 03
Closed Access | Times Cited: 20
Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats
Faheem Aslam, Paulo Ferreira, Haider Ali, et al.
Sustainability (2022) Vol. 14, Iss. 10, pp. 5828-5828
Open Access | Times Cited: 18
The Dynamic Effects of COVID-19 and the March 2020 Crash on the Multifractality of NASDAQ Insurance Stock Markets
Xing Li, Fang Su
Fractal and Fractional (2023) Vol. 7, Iss. 1, pp. 91-91
Open Access | Times Cited: 9
Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices
Haji Ahmed, Faheem Aslam, Paulo Ferreira
Fractal and Fractional (2024) Vol. 8, Iss. 2, pp. 96-96
Open Access | Times Cited: 3
Exploring the Cross-Correlations between Tesla Stock Price, New Energy Vehicles and Oil Prices: A Multifractal and Causality Analysis
Xingyue Gong, Guozhu Jia
Fluctuation and Noise Letters (2024) Vol. 23, Iss. 03
Closed Access | Times Cited: 3
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
Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective
Tong Su, Boqiang Lin
Energy Economics (2024), pp. 107977-107977
Closed Access | Times Cited: 2
Asymmetric multifractal features of the price–volume correlation in China’s gold futures market based on MF-ADCCA
Yaoqi Guo, Zhuling Yu, Chenxi Yu, et al.
Research in International Business and Finance (2021) Vol. 58, pp. 101495-101495
Closed Access | Times Cited: 17
Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: Evidence from Baidu Index
Yong Lin, Renyu Wang, Xingyue Gong, et al.
Physica A Statistical Mechanics and its Applications (2022) Vol. 604, pp. 127686-127686
Closed Access | Times Cited: 11
The Short-Term Effect of COVID-19 Pandemic on China’s Crude Oil Futures Market: A Study Based on Multifractal Analysis
Ying-Hui Shao, Yinglin Liu, Yan-Hong Yang
Fluctuation and Noise Letters (2022) Vol. 22, Iss. 04
Open Access | Times Cited: 10
Multifractal cross-correlation analysis between crude oil and agricultural futures markets: evidence from Russia–Ukraine conflict
Luiz Eduardo Gaio, Daniel Henrique Dario Capitani
Journal of Agribusiness in Developing and Emerging Economies (2023)
Closed Access | Times Cited: 5
Price-Volume Relationship in Bitcoin Futures ETF Market: An Information Perspective
Xudong Wang, Xiaofeng Hui
Discrete Dynamics in Nature and Society (2024) Vol. 2024, pp. 1-14
Open Access | Times Cited: 1
Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine
Jian Wang, Wenjing Jiang, Menghao Huang, et al.
Computational Economics (2024)
Closed Access | Times Cited: 1
Interplay between stock trading volume, policy, and investor sentiment: A multifractal approach
Yueling Pan, Lei Hou, Xue Pan
Physica A Statistical Mechanics and its Applications (2022) Vol. 603, pp. 127706-127706
Closed Access | Times Cited: 7
Asymmetric Multifractal Analysis of the Chinese Energy Futures and Energy Stock Markets under the Impact of COVID-19
Si-Min Shen, Hongyong Wang
Fluctuation and Noise Letters (2022) Vol. 22, Iss. 01
Closed Access | Times Cited: 6
Exploring the Asymmetric Multifractal Characteristics of Price–Volume Cross-Correlation in the Chinese Rebar Futures Market Based on MF-ADCCA
Jian Wang, Wenjing Jiang, Yan Yan, et al.
Fluctuation and Noise Letters (2023) Vol. 22, Iss. 03
Closed Access | Times Cited: 3
Causal decomposition on multiple time scales: Evidence from stock price-volume time series
Chao Xu, Xiaojun Zhao, Yanwen Wang
Chaos Solitons & Fractals (2022) Vol. 159, pp. 112137-112137
Closed Access | Times Cited: 5
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