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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:

Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
Liyuan Chen, Paola Zerilli, Christopher F. Baum
Energy Economics (2018) Vol. 79, pp. 111-129
Open Access | Times Cited: 17

Showing 17 citing articles:

Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting
Aviral Kumar Tiwari, Gagan Deep Sharma, Amar Rao, et al.
Energy Economics (2024) Vol. 134, pp. 107608-107608
Closed Access | Times Cited: 7
Crude oil Price forecasting: Leveraging machine learning for global economic stability
Amar Rao, Gagan Deep Sharma, Aviral Kumar Tiwari, et al.
Technological Forecasting and Social Change (2025) Vol. 216, pp. 124133-124133
Closed Access
An early risk warning system for Outward Foreign Direct Investment in Mineral Resource-based enterprises using multi-classifiers fusion
Delu Wang, Xian Tong, Yadong Wang
Resources Policy (2020) Vol. 66, pp. 101593-101593
Closed Access | Times Cited: 22
Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data
Christopher F. Baum, Paola Zerilli, Chen Li-yuan
Energy Economics (2019) Vol. 93, pp. 104481-104481
Open Access | Times Cited: 10
Stochastic multifactor models in risk management of energy futures
Zi‐Yi Guo
Journal of Futures Markets (2020) Vol. 40, Iss. 12, pp. 1918-1934
Closed Access | Times Cited: 9
A Two-Stage Optimal Dispatching Model for Micro Energy Grid Considering the Dual Goals of Economy and Environmental Protection under CVaR
Jun Dong, Yaoyu Zhang, Yuanyuan Wang, et al.
Sustainability (2021) Vol. 13, Iss. 18, pp. 10173-10173
Open Access | Times Cited: 8
Modeling price dynamics and risk Forecasting in Tehran Stock Exchange: Conditional Variance Heteroscedasticity Hidden Markov Models
Moslem Nilchi, Daryush Farid, Moslem Peymany, et al.
Iranian Journal of Finance (2023) Vol. 7, Iss. 3, pp. 1-24
Open Access | Times Cited: 3
Epistemic Risk-Sensitive Reinforcement Learning
Hannes Eriksson, Christos Dimitrakakis
arXiv (Cornell University) (2019)
Closed Access | Times Cited: 6
Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction
Audronė Virbickaitė, M. Concepción Ausín, Pedro Galeano
Energy Economics (2020) Vol. 92, pp. 104961-104961
Closed Access | Times Cited: 6
Bayesian predictive distributions of oil returns using mixed data sampling volatility models
Audronė Virbickaitė, Hoang Nguyen, Minh‐Ngoc Tran
Resources Policy (2023) Vol. 86, pp. 104167-104167
Open Access | Times Cited: 2
Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import Prices
Pablo Cansado-Bravo, Carlos Rodríguez Monroy
Energies (2018) Vol. 11, Iss. 12, pp. 3486-3486
Open Access | Times Cited: 5
Effective energy commodity risk management on Indonesia
Cris Kuntadi
Resources Policy (2022) Vol. 78, pp. 102875-102875
Closed Access | Times Cited: 3
A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war
Marta Małecka, Radosław Pietrzyk
Quality & Quantity (2024) Vol. 58, Iss. 5, pp. 4533-4567
Closed Access
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada
José Arreola Hernández, Sang Hoon Kang, Seong‐Min Yoon
Review of International Economics (2021) Vol. 30, Iss. 1, pp. 1-33
Closed Access | Times Cited: 2
Jump Dynamics and Leverage Effect: Evidences from Energy Exchange Traded Fund (ETFs)
Jo-Hui Chen, Sabbor Hussain
(2022), pp. 127-150
Open Access | Times Cited: 1
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models
Audronė Virbickaitė, Hoang Nguyen, Minh‐Ngoc Tran
(2023)
Open Access
Special Issue on Energy Markets Dynamics in a Changing Environment
Rita L. D’Ecclesia, Tiziano Vargiolu
Energy Economics (2019) Vol. 79, pp. 1-2
Closed Access
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