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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:

Oil volatility risk and expected stock returns
Peter Christoffersen, Xuhui Pan
Journal of Banking & Finance (2017) Vol. 95, pp. 5-26
Open Access | Times Cited: 116

Showing 1-25 of 116 citing articles:

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index
Jihong Xiao, Min Zhou, Fengming Wen, et al.
Energy Economics (2018) Vol. 74, pp. 777-786
Closed Access | Times Cited: 241
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model
Abebe Hailemariam, Russell Smyth, Xibin Zhang
Energy Economics (2019) Vol. 83, pp. 40-51
Closed Access | Times Cited: 188
Dynamic connectedness between oil prices and stock returns of clean energy and technology companies
Samia Nasreen, Aviral Kumar Tiwari, Juncal Cuñado, et al.
Journal of Cleaner Production (2020) Vol. 260, pp. 121015-121015
Closed Access | Times Cited: 187
The protective nature of gold during times of oil price volatility: An analysis of the COVID-19 pandemic
Yu Li, Muhammad Umair
The Extractive Industries and Society (2023) Vol. 15, pp. 101284-101284
Open Access | Times Cited: 166
Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis
Besma Hamdi, Mouna Aloui, Faisal Alqahtani, et al.
Energy Economics (2019) Vol. 80, pp. 536-552
Closed Access | Times Cited: 147
Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach
Jihong Xiao, Chunyan Hu, Guangda Ouyang, et al.
Energy Economics (2019) Vol. 80, pp. 297-309
Closed Access | Times Cited: 140
Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective
Boqiang Lin, Rui Bai
Research in International Business and Finance (2020) Vol. 56, pp. 101357-101357
Closed Access | Times Cited: 106
Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence
Fenghua Wen, Jihong Xiao, Xiaohua Xia, et al.
Emerging Markets Finance and Trade (2018) Vol. 55, Iss. 6, pp. 1247-1263
Closed Access | Times Cited: 91
The role of oil futures intraday information on predicting US stock market volatility
Yusui Tang, Xiao Xiao, M.I.M. Wahab, et al.
Journal of Management Science and Engineering (2020) Vol. 6, Iss. 1, pp. 64-74
Open Access | Times Cited: 82
Oil volatility risk
Lin Gao, Steffen Hitzemann, Ivan Shaliastovich, et al.
Journal of Financial Economics (2021) Vol. 144, Iss. 2, pp. 456-491
Closed Access | Times Cited: 62
Investor attention and oil market volatility: Does economic policy uncertainty matter?
Jihong Xiao, Yudong Wang
Energy Economics (2021) Vol. 97, pp. 105180-105180
Closed Access | Times Cited: 61
Geopolitical risk and oil price volatility: Evidence from Markov-switching model
Lihua Qian, Qing Zeng, Tao Li
International Review of Economics & Finance (2022) Vol. 81, pp. 29-38
Closed Access | Times Cited: 58
Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes
Lin Chen, Fenghua Wen, Wanyang Li, et al.
Energy Economics (2022) Vol. 107, pp. 105857-105857
Closed Access | Times Cited: 55
Oil price uncertainty and stock price crash risk: Evidence from China
Jihong Xiao, Chen Xian, Yang Li, et al.
Energy Economics (2022) Vol. 112, pp. 106118-106118
Closed Access | Times Cited: 54
Impact of oil price risk on sectoral equity markets: Implications on portfolio management
Aviral Kumar Tiwari, Sangram Keshari Jena, Amarnath Mitra, et al.
Energy Economics (2018) Vol. 72, pp. 120-134
Closed Access | Times Cited: 79
The Economic Impact of Index Investing
Jonathan Brogaard, Matthew C. Ringgenberg, David Sovich
Review of Financial Studies (2018) Vol. 32, Iss. 9, pp. 3461-3499
Closed Access | Times Cited: 71
Understanding cryptocurrency volatility: The role of oil market shocks
Libo Yin, Jing Nie, Liyan Han
International Review of Economics & Finance (2020) Vol. 72, pp. 233-253
Closed Access | Times Cited: 67
Factor Structure in Commodity Futures Return and Volatility
Peter Christoffersen, Asger Lunde, Kasper V. Olesen
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 3, pp. 1083-1115
Open Access | Times Cited: 67
Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis
Francesco Benedetto, Loretta Mastroeni, Greta Quaresima, et al.
Energy Economics (2020) Vol. 89, pp. 104815-104815
Closed Access | Times Cited: 56
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Walid Mensi, Shawkat Hammoudeh, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 75, pp. 101457-101457
Closed Access | Times Cited: 43
The impact of oil price shocks on the risk-return relation in the Chinese stock market
Fenghua Wen, Minzhi Zhang, Jihong Xiao, et al.
Finance research letters (2022) Vol. 47, pp. 102788-102788
Closed Access | Times Cited: 31
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold
Emrah İsmail Çevik, Samet Günay, Muhammad Wasif Zafar, et al.
Resources Policy (2022) Vol. 79, pp. 103081-103081
Closed Access | Times Cited: 29
The tail risk premium in the oil market
Reinhard Ellwanger
Energy Economics (2024), pp. 108041-108041
Open Access | Times Cited: 6
Asymmetric dynamics between cryptocurrency uncertainty and the oil and gold markets: evidence from Granger causality in quantiles
Jian Zhang, Jinsong Zhao, Chi‐Chuan Lee
Applied Economics (2024), pp. 1-14
Closed Access | Times Cited: 6
The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models
Jihong Xiao, Fenghua Wen, Yupei Zhao, et al.
International Review of Economics & Finance (2021) Vol. 74, pp. 311-333
Closed Access | Times Cited: 40
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