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:
The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models
Hongwei Zhang, Xinyi Zhao, Wang Gao, et al.
Journal of commodity markets (2023) Vol. 32, pp. 100352-100352
Closed Access | Times Cited: 6
Hongwei Zhang, Xinyi Zhao, Wang Gao, et al.
Journal of commodity markets (2023) Vol. 32, pp. 100352-100352
Closed Access | Times Cited: 6
Showing 6 citing articles:
The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach
Wang Gao, Xiaoman Jin, Hongwei Zhang, et al.
Energy Economics (2025), pp. 108171-108171
Closed Access
Wang Gao, Xiaoman Jin, Hongwei Zhang, et al.
Energy Economics (2025), pp. 108171-108171
Closed Access
Prediction of Chinese stock volatility: Harnessing higher-order moments information of stock and futures markets
Gaoxiu Qiao, Ying Wang, Wenwen Liu
Research in International Business and Finance (2025), pp. 102863-102863
Closed Access
Gaoxiu Qiao, Ying Wang, Wenwen Liu
Research in International Business and Finance (2025), pp. 102863-102863
Closed Access
Exploring the impact of oil security attention on oil volatility: A new perspective
Lu Wang, Shan Li, Chao Liang
International Finance (2024) Vol. 27, Iss. 1, pp. 61-80
Closed Access | Times Cited: 2
Lu Wang, Shan Li, Chao Liang
International Finance (2024) Vol. 27, Iss. 1, pp. 61-80
Closed Access | Times Cited: 2
Forecasting the volatility of crude oil futures: New evidence from jump-induced volatility
Anupam Dutta, Elie Bouri
Energy Strategy Reviews (2024) Vol. 56, pp. 101588-101588
Open Access | Times Cited: 1
Anupam Dutta, Elie Bouri
Energy Strategy Reviews (2024) Vol. 56, pp. 101588-101588
Open Access | Times Cited: 1
Natural disaster shocks and commodity market volatility: A machine learning approach
Ilias Kampouris, Charilaos Mertzanis, Aristeidis Samitas
Pacific-Basin Finance Journal (2024) Vol. 90, pp. 102618-102618
Closed Access
Ilias Kampouris, Charilaos Mertzanis, Aristeidis Samitas
Pacific-Basin Finance Journal (2024) Vol. 90, pp. 102618-102618
Closed Access
Volatility and Skewness Predictability with Deep Learning and Big Data: Chinese Futures Market Case
Jiancheng Shen, Jia Wang, Xuejun Ma, et al.
(2024)
Closed Access
Jiancheng Shen, Jia Wang, Xuejun Ma, et al.
(2024)
Closed Access
