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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:

Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model
Afees A. Salisu, Rangan Gupta, Rıza Demirer
Energy Economics (2022) Vol. 108, pp. 105934-105934
Open Access | Times Cited: 42

Showing 1-25 of 42 citing articles:

Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach
Afees A. Salisu, Ahamuefula E. Ogbonna, Lukman Lasisi, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101755-101755
Open Access | Times Cited: 78
Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model
Xin Dong, Jinguo Gong, Qin Wang
Energy Economics (2025), pp. 108227-108227
Closed Access | Times Cited: 1
Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Chao Liang, Zhenglan Xia, Xiaodong Lai, et al.
Energy Economics (2022) Vol. 116, pp. 106437-106437
Closed Access | Times Cited: 37
Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Tao Liu, Xinyue Guan, Yigang Wei, et al.
Energy Economics (2023) Vol. 121, pp. 106626-106626
Closed Access | Times Cited: 21
A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets
Archi Roy, Anchal Soni, Soudeep Deb
Energy Economics (2023) Vol. 124, pp. 106830-106830
Closed Access | Times Cited: 20
Predicting natural gas futures’ volatility using climate risks
Kun Guo, Fengqi Liu, Xiaolei Sun, et al.
Finance research letters (2023) Vol. 55, pp. 103915-103915
Closed Access | Times Cited: 19
Economic policy uncertainty, jump dynamics, and oil price volatility
Feng Liu, Shuai Shao, Xin Li, et al.
Energy Economics (2023) Vol. 120, pp. 106635-106635
Closed Access | Times Cited: 17
Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model
Huawei Niu, Tianyu Liu
Empirical Economics (2024) Vol. 67, Iss. 1, pp. 75-96
Closed Access | Times Cited: 5
World crude oil price volatility impacts on domestic fuel-imports and carbon emissions: short and long-run evidence using ARDL
A. Kadri, Mohammed El-Khodary
Environment Development and Sustainability (2025)
Closed Access
Local and Global Economic Policy Uncertainty Influence on US Stock Market Volatility
Vincenzo Candila, Oğuzhan Çepni, Giampiero M. Gallo, et al.
(2025), pp. 321-327
Closed Access
Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach
Lukman Lasisi, Franklin N. Ngwu, Mohammed K. Taliat, et al.
SN Business & Economics (2025) Vol. 5, Iss. 3
Closed Access
Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024
Onur Polat, Dhanashree Somani, Rangan Gupta, et al.
Finance research letters (2025), pp. 107334-107334
Open Access
Predicting the volatility of China's new energy stock market: Deep insight from the realized EGARCH-MIDAS model
Lu Wang, Chenchen Zhao, Chao Liang, et al.
Finance research letters (2022) Vol. 48, pp. 102981-102981
Closed Access | Times Cited: 19
Technology shocks and crude oil market connection: The role of climate change
Afees A. Salisu, Kazeem Isah, Tirimisiyu F. Oloko
Energy Economics (2024) Vol. 130, pp. 107325-107325
Closed Access | Times Cited: 4
The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets
Qichang Xie, Y. Bi, Yanpeng Qi, et al.
Energy Economics (2025), pp. 108292-108292
Closed Access
Can inflation predict energy price volatility?
Jonathan A. Batten, Di Mo, Armin Pourkhanali
Energy Economics (2023) Vol. 129, pp. 107158-107158
Open Access | Times Cited: 9
Climate change-stock return volatility nexus in advanced economies: the role of technology shocks
Dinci J. Penzin, Kazeem Isah, Afees A. Salisu
Journal of Economic Studies (2024)
Open Access | Times Cited: 3
Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect
Shusheng Ding, Tianxiang Cui, Yongmin Zhang
International Review of Financial Analysis (2022) Vol. 83, pp. 102255-102255
Closed Access | Times Cited: 15
Climate Change and Asian Stock Markets: A GARCH-MIDAS Approach
Tirimisiyu F. Oloko, Idris A. Adediran, Olalekan T. Fadiya
Asian Economics Letters (2022) Vol. 5, Iss. Early View
Open Access | Times Cited: 15
Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators
Lixia Zhang, Jiancheng Bai, Yueyan Zhang, et al.
Research in International Business and Finance (2023) Vol. 65, pp. 101949-101949
Closed Access | Times Cited: 6
Structural sources of oil market volatility and correlation dynamics
Andre Harrison, Xiaochun Liu, Shamar L. Stewart
Energy Economics (2023) Vol. 121, pp. 106658-106658
Closed Access | Times Cited: 6
Oil beta uncertainty and global stock returns
Chun‐Da Chen, Rıza Demirer
Energy Economics (2022) Vol. 112, pp. 106150-106150
Closed Access | Times Cited: 10
Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?
Zhiwei Xu, Saixiong Gan, Xia Hua, et al.
Energy Economics (2024) Vol. 140, pp. 107967-107967
Closed Access | Times Cited: 1
Variable Weights Combination MIDAS Model Based on ELM for Natural Gas Price Forecasting
Lue Li, Caihong Han, Shengwei Yao, et al.
IEEE Access (2022) Vol. 10, pp. 52075-52093
Open Access | Times Cited: 6
Time‐varying partial‐directed coherence approach to forecast global energy prices with stochastic volatility model
Zouhaier Dhifaoui, Sami Ben Jabeur, Rabeh Khalfaoui, et al.
Journal of Forecasting (2023) Vol. 42, Iss. 8, pp. 2292-2306
Open Access | Times Cited: 3
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