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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:

Forecasting crude oil price volatility via a HM-EGARCH model
Yu Lin, Yang Xiao, Li Fuxing
Energy Economics (2020) Vol. 87, pp. 104693-104693
Closed Access | Times Cited: 69

Showing 1-25 of 69 citing articles:

Forecasting stock index price using the CEEMDAN-LSTM model
Yu Lin, Yan Yan, Jiali Xu, et al.
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101421-101421
Closed Access | Times Cited: 129
Predicting future Brent oil price on global markets
Marek Vochоzka, Tomáš Krulický, Pedro Pardal
Acta Montanistica Slovaca (2020) Vol. 25, pp. 375-392
Open Access | Times Cited: 122
A new hybrid model for forecasting Brent crude oil price
Hooman Abdollahi, Seyed Babak Ebrahimi
Energy (2020) Vol. 200, pp. 117520-117520
Closed Access | Times Cited: 107
A novel hybrid model for forecasting crude oil price based on time series decomposition
Hooman Abdollahi
Applied Energy (2020) Vol. 267, pp. 115035-115035
Closed Access | Times Cited: 102
Forecasting crude oil prices based on variational mode decomposition and random sparse Bayesian learning
Taiyong Li, Zijie Qian, Wu Deng, et al.
Applied Soft Computing (2021) Vol. 113, pp. 108032-108032
Closed Access | Times Cited: 94
Volatility in natural resources prices and economic performance: Evidence from BRICS economies
Jun Wen, Nafeesa Mughal, Maryam Kashif, et al.
Resources Policy (2021) Vol. 75, pp. 102472-102472
Closed Access | Times Cited: 71
Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information
Chao Liang, Yan Li, Feng Ma, et al.
International Review of Financial Analysis (2021) Vol. 75, pp. 101750-101750
Closed Access | Times Cited: 67
Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis
Jiahao Zhang, Xiaodan Chen, Wei Yu, et al.
International Review of Financial Analysis (2023) Vol. 88, pp. 102659-102659
Closed Access | Times Cited: 27
Novel optimization approach for realized volatility forecast of stock price index based on deep reinforcement learning model
Yuanyuan Yu, Yu Lin, Xianping Hou, et al.
Expert Systems with Applications (2023) Vol. 233, pp. 120880-120880
Closed Access | Times Cited: 26
Crude oil price prediction using deep reinforcement learning
Xuedong Liang, Peng Luo, Xiaoyan Li, et al.
Resources Policy (2023) Vol. 81, pp. 103363-103363
Closed Access | Times Cited: 22
What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?
Qianqian Feng, Yijing Wang, Xiaolei Sun, et al.
Global Finance Journal (2022) Vol. 56, pp. 100773-100773
Closed Access | Times Cited: 33
A decomposition ensemble based deep learning approach for crude oil price forecasting
He Jiang, Weiqiang Hu, Ling Xiao, et al.
Resources Policy (2022) Vol. 78, pp. 102855-102855
Closed Access | Times Cited: 30
Exploring the role of natural resources, natural gas and oil production for economic growth of China
Lianbiao Cui, Shimei Weng, Derviş Kırıkkaleli, et al.
Resources Policy (2021) Vol. 74, pp. 102429-102429
Closed Access | Times Cited: 34
A novel crude oil price trend prediction method: Machine learning classification algorithm based on multi-modal data features
Huizi He, Mei Sun, Xiuming Li, et al.
Energy (2021) Vol. 244, pp. 122706-122706
Closed Access | Times Cited: 33
Point and interval forecasting system for crude oil price based on complete ensemble extreme-point symmetric mode decomposition with adaptive noise and intelligent optimization algorithm
Xuerui Wang, Xiangyu Li, Shaoting Li
Applied Energy (2022) Vol. 328, pp. 120194-120194
Closed Access | Times Cited: 24
Forecasting crude oil futures volatility with extreme-value information and dynamic jumps
Wesley Shu, Haowen Luo
Frontiers in Environmental Economics (2025) Vol. 4
Open Access
Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework
Yuanyuan Liu, Zibo Niu, Muhammad Tahir Suleman, et al.
Energy (2021) Vol. 238, pp. 121779-121779
Closed Access | Times Cited: 32
A combined model using secondary decomposition for crude oil futures price and volatility forecasting: Analysis based on comparison and ablation experiments
Hao Gong, H. Y. Xing, Yuanyuan Yu, et al.
Expert Systems with Applications (2024) Vol. 252, pp. 124196-124196
Closed Access | Times Cited: 4
Unravelling the volume-volatility nexus in cryptos under structural breaks using fat-tailed distributions: mixture of distribution hypothesis and implications for market efficiency
Saswat Patra, Neha Gupta
European Journal of Finance (2025), pp. 1-20
Open Access
Forecasting Crude Oil Prices: Evidence From WOA-VMD-FE-Transformer Model
Yu Liang, Xi Zhang, Yu Lin, et al.
Computational Economics (2025)
Closed Access
Early warning of regime switching in a complex financial system from a spillover network dynamic perspective
Sufang An, Xiangyun Gao, An Feng, et al.
iScience (2025) Vol. 28, Iss. 3, pp. 111924-111924
Open Access
Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model
Qian Liang, Qingyuan Lin, Mengzhuo Guo, et al.
International Review of Financial Analysis (2025), pp. 104124-104124
Closed Access
Natural resources volatility and causal associations for BRICS countries: Evidence from Covid-19 data
Yanyan Cao, Shihui Xiang
Resources Policy (2022) Vol. 80, pp. 103165-103165
Open Access | Times Cited: 17
Forecasting crude oil price using LSTM neural networks
Kexian Zhang, Min Hong
Data Science in Finance and Economics (2022) Vol. 2, Iss. 3, pp. 163-180
Open Access | Times Cited: 16
Forecasting crude oil market volatility: A comprehensive look at uncertainty variables
Danyan Wen, Mengxi He, Yudong Wang, et al.
International Journal of Forecasting (2023) Vol. 40, Iss. 3, pp. 1022-1041
Closed Access | Times Cited: 10
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