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:
A comprehensive appraisal of style-integration methods
Adrian Fernández-Pérez, Ana-Marı́a Fuertes, Joëlle Miffre
Journal of Banking & Finance (2019) Vol. 105, pp. 134-150
Open Access | Times Cited: 29
Adrian Fernández-Pérez, Ana-Marı́a Fuertes, Joëlle Miffre
Journal of Banking & Finance (2019) Vol. 105, pp. 134-150
Open Access | Times Cited: 29
Showing 1-25 of 29 citing articles:
The untold story of commodity futures in China
John Hua Fan, Tingxi Zhang
Journal of Futures Markets (2019) Vol. 40, Iss. 4, pp. 671-706
Closed Access | Times Cited: 47
John Hua Fan, Tingxi Zhang
Journal of Futures Markets (2019) Vol. 40, Iss. 4, pp. 671-706
Closed Access | Times Cited: 47
From Factor Investing to Smart Beta: a systematic literature review
Noemi Giampaoli
Managerial Finance (2025)
Closed Access
Noemi Giampaoli
Managerial Finance (2025)
Closed Access
Factor based commodity investing
Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Journal of Banking & Finance (2020) Vol. 115, pp. 105807-105807
Open Access | Times Cited: 37
Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Journal of Banking & Finance (2020) Vol. 115, pp. 105807-105807
Open Access | Times Cited: 37
Commodity Futures Characteristics and Asset Pricing Models
Qin Yiyi, Jun Cai, Jie Zhu, et al.
Journal of Futures Markets (2025)
Closed Access
Qin Yiyi, Jun Cai, Jie Zhu, et al.
Journal of Futures Markets (2025)
Closed Access
Commodity momentum: A tale of countries and sectors
John Hua Fan, Xiao Qiao
Journal of commodity markets (2023) Vol. 29, pp. 100315-100315
Closed Access | Times Cited: 7
John Hua Fan, Xiao Qiao
Journal of commodity markets (2023) Vol. 29, pp. 100315-100315
Closed Access | Times Cited: 7
Measuring commodity market quality
Tobias Lauter, Marcel Prokopczuk
Journal of Banking & Finance (2022) Vol. 145, pp. 106658-106658
Closed Access | Times Cited: 9
Tobias Lauter, Marcel Prokopczuk
Journal of Banking & Finance (2022) Vol. 145, pp. 106658-106658
Closed Access | Times Cited: 9
Core-satellite investing with commodity futures momentum
Immo Stadtmüller, Benjamin Auer, Frank Schuhmacher
Journal of Asset Management (2024) Vol. 25, Iss. 3, pp. 261-287
Closed Access | Times Cited: 1
Immo Stadtmüller, Benjamin Auer, Frank Schuhmacher
Journal of Asset Management (2024) Vol. 25, Iss. 3, pp. 261-287
Closed Access | Times Cited: 1
Investable commodity premia in China
Robert J. Bianchi, John Hua Fan, Tingxi Zhang
Journal of Banking & Finance (2021) Vol. 127, pp. 106127-106127
Closed Access | Times Cited: 8
Robert J. Bianchi, John Hua Fan, Tingxi Zhang
Journal of Banking & Finance (2021) Vol. 127, pp. 106127-106127
Closed Access | Times Cited: 8
Commodity factor investing via machine learning
Shunwei Zhu, Chunyang Zhou, Hailong Liu, et al.
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102231-102231
Closed Access | Times Cited: 3
Shunwei Zhu, Chunyang Zhou, Hailong Liu, et al.
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102231-102231
Closed Access | Times Cited: 3
The commodity futures' historical basis in trading strategy and portfolio investment
Yingjian Pu, Baochen Yang
Energy Economics (2021) Vol. 105, pp. 105780-105780
Closed Access | Times Cited: 7
Yingjian Pu, Baochen Yang
Energy Economics (2021) Vol. 105, pp. 105780-105780
Closed Access | Times Cited: 7
The commodity risk premium and neural networks
Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
The Buffett Indicator: International Evidence
Laurens Swinkels, Thomas S. Umlauft
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Laurens Swinkels, Thomas S. Umlauft
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
On the benefits of active stock selection strategies for diversified investors
Immo Stadtmüller, Benjamin Auer, Frank Schuhmacher
The Quarterly Review of Economics and Finance (2022) Vol. 85, pp. 342-354
Closed Access | Times Cited: 3
Immo Stadtmüller, Benjamin Auer, Frank Schuhmacher
The Quarterly Review of Economics and Finance (2022) Vol. 85, pp. 342-354
Closed Access | Times Cited: 3
The strategic allocation to style-integrated portfolios of commodity futures
Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 4
Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 4
A Bayesian perspective on commodity style integration
Ana-Marı́a Fuertes, Nan Zhao
Journal of commodity markets (2023) Vol. 30, pp. 100328-100328
Open Access | Times Cited: 1
Ana-Marı́a Fuertes, Nan Zhao
Journal of commodity markets (2023) Vol. 30, pp. 100328-100328
Open Access | Times Cited: 1
Enhanced factor investing in the Korean stock market
Saejoon Kim
Pacific-Basin Finance Journal (2021) Vol. 67, pp. 101558-101558
Closed Access | Times Cited: 3
Saejoon Kim
Pacific-Basin Finance Journal (2021) Vol. 67, pp. 101558-101558
Closed Access | Times Cited: 3
How to Incorporate Characteristics into the Portfolio Construction Process
Tobias Glas
Springer eBooks (2022), pp. 175-186
Closed Access | Times Cited: 2
Tobias Glas
Springer eBooks (2022), pp. 175-186
Closed Access | Times Cited: 2
The interest rate factor in commodity markets
Haicheng Shu
Quantitative Finance (2020) Vol. 21, Iss. 12, pp. 2103-2118
Closed Access | Times Cited: 2
Haicheng Shu
Quantitative Finance (2020) Vol. 21, Iss. 12, pp. 2103-2118
Closed Access | Times Cited: 2
The risk premia of energy futures
Adrian Fernández-Pérez, Ana-Marı́a Fuertes, Joëlle Miffre
Energy Economics (2021) Vol. 102, pp. 105460-105460
Open Access | Times Cited: 2
Adrian Fernández-Pérez, Ana-Marı́a Fuertes, Joëlle Miffre
Energy Economics (2021) Vol. 102, pp. 105460-105460
Open Access | Times Cited: 2
Factor investing: a unified view
Saejoon Kim
Applied Economics (2022) Vol. 55, Iss. 14, pp. 1567-1580
Closed Access | Times Cited: 1
Saejoon Kim
Applied Economics (2022) Vol. 55, Iss. 14, pp. 1567-1580
Closed Access | Times Cited: 1
Understanding heuristics-based financial decision-making using behavioral portfolio strategies
Kamran Quddus, Ashok Banerjee
Review of Behavioral Finance (2021) Vol. 15, Iss. 2, pp. 121-137
Closed Access | Times Cited: 1
Kamran Quddus, Ashok Banerjee
Review of Behavioral Finance (2021) Vol. 15, Iss. 2, pp. 121-137
Closed Access | Times Cited: 1
Probability weighting in commodity futures markets
Jun Yuan, Qi Xu, Ying Wang
Journal of Futures Markets (2023) Vol. 43, Iss. 4, pp. 516-548
Closed Access
Jun Yuan, Qi Xu, Ying Wang
Journal of Futures Markets (2023) Vol. 43, Iss. 4, pp. 516-548
Closed Access
Cloning mutual fund returns
Benjamin Auer, Frank Schuhmacher, Sebastian Niemann
The Quarterly Review of Economics and Finance (2023) Vol. 90, pp. 31-37
Closed Access
Benjamin Auer, Frank Schuhmacher, Sebastian Niemann
The Quarterly Review of Economics and Finance (2023) Vol. 90, pp. 31-37
Closed Access
Newswire Tone-Overlay Commodity Portfolios
Ana-Marı́a Fuertes, Nan Zhao
SSRN Electronic Journal (2023)
Closed Access
Ana-Marı́a Fuertes, Nan Zhao
SSRN Electronic Journal (2023)
Closed Access
