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:
Do China's macro-financial factors determine the Shanghai crude oil futures market?
Boqiang Lin, Tong Su
International Review of Financial Analysis (2021) Vol. 78, pp. 101953-101953
Closed Access | Times Cited: 26
Boqiang Lin, Tong Su
International Review of Financial Analysis (2021) Vol. 78, pp. 101953-101953
Closed Access | Times Cited: 26
Showing 1-25 of 26 citing articles:
Green bond vs conventional bond: Outline the rationale behind issuance choices in China
Boqiang Lin, Tong Su
International Review of Financial Analysis (2022) Vol. 81, pp. 102063-102063
Closed Access | Times Cited: 52
Boqiang Lin, Tong Su
International Review of Financial Analysis (2022) Vol. 81, pp. 102063-102063
Closed Access | Times Cited: 52
Evaluating current effects of upcoming EU Carbon Border Adjustment Mechanism: Evidence from China's futures market
Boqiang Lin, Hengsong Zhao
Energy Policy (2023) Vol. 177, pp. 113573-113573
Closed Access | Times Cited: 26
Boqiang Lin, Hengsong Zhao
Energy Policy (2023) Vol. 177, pp. 113573-113573
Closed Access | Times Cited: 26
Forecasting crude oil futures price using machine learning methods: Evidence from China
Lili Guo, Xinya Huang, Yanjiao Li, et al.
Energy Economics (2023) Vol. 127, pp. 107089-107089
Closed Access | Times Cited: 26
Lili Guo, Xinya Huang, Yanjiao Li, et al.
Energy Economics (2023) Vol. 127, pp. 107089-107089
Closed Access | Times Cited: 26
Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective
Yisu Huang, Weiju Xu, Dengshi Huang, et al.
Resources Policy (2022) Vol. 80, pp. 103227-103227
Closed Access | Times Cited: 29
Yisu Huang, Weiju Xu, Dengshi Huang, et al.
Resources Policy (2022) Vol. 80, pp. 103227-103227
Closed Access | Times Cited: 29
Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments
Wan‐Lin Yan, Adrian Cheung
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102175-102175
Closed Access | Times Cited: 6
Wan‐Lin Yan, Adrian Cheung
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102175-102175
Closed Access | Times Cited: 6
Tail risk spillovers between Shanghai oil and other markets
Muhammad Abubakr Naeem, Raazia Gul, Muhammad Shafiullah, et al.
Energy Economics (2023) Vol. 130, pp. 107182-107182
Closed Access | Times Cited: 15
Muhammad Abubakr Naeem, Raazia Gul, Muhammad Shafiullah, et al.
Energy Economics (2023) Vol. 130, pp. 107182-107182
Closed Access | Times Cited: 15
Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression
Yinghua Ren, Nairong Wang, Huiming Zhu
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102263-102263
Closed Access | Times Cited: 5
Yinghua Ren, Nairong Wang, Huiming Zhu
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102263-102263
Closed Access | Times Cited: 5
Quantile Connectedness among Climate Policy Uncertainty, News Sentiment, Oil and Renewables in China
Wan‐Lin Yan, Adrian Cheung
Research in International Business and Finance (2025), pp. 102814-102814
Closed Access
Wan‐Lin Yan, Adrian Cheung
Research in International Business and Finance (2025), pp. 102814-102814
Closed Access
Iterated Dynamic Model Averaging and application to inflation forecasting
Sihan Chen, Ming Lei, Haoxi Yang, et al.
International Review of Financial Analysis (2025), pp. 104095-104095
Closed Access
Sihan Chen, Ming Lei, Haoxi Yang, et al.
International Review of Financial Analysis (2025), pp. 104095-104095
Closed Access
Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective
Zhiwei Xu, Xingneng Gou, Teng Zhang
Energy Economics (2025), pp. 108409-108409
Closed Access
Zhiwei Xu, Xingneng Gou, Teng Zhang
Energy Economics (2025), pp. 108409-108409
Closed Access
Extreme Events and Quantile Time-frequency Volatility Connectedness across Crude Oil, Green Bonds and Low-Carbon Equity Markets
Jikai Wang, Gaoxiu Qiao
Research in International Business and Finance (2025), pp. 102905-102905
Closed Access
Jikai Wang, Gaoxiu Qiao
Research in International Business and Finance (2025), pp. 102905-102905
Closed Access
Stock index futures price prediction using feature selection and deep learning
Wan‐Lin Yan
The North American Journal of Economics and Finance (2022) Vol. 64, pp. 101867-101867
Closed Access | Times Cited: 19
Wan‐Lin Yan
The North American Journal of Economics and Finance (2022) Vol. 64, pp. 101867-101867
Closed Access | Times Cited: 19
The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions
Libo Yin, Hong Cao, Yumei Guo
Energy Economics (2024) Vol. 132, pp. 107492-107492
Closed Access | Times Cited: 2
Libo Yin, Hong Cao, Yumei Guo
Energy Economics (2024) Vol. 132, pp. 107492-107492
Closed Access | Times Cited: 2
Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective
Tong Su, Boqiang Lin
Energy Economics (2024), pp. 107977-107977
Closed Access | Times Cited: 2
Tong Su, Boqiang Lin
Energy Economics (2024), pp. 107977-107977
Closed Access | Times Cited: 2
The Short-Term Effect of COVID-19 Pandemic on China’s Crude Oil Futures Market: A Study Based on Multifractal Analysis
Ying-Hui Shao, Yinglin Liu, Yan-Hong Yang
Fluctuation and Noise Letters (2022) Vol. 22, Iss. 04
Open Access | Times Cited: 10
Ying-Hui Shao, Yinglin Liu, Yan-Hong Yang
Fluctuation and Noise Letters (2022) Vol. 22, Iss. 04
Open Access | Times Cited: 10
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 | Times Cited: 1
Min Liu, Weiying Ping, Chien‐Chiang Lee
Emerging Markets Finance and Trade (2024), pp. 1-23
Closed Access | Times Cited: 1
The spillover and comovement of downside and upside tail risks among crude oil futures markets
Jie Yang, Yun Feng, Hao Yang
International Review of Financial Analysis (2024), pp. 103578-103578
Closed Access | Times Cited: 1
Jie Yang, Yun Feng, Hao Yang
International Review of Financial Analysis (2024), pp. 103578-103578
Closed Access | Times Cited: 1
Closer is more important: The impact of Chinese and global macro-level determinants on Shanghai crude oil futures volatility
Xiaoling Yu, Kaitian Xiao, Javier Cifuentes‐Faura
Quantitative Finance and Economics (2024) Vol. 8, Iss. 3, pp. 573-609
Open Access | Times Cited: 1
Xiaoling Yu, Kaitian Xiao, Javier Cifuentes‐Faura
Quantitative Finance and Economics (2024) Vol. 8, Iss. 3, pp. 573-609
Open Access | Times Cited: 1
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
Zhiwei Xu, Saixiong Gan, Xia Hua, et al.
Energy Economics (2024) Vol. 140, pp. 107967-107967
Closed Access | Times Cited: 1
The impact of institutional analyst forecast divergence on crude oil market: Evidence from the mixed frequency models
Yuanyuan Zhang, Yue‐Jun Zhang
International Review of Financial Analysis (2022) Vol. 84, pp. 102418-102418
Closed Access | Times Cited: 7
Yuanyuan Zhang, Yue‐Jun Zhang
International Review of Financial Analysis (2022) Vol. 84, pp. 102418-102418
Closed Access | Times Cited: 7
Dynamic connectedness between China' s commodity markets and China 's sectoral stock markets: A multidimensional analysis
Liuguo Shao, Hua Zhang, Senfeng Chang, et al.
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 903-926
Closed Access | Times Cited: 7
Liuguo Shao, Hua Zhang, Senfeng Chang, et al.
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 903-926
Closed Access | Times Cited: 7
A Lead-Lag Relationship and Forecast Research between China’s Crude Oil Futures and Spot Markets
Chi Zhang, Dandan Pan, Mingyan Yang, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 3
Chi Zhang, Dandan Pan, Mingyan Yang, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 3
Iterated Dynamic Model Averaging: A Novel Method for Optimizing DMA Estimation
Sihan Chen, Ming Lei, Haoxi Yang, et al.
SSRN Electronic Journal (2024)
Closed Access
Sihan Chen, Ming Lei, Haoxi Yang, et al.
SSRN Electronic Journal (2024)
Closed Access
High frequency volatility of oil futures in China: Components, modeling, and prediction
Yi Hong, Xiaofan Xu, Chen Yang
Journal of Forecasting (2024) Vol. 43, Iss. 8, pp. 3104-3127
Open Access
Yi Hong, Xiaofan Xu, Chen Yang
Journal of Forecasting (2024) Vol. 43, Iss. 8, pp. 3104-3127
Open Access
Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system
Jie Yang, Yun Feng, Hao Yang
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102296-102296
Closed Access
Jie Yang, Yun Feng, Hao Yang
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102296-102296
Closed Access
