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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:

Crude oil risk forecasting: New evidence from multiscale analysis approach
Kaijian He, Kwok Fai Tso, Yingchao Zou, et al.
Energy Economics (2018) Vol. 76, pp. 574-583
Open Access | Times Cited: 37

Showing 1-25 of 37 citing articles:

Economic impact of crude oil supply disruption on social welfare losses and strategic petroleum reserves
Yang Yang, Zhen Liu, Hayot Berk Saydaliev, et al.
Resources Policy (2022) Vol. 77, pp. 102689-102689
Closed Access | Times Cited: 119
Machine learning in finance: A topic modeling approach
Saqib Aziz, Michael Dowling, Helmi Hammami, et al.
European Financial Management (2021) Vol. 28, Iss. 3, pp. 744-770
Closed Access | Times Cited: 102
Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis
Changqing Luo, Lan Liu, Da Wang
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101512-101512
Closed Access | Times Cited: 60
Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market
Faruk Balli, Hatice Ozer Balli, Tam Hoang‐Nhat Dang, et al.
Finance research letters (2023) Vol. 57, pp. 104168-104168
Open Access | Times Cited: 30
Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation
Bin Wang, Jun Wang
Energy Economics (2020) Vol. 90, pp. 104827-104827
Closed Access | Times Cited: 66
STAD-GCN: Spatial–Temporal Attention-based Dynamic Graph Convolutional Network for retail market price prediction
Sodam Kim, Eunil Park
Expert Systems with Applications (2024) Vol. 255, pp. 124553-124553
Closed Access | Times Cited: 6
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
Forecasting China’s sovereign CDS with a decomposition reconstruction strategy
Jianping Li, Jun Hao, Xiaolei Sun, et al.
Applied Soft Computing (2021) Vol. 105, pp. 107291-107291
Closed Access | Times Cited: 35
The impact of geopolitical risk on strategic emerging minerals prices: Evidence from MODWT-based Granger causality test
Liuguo Shao, Saisha Cao, Hua Zhang
Resources Policy (2023) Vol. 88, pp. 104388-104388
Closed Access | Times Cited: 13
Asymmetric autocorrelation in the crude oil market at multiple scales based on a hybrid approach of variational mode decomposition and quantile autoregression
Xinpeng Ding, Jiayi He, Yali Zhang, et al.
Physica A Statistical Mechanics and its Applications (2025), pp. 130384-130384
Closed Access
Modeling and Forecasting Commodity Futures Prices: Decomposition Approach
Emmanuel Antwi, Emmanuel Numapau Gyamfi, Kwabena A. Kyei, et al.
IEEE Access (2022) Vol. 10, pp. 27484-27503
Open Access | Times Cited: 22
Novel approaches to model decomposed oil shocks, geopolitical risk, clean and fossil fuel stocks
Mehmet Metin Dam, Halil Altıntaş, Aviral Kumar Tiwari
Borsa Istanbul Review (2025)
Open Access
Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach
Yingchao Zou, Lean Yu, Kwok Fai Tso, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 541, pp. 123360-123360
Closed Access | Times Cited: 34
Energy finance: Frontiers and future development
Dayong Zhang, Qiang Ji
Energy Economics (2019) Vol. 83, pp. 290-292
Closed Access | Times Cited: 33
Forecasting and trading credit default swap indices using a deep learning model integrating Merton and LSTMs
Weifang Mao, Huiming Zhu, Hao Wu, et al.
Expert Systems with Applications (2022) Vol. 213, pp. 119012-119012
Closed Access | Times Cited: 18
Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments
Rongda Chen, Wei Bo, Chenglu Jin, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101748-101748
Open Access | Times Cited: 23
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin
Dingxuan Zhang, Yuying Sun, Hongbo Duan, et al.
International Review of Financial Analysis (2023) Vol. 88, pp. 102700-102700
Closed Access | Times Cited: 8
Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach
Javier Sánchez García, Salvador Cruz Rambaud
Journal of Economics and Finance (2023) Vol. 47, Iss. 4, pp. 1018-1040
Open Access | Times Cited: 8
Modeling of Machine Learning-Based Extreme Value Theory in Stock Investment Risk Prediction: A Systematic Literature Review
Melina Melina, Sukono, Herlina Napitupulu, et al.
Big Data (2024)
Closed Access | Times Cited: 2
The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks
Gaoke Liao, Zhenghui Li, Ziqing Du, et al.
Energies (2019) Vol. 12, Iss. 11, pp. 2226-2226
Open Access | Times Cited: 22
Analysing and forecasting China containerized freight index with a hybrid decomposition–ensemble method based on EMD, grey wave and ARMA
Yanhui Chen, Bin Liu, Tianzi Wang
Grey Systems Theory and Application (2020) Vol. 11, Iss. 3, pp. 358-371
Closed Access | Times Cited: 18
Forecasting crude oil risk: A multiscale bidirectional generative adversarial network based approach
Yingchao Zou, Lean Yu, Kaijian He
Expert Systems with Applications (2022) Vol. 212, pp. 118743-118743
Closed Access | Times Cited: 11
Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis
Jie Sun, Xiaojun Zhao, Chao Xu
Energy Economics (2021) Vol. 98, pp. 105239-105239
Closed Access | Times Cited: 15
Prophesying the Short-Term Dynamics of the Crude Oil Future Price by Adopting the Survival of the Fittest Principle of Improved Grey Optimization and Extreme Learning Machine
Asit Kumar Das, Debahuti Mishra, Kaberi Das, et al.
Mathematics (2022) Vol. 10, Iss. 7, pp. 1121-1121
Open Access | Times Cited: 9
Revisiting WTI–Brent spread and its drivers
Imtiaz Sifat, Alireza Zarei, Abdollah Ah Mand
Energy Strategy Reviews (2023) Vol. 50, pp. 101206-101206
Open Access | Times Cited: 5
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