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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:

Risk-neutral moments in the crude oil market
Xinfeng Ruan, Jin E. Zhang
Energy Economics (2018) Vol. 72, pp. 583-600
Closed Access | Times Cited: 21

Showing 21 citing articles:

Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
Κωνσταντίνος Γκίλλας, Elie Bouri, Rangan Gupta, et al.
The Quarterly Review of Economics and Finance (2020) Vol. 84, pp. 398-406
Open Access | Times Cited: 87
The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market
Xinxin Zhang, Elie Bouri, Yahua Xu, et al.
Energy Economics (2022) Vol. 109, pp. 105950-105950
Closed Access | Times Cited: 26
Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Mark Goh, et al.
Energy (2021) Vol. 238, pp. 121751-121751
Closed Access | Times Cited: 31
Implied Tail Risk and ESG Ratings
Jingyan Zhang, Jan De Spiegeleer, Wim Schoutens
Mathematics (2021) Vol. 9, Iss. 14, pp. 1611-1611
Open Access | Times Cited: 20
How do US options traders “smirk” on China? Evidence from FXI options
Jianhui Li, Sebastian A. Gehricke, Jin E. Zhang
Journal of Futures Markets (2019) Vol. 39, Iss. 11, pp. 1450-1470
Closed Access | Times Cited: 12
Explaining intraday crude oil returns with higher order risk-neutral moments
Patrick Wong
Journal of commodity markets (2023) Vol. 31, pp. 100331-100331
Closed Access | Times Cited: 4
The implied volatility smirk of commodity options
Xiaolan Jia, Xinfeng Ruan, Jin E. Zhang
Journal of Futures Markets (2020) Vol. 41, Iss. 1, pp. 72-104
Closed Access | Times Cited: 11
Moment spreads in the energy market
Xinfeng Ruan, Jin E. Zhang
Energy Economics (2019) Vol. 81, pp. 598-609
Closed Access | Times Cited: 8
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
Lina M. Cortés, Andrés Mora‐Valencia, Javier Perote
The North American Journal of Economics and Finance (2018) Vol. 54, pp. 100862-100862
Closed Access | Times Cited: 7
Carr and Wu’s (2020) framework in the oil ETF option market
Xiaolan Jia, Xinfeng Ruan, Jin E. Zhang
Journal of commodity markets (2023) Vol. 31, pp. 100334-100334
Closed Access | Times Cited: 2
New Zealand whole milk powder options
Pakorn Aschakulporn, Jin E. Zhang
Accounting and Finance (2020) Vol. 61, Iss. S1, pp. 2201-2246
Closed Access | Times Cited: 5
The implied volatility smirk in SPY options
Wei Guo, Sebastian A. Gehricke, Xinfeng Ruan, et al.
Applied Economics (2021) Vol. 53, Iss. 23, pp. 2671-2692
Closed Access | Times Cited: 5
What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?
Gurdip Bakshi, Xiaohui Gao, Zhaowei Zhang
Commodities (2024) Vol. 3, Iss. 2, pp. 225-247
Open Access
Comprehending the Influence of Oil Shock News
Huiming Zhang
SSRN Electronic Journal (2024)
Closed Access
Exact simulation of the Hull and White stochastic volatility model
Riccardo Brignone, Luca Gonzato
Journal of Economic Dynamics and Control (2024) Vol. 163, pp. 104861-104861
Open Access
The Skewness Risk in the Energy Market
Jungah Yoon, Xinfeng Ruan, Jin E. Zhang
Journal of risk and financial management (2021) Vol. 14, Iss. 12, pp. 620-620
Open Access | Times Cited: 2
Implied volatility smirk in the Australian dollar market
Connor J.A. Stuart, Sebastian A. Gehricke, Jin E. Zhang, et al.
Accounting and Finance (2021) Vol. 61, Iss. 3, pp. 4573-4599
Closed Access | Times Cited: 1
Market Moment Spreads and the Cross Section of Expected Returns: Evidence from the Energy Sector
Xinfeng Ruan, Jin E. Zhang
SSRN Electronic Journal (2017)
Closed Access
Predicting Intraday Crude Oil Returns with Higher Order Risk-Neutral Moments
Patrick Wong
SSRN Electronic Journal (2022)
Closed Access
Risk‐neutral moments and return predictability: International evidence
Junyu Zhang, Xinfeng Ruan, Jin E. Zhang
Journal of Forecasting (2022) Vol. 42, Iss. 5, pp. 1086-1111
Open Access
Quantile Regression Analysis of the Relation between Returns and Implied Moments: Evidence from Precious Metals
Xinxin Zhang, Elie Bouri, Yahua Xu, et al.
SSRN Electronic Journal (2021)
Closed Access
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