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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:

Changing determinant driver and oil volatility forecasting: A comprehensive analysis
Qin Luo, Feng Ma, Jiqian Wang, et al.
Energy Economics (2023) Vol. 129, pp. 107187-107187
Closed Access | Times Cited: 19

Showing 19 citing articles:

Is geopolitical oil price uncertainty forcing the world to use energy more efficiently? Evidence from advanced statistical methods
Chien‐Chiang Lee, Godwin Olasehinde‐Williams, Oktay Özkan
Economic Analysis and Policy (2024) Vol. 82, pp. 908-919
Closed Access | Times Cited: 6
Synergy of the flow behaviour and disperse phase of polysaccharide nanoparticles derived from Corchorus olitorius in enhancing oil recovery at an offshore operation
Azza Hashim Abbas, Ayazhan Kubasheva, Bakdaulet Rustem, et al.
International Journal of Biological Macromolecules (2025) Vol. 294, pp. 139375-139375
Closed Access
Stock price prediction with SCA-LSTM network and Statistical model ARIMA-GARCH
Homa Mehtarizadeh, N. Mansouri, Behnam Mohammad Hasani Zade, et al.
The Journal of Supercomputing (2025) Vol. 81, Iss. 2
Open Access
Oil Shocks and the Financial Markets: A Review
Feng Ma, Xinjie Lu, Samuel A. Vigne
Journal of Economic Surveys (2025)
Closed Access
How uncertain are oil prices? bayesian regularized distribution neural network for forecasting oil prices
He Jiang, Yawei Dong, Shaolong Sun, et al.
Applied Economics (2025), pp. 1-17
Closed 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
Quantum-enhanced forecasting: Leveraging quantum gramian angular field and CNNs for stock return predictions
Zhengmeng Xu, Yu-Jie Wang, Xiaotong Feng, et al.
Finance research letters (2024) Vol. 67, pp. 105840-105840
Open Access | Times Cited: 4
Time series forecasting of stock market indices based on DLWR-LSTM model
Dingjun Yao, Kai Yan
Finance research letters (2024) Vol. 68, pp. 105821-105821
Closed Access | Times Cited: 4
The dynamic effects of oil supply shock on China: Evidence from the TVP-Proxy-VAR approach
Changchun Pan, Yuzhe Huang, Chien‐Chiang Lee
Socio-Economic Planning Sciences (2024) Vol. 95, pp. 102026-102026
Closed Access | Times Cited: 2
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model
Feipeng Zhang, Hongfu Gao, Di Yuan
Journal of commodity markets (2024) Vol. 35, pp. 100409-100409
Closed Access
Implied volatility is (almost) past-dependent: Linear vs non-linear models
Conghua Wen, Jia Zhai, Yinuo Wang, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103406-103406
Closed Access
Geopolitical Risk and China’s Crude Oil Futures: An Empirical Study Based on the Cross-Quantilogram Approach
Min Liu, Weiying Ping, Chien‐Chiang Lee
Emerging Markets Finance and Trade (2024), pp. 1-23
Closed Access
Oil price disaster risk, macroeconomic dynamics and monetary policy
Zongming Liu, Wenhui Shi
International Review of Financial Analysis (2024), pp. 103574-103574
Closed Access
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
Examining dynamics: Unraveling the impact of oil price fluctuations on forecasting agricultural futures prices
Wei Zhang, Jiayi Wu, Shun Wang, et al.
International Review of Financial Analysis (2024), pp. 103770-103770
Closed Access
Predicting volatility in China's clean energy sector: Advantages of the carbon transition risk
Wang Chen, Chen Zhu, Qin Luo
Finance research letters (2024), pp. 106534-106534
Closed Access
Model specification for volatility forecasting benchmark
Yaojie Zhang, Mengxi He, Yudong Wang, et al.
International Review of Financial Analysis (2024) Vol. 97, pp. 103850-103850
Closed Access
What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?
Gurdip Bakshi, Xiaohui Gao, Zhaowei Zhang
Commodities (2024) Vol. 3, Iss. 2, pp. 225-247
Open Access
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?
Chenxing Li, Zehua Zhang, Ran Zhao
Finance research letters (2024) Vol. 67, pp. 105824-105824
Open Access
A novel HAR-type realized volatility forecasting model using graph neural network
Nan Hu, Xuebao Yin, Yuhang Yao
International Review of Financial Analysis (2024), pp. 103881-103881
Closed Access
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