
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:
Forecasting oil futures price volatility: New evidence from realized range-based volatility
Feng Ma, Yaojie Zhang, Dengshi Huang, et al.
Energy Economics (2018) Vol. 75, pp. 400-409
Closed Access | Times Cited: 66
Feng Ma, Yaojie Zhang, Dengshi Huang, et al.
Energy Economics (2018) Vol. 75, pp. 400-409
Closed Access | Times Cited: 66
Showing 1-25 of 66 citing articles:
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series
Seçkin Karasu, Aytaç Altan, Stelios Bekiros, et al.
Energy (2020) Vol. 212, pp. 118750-118750
Closed Access | Times Cited: 428
Seçkin Karasu, Aytaç Altan, Stelios Bekiros, et al.
Energy (2020) Vol. 212, pp. 118750-118750
Closed Access | Times Cited: 428
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
Dexiang Mei, Feng Ma, Yin Liao, et al.
Energy Economics (2019) Vol. 86, pp. 104624-104624
Closed Access | Times Cited: 193
Dexiang Mei, Feng Ma, Yin Liao, et al.
Energy Economics (2019) Vol. 86, pp. 104624-104624
Closed Access | Times Cited: 193
Oil financialization and volatility forecast: Evidence from multidimensional predictors
Yanran Ma, Qiang Ji, Jiaofeng Pan
Journal of Forecasting (2019) Vol. 38, Iss. 6, pp. 564-581
Closed Access | Times Cited: 141
Yanran Ma, Qiang Ji, Jiaofeng Pan
Journal of Forecasting (2019) Vol. 38, Iss. 6, pp. 564-581
Closed Access | Times Cited: 141
Is implied volatility more informative for forecasting realized volatility: An international perspective
Chao Liang, Yu Wei, Yaojie Zhang
Journal of Forecasting (2020) Vol. 39, Iss. 8, pp. 1253-1276
Closed Access | Times Cited: 111
Chao Liang, Yu Wei, Yaojie Zhang
Journal of Forecasting (2020) Vol. 39, Iss. 8, pp. 1253-1276
Closed Access | Times Cited: 111
Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Energy (2020) Vol. 212, pp. 118743-118743
Open Access | Times Cited: 73
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Energy (2020) Vol. 212, pp. 118743-118743
Open Access | Times Cited: 73
Oil shocks and stock market volatility: New evidence
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Energy Economics (2021) Vol. 103, pp. 105567-105567
Closed Access | Times Cited: 71
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Energy Economics (2021) Vol. 103, pp. 105567-105567
Closed Access | Times Cited: 71
What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting
Mingchen Li, Zishu Cheng, Wencan Lin, et al.
Energy Economics (2023) Vol. 123, pp. 106736-106736
Closed Access | Times Cited: 26
Mingchen Li, Zishu Cheng, Wencan Lin, et al.
Energy Economics (2023) Vol. 123, pp. 106736-106736
Closed Access | Times Cited: 26
Oil prices and systemic financial risk: A complex network analysis
Kangsheng Wang, Fenghua Wen, Xu Gong
Energy (2024) Vol. 293, pp. 130672-130672
Closed Access | Times Cited: 8
Kangsheng Wang, Fenghua Wen, Xu Gong
Energy (2024) Vol. 293, pp. 130672-130672
Closed Access | Times Cited: 8
Cryptocurrency volatility forecasting: A Markov regime‐switching MIDAS approach
Feng Ma, Chao Liang, Yuanhui Ma, et al.
Journal of Forecasting (2020) Vol. 39, Iss. 8, pp. 1277-1290
Closed Access | Times Cited: 60
Feng Ma, Chao Liang, Yuanhui Ma, et al.
Journal of Forecasting (2020) Vol. 39, Iss. 8, pp. 1277-1290
Closed Access | Times Cited: 60
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
Jiawen Luo, Qiang Ji, Tony Klein, et al.
Energy Economics (2020) Vol. 89, pp. 104781-104781
Open Access | Times Cited: 60
Jiawen Luo, Qiang Ji, Tony Klein, et al.
Energy Economics (2020) Vol. 89, pp. 104781-104781
Open Access | Times Cited: 60
The skewness of oil price returns and equity premium predictability
Zhifeng Dai, Huiting Zhou, Jie Kang, et al.
Energy Economics (2020) Vol. 94, pp. 105069-105069
Closed Access | Times Cited: 55
Zhifeng Dai, Huiting Zhou, Jie Kang, et al.
Energy Economics (2020) Vol. 94, pp. 105069-105069
Closed Access | Times Cited: 55
Oil futures volatility predictability: New evidence based on machine learning models
Xinjie Lu, Feng Ma, Jin Xu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102299-102299
Closed Access | Times Cited: 33
Xinjie Lu, Feng Ma, Jin Xu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102299-102299
Closed Access | Times Cited: 33
Prediction of crude oil prices in COVID-19 outbreak using real data
Öznur Öztunç Kaymak, Yiğit Kaymak
Chaos Solitons & Fractals (2022) Vol. 158, pp. 111990-111990
Open Access | Times Cited: 28
Öznur Öztunç Kaymak, Yiğit Kaymak
Chaos Solitons & Fractals (2022) Vol. 158, pp. 111990-111990
Open Access | Times Cited: 28
Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index
Maria Ghani, Qiang Guo, Feng Ma, et al.
International Review of Economics & Finance (2022) Vol. 80, pp. 1180-1189
Closed Access | Times Cited: 28
Maria Ghani, Qiang Guo, Feng Ma, et al.
International Review of Economics & Finance (2022) Vol. 80, pp. 1180-1189
Closed Access | Times Cited: 28
Multi-perspective investor attention and oil futures volatility forecasting
Hui Qu, Guo Li
Energy Economics (2023) Vol. 119, pp. 106531-106531
Closed Access | Times Cited: 21
Hui Qu, Guo Li
Energy Economics (2023) Vol. 119, pp. 106531-106531
Closed Access | Times Cited: 21
Exploring the dynamic effects of financial factors on oil prices based on a TVP-VAR model
Fenghua Wen, Minzhi Zhang, Mi Deng, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 532, pp. 121881-121881
Closed Access | Times Cited: 49
Fenghua Wen, Minzhi Zhang, Mi Deng, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 532, pp. 121881-121881
Closed Access | Times Cited: 49
Multifractal characteristics analysis of crude oil futures prices fluctuation in China
Feng Wang, Xin Ye, Congxin Wu
Physica A Statistical Mechanics and its Applications (2019) Vol. 533, pp. 122021-122021
Closed Access | Times Cited: 48
Feng Wang, Xin Ye, Congxin Wu
Physica A Statistical Mechanics and its Applications (2019) Vol. 533, pp. 122021-122021
Closed Access | Times Cited: 48
Forecasting oil price volatility using high-frequency data: New evidence
Wang Chen, Feng Ma, Yu Wei, et al.
International Review of Economics & Finance (2019) Vol. 66, pp. 1-12
Closed Access | Times Cited: 47
Wang Chen, Feng Ma, Yu Wei, et al.
International Review of Economics & Finance (2019) Vol. 66, pp. 1-12
Closed Access | Times Cited: 47
A novel hybrid approach to forecast crude oil futures using intraday data
Jeevananthan Manickavasagam, S. Visalakshmi, Nicholas Apergis
Technological Forecasting and Social Change (2020) Vol. 158, pp. 120126-120126
Open Access | Times Cited: 45
Jeevananthan Manickavasagam, S. Visalakshmi, Nicholas Apergis
Technological Forecasting and Social Change (2020) Vol. 158, pp. 120126-120126
Open Access | Times Cited: 45
Peer-to-Peer trading with Demand Response using proposed smart bidding strategy
Dharmaraj Kanakadhurga, Natarajan Prabaharan
Applied Energy (2022) Vol. 327, pp. 120061-120061
Closed Access | Times Cited: 24
Dharmaraj Kanakadhurga, Natarajan Prabaharan
Applied Energy (2022) Vol. 327, pp. 120061-120061
Closed Access | Times Cited: 24
Time-varying jump intensity and volatility forecasting of crude oil returns
Lei Zhang, Yan Chen, Elie Bouri
Energy Economics (2023) Vol. 129, pp. 107236-107236
Closed Access | Times Cited: 13
Lei Zhang, Yan Chen, Elie Bouri
Energy Economics (2023) Vol. 129, pp. 107236-107236
Closed Access | Times Cited: 13
Financial risk management innovation in energy market: Evidence from a machine learning hybrid model
Zepei Li, Feng Ma, Xinjie Lu
Energy Economics (2025), pp. 108360-108360
Closed Access
Zepei Li, Feng Ma, Xinjie Lu
Energy Economics (2025), pp. 108360-108360
Closed Access
VIX and volatility forecasting: A new insight
Hui Wang
Physica A Statistical Mechanics and its Applications (2019) Vol. 533, pp. 121951-121951
Closed Access | Times Cited: 40
Hui Wang
Physica A Statistical Mechanics and its Applications (2019) Vol. 533, pp. 121951-121951
Closed Access | Times Cited: 40
Global equity market volatility forecasting: New evidence
Chao Liang, Yu Wei, Likun Lei, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 1, pp. 594-609
Closed Access | Times Cited: 33
Chao Liang, Yu Wei, Likun Lei, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 1, pp. 594-609
Closed Access | Times Cited: 33
Investors’ perspective on forecasting crude oil return volatility: Where do we stand today?
Li Liu, Qianjie Geng, Yaojie Zhang, et al.
Journal of Management Science and Engineering (2021) Vol. 7, Iss. 3, pp. 423-438
Open Access | Times Cited: 31
Li Liu, Qianjie Geng, Yaojie Zhang, et al.
Journal of Management Science and Engineering (2021) Vol. 7, Iss. 3, pp. 423-438
Open Access | Times Cited: 31