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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:

Liquidity, surprise volume and return premia in the oil market
Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi, et al.
Energy Economics (2018) Vol. 77, pp. 93-104
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective
Pengfei Wang, Zhang We, Xiao Li, et al.
Finance research letters (2019) Vol. 31, pp. 1-18
Closed Access | Times Cited: 163
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting
Thomas Walther, Tony Klein, Elie Bouri
Journal of International Financial Markets Institutions and Money (2019) Vol. 63, pp. 101133-101133
Open Access | Times Cited: 150
Returns and volume: Frequency connectedness in cryptocurrency markets
Panos Fousekis, Dimitra Tzaferi
Economic Modelling (2020) Vol. 95, pp. 13-20
Closed Access | Times Cited: 64
Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches
Muhammad Mahmudul Karim, Najmul Haque Kawsar, Mohamed Ariff, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 77, pp. 101532-101532
Closed Access | Times Cited: 33
COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling
Nicholas Apergis
Finance research letters (2021) Vol. 47, pp. 102659-102659
Open Access | Times Cited: 38
Technical analysis in cryptocurrency markets: Do transaction costs and bubbles matter?
Daniel Svogun, Walter Bazán-Palomino
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101601-101601
Closed Access | Times Cited: 19
Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?
Bartosz Gębka
Economic Modelling (2025), pp. 107077-107077
Open Access
Modeling the optimal diversification opportunities: the case of crypto portfolios and equity portfolios
Florin Aliu, Artor Nuhiu, Besni̇k A. Krasniqi, et al.
Studies in Economics and Finance (2020) Vol. 38, Iss. 1, pp. 50-66
Closed Access | Times Cited: 28
VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak
Ran Lu, Hongjun Zeng
Studies in Economics and Finance (2022) Vol. 40, Iss. 2, pp. 334-353
Closed Access | Times Cited: 17
Ambiguity and risk in the oil market
Mahmoud A. Ayoub, Mahmoud Qadan
Economic Modelling (2024) Vol. 132, pp. 106651-106651
Closed Access | Times Cited: 2
Quantile Dependence between Crude Oil Returns and Implied Volatility: Evidence from Parametric and Nonparametric Tests
Bechir Raggad, Elie Bouri
Mathematics (2023) Vol. 11, Iss. 3, pp. 528-528
Open Access | Times Cited: 6
The road less travelled: GameFi as a hedge or a safe haven for international indices
Congcong Bo, Dehua Shen
Finance research letters (2023) Vol. 57, pp. 104203-104203
Closed Access | Times Cited: 5
The path to a sustainable palm oil futures market
S. Lee, Eojin Yi, Y. Cho, et al.
Energy Reports (2022) Vol. 8, pp. 6543-6550
Open Access | Times Cited: 8
Hedging pressure momentum and the predictability of oil futures returns
Dan Yu, Chuang Chen, Yudong Wang, et al.
Economic Modelling (2023) Vol. 121, pp. 106214-106214
Closed Access | Times Cited: 4
Dynamic link between liquidity and return in the crude oil market
Ugochi C. Okoroafor, Thomas Leirvik
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access | Times Cited: 1
An Empirical Analysis of the Volume-Volatility Nexus in Crude Oil Markets under structural breaks: Implications for forecasting
Saswat Patra
International Review of Economics & Finance (2024) Vol. 94, pp. 103434-103434
Closed Access | Times Cited: 1
How do firms hedge in financial distress?
Evan Dudley, Niclas Andrén, Håkan Jankensgård
Journal of Futures Markets (2022) Vol. 42, Iss. 7, pp. 1324-1351
Open Access | Times Cited: 7
Directional predictability between returns and volume in cryptocurrencies markets
Panos Fousekis, Vasilis Grigoriadis
Studies in Economics and Finance (2021) Vol. 38, Iss. 4, pp. 693-711
Closed Access | Times Cited: 9
Cross-border alliances and strategic games
Issam Tlemsani, Robin Matthews, Mohamed Ashmel Mohamed Hashim
Journal of Work-Applied Management (2023) Vol. 15, Iss. 2, pp. 292-313
Open Access | Times Cited: 3
Price returns and trading volume changes in agricultural futures markets: An empirical analysis with quantile regressions
Panos Fousekis, Dimitra Tzaferi
The Journal of Economic Asymmetries (2019) Vol. 19, pp. e00116-e00116
Closed Access | Times Cited: 8
Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN
Mohammad Benny Alexandri, Supriyanto Supriyanto
International Journal of Energy Economics and Policy (2022) Vol. 12, Iss. 1, pp. 126-133
Open Access | Times Cited: 5
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach to Forecasting
Thomas Walther, Tony Klein, Elie Bouri
SSRN Electronic Journal (2018)
Open Access | Times Cited: 6
VIX and Major Agricultural Future Markets: Dynamic Linkage and Time-Frequency Relations Around the COVID-19 Outbreak
Hongjun Zeng, Ran Lu
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Monotonicity, linearity and symmetry in the price volatility–volume relationship
Panos Fousekis, Dimitra Tzaferi
Studies in Economics and Finance (2020) Vol. 37, Iss. 1, pp. 110-133
Closed Access | Times Cited: 5
Assessing the relationship between closing prices and trading volume in the US livestock futures markets
Dimitrios Panagiotou, Alkistis Tseriki
Studies in Economics and Finance (2020) Vol. 37, Iss. 3, pp. 413-428
Closed Access | Times Cited: 5
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