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:

COVID-19 impact on commodity futures volatilities
Yongmin Zhang, Wang RuiZhi
Finance research letters (2021) Vol. 47, pp. 102624-102624
Open Access | Times Cited: 37

Showing 1-25 of 37 citing articles:

COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets
Yongmin Zhang, Yiru Sun, Haili Shi, et al.
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 10

Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?
Linh Pham, Javed Bin Kamal
Journal of commodity markets (2024) Vol. 34, pp. 100407-100407
Closed Access | Times Cited: 5

Assessing the multiscale causal effects and heterogeneity between futures prices in different segments of China’s steel industry chain
Guowei Liu, Haizhong An, Xiaotian Sun, et al.
Applied Economics (2025), pp. 1-19
Closed Access

Dynamic tail risk connectedness among green REITs, sustainability products, and fossil energy assets under external shocks
Liya Hau, Yao Ge, Yongmin Zhang, et al.
Finance research letters (2025), pp. 106864-106864
Closed Access

Has the outbreak of COVID-19 changed the carbon market?
I‐Chun Tsai
Economic Change and Restructuring (2025) Vol. 58, Iss. 1
Open Access

Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis
Peter Albrecht, Evžen Kočenda, Alexandre Silva de Oliveira, et al.
Research in International Business and Finance (2025), pp. 102781-102781
Closed Access

An evaluation of the perfect regression method: an application to empirical hedging
Ricardo Lalloo
Communications in Statistics - Simulation and Computation (2025), pp. 1-20
Closed Access

An asymmetric volatility analysis of the negative oil price during the first COVID-19 wave
Carolin Birnstengel, Bernd Süßmuth
International Review of Financial Analysis (2025) Vol. 100, pp. 103959-103959
Closed Access

How does macroeconomic uncertainty influence energy futures?: Evidence from extraordinary events
Man Lu, Libo Yin, Fengwen Chen
Research in International Business and Finance (2025), pp. 102815-102815
Closed Access

AT-FinGPT: Financial risk prediction via an audio-text large language model
Yongmin Zhang, Ningbo Bu, Zhiqiang Li, et al.
Finance research letters (2025), pp. 106967-106967
Closed Access

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

Did U.S. and Chinese investors respond differently to the exogenous shocks from COVID-19 and the war in Ukraine?
Yongmin Zhang, Yiru Sun
International Review of Financial Analysis (2023) Vol. 88, pp. 102710-102710
Open Access | Times Cited: 12

The impact of COVID‐19 on the interdependence between US and Chinese oil futures markets
Yongmin Zhang, Shusheng Ding, Haili Shi
Journal of Futures Markets (2022) Vol. 42, Iss. 11, pp. 2041-2052
Closed Access | Times Cited: 21

COVID‐19 and tail risk contagion across commodity futures markets
Tongshuai Qiao, Liyan Han
Journal of Futures Markets (2022) Vol. 43, Iss. 2, pp. 242-272
Closed Access | Times Cited: 20

Commodity market stability and sustainable development: The effect of public health policies
Shusheng Ding, Anqi Wang, Tianxiang Cui, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102386-102386
Open Access | Times Cited: 3

Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis
Salim Lahmiri, Stelios Bekiros, Frank Bezzina
Chaos Solitons & Fractals (2022) Vol. 165, pp. 112813-112813
Closed Access | Times Cited: 12

Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Jiřı́ Málek, Duc Khuong Nguyen, Ahmet Şensoy, et al.
Finance research letters (2023) Vol. 55, pp. 103817-103817
Closed Access | Times Cited: 6

An integrated interval programming and input–output knowledge model for risk and resiliency management
Dragan Pamučar, Bishal Dey Sarkar, Vipulesh Shardeo, et al.
Decision Analytics Journal (2023) Vol. 9, pp. 100317-100317
Open Access | Times Cited: 6

The Impact of COVID-19 on the Volatility of Copper Futures
Oscar Melo-Vega-Angeles, Bryan Chuquillanqui-Lichardo
Economies (2023) Vol. 11, Iss. 7, pp. 200-200
Open Access | Times Cited: 5

COVID lockdown, Robinhood traders, and liquidity in stock and option markets
Danjue Clancey-Shang
International Review of Financial Analysis (2023) Vol. 90, pp. 102837-102837
Closed Access | Times Cited: 5

Impact of night trading sessions on volatility of USD futures market in Thailand
Woradee Jongadsayakul
JOURNAL OF INTERNATIONAL STUDIES (2024) Vol. 17, Iss. 1, pp. 9-21
Open Access | Times Cited: 1

Evolving roles of energy futures markets: A Survey
A. Kim, Doojin Ryu, Robert I. Webb
Borsa Istanbul Review (2024) Vol. 24, pp. 1-14
Open Access | Times Cited: 1

Market uncertainty and information content in complex seasonality of prices
Wenjin Tang, Hui Bu, Yuqiong Ji, et al.
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102430-102430
Closed Access | Times Cited: 1

Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty
Sisa Shiba, Goodness C. Aye, Rangan Gupta, et al.
Journal of risk and financial management (2022) Vol. 15, Iss. 11, pp. 525-525
Open Access | Times Cited: 6

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