
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:
News sentiment and jumps in energy spot and futures markets
Svetlana Maslyuk, Kristian Rotaru, Alexander Dokumentov
Pacific-Basin Finance Journal (2016) Vol. 45, pp. 186-210
Closed Access | Times Cited: 38
Svetlana Maslyuk, Kristian Rotaru, Alexander Dokumentov
Pacific-Basin Finance Journal (2016) Vol. 45, pp. 186-210
Closed Access | Times Cited: 38
Showing 1-25 of 38 citing articles:
COVID-19: Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price
Wenli Huang, Yuqi Zheng
Energy RESEARCH LETTERS (2020) Vol. 1, Iss. 2
Open Access | Times Cited: 139
Wenli Huang, Yuqi Zheng
Energy RESEARCH LETTERS (2020) Vol. 1, Iss. 2
Open Access | Times Cited: 139
The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach
Hanen Atri, Saoussen Kouki, Mohamed Imen Gallali
Resources Policy (2021) Vol. 72, pp. 102061-102061
Open Access | Times Cited: 111
Hanen Atri, Saoussen Kouki, Mohamed Imen Gallali
Resources Policy (2021) Vol. 72, pp. 102061-102061
Open Access | Times Cited: 111
Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect
Zhifang He
International Review of Economics & Finance (2019) Vol. 66, pp. 131-153
Closed Access | Times Cited: 83
Zhifang He
International Review of Economics & Finance (2019) Vol. 66, pp. 131-153
Closed Access | Times Cited: 83
The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market
Lu Wang, Feng Ma, Tianjiao Niu, et al.
Energy Economics (2021) Vol. 99, pp. 105319-105319
Closed Access | Times Cited: 58
Lu Wang, Feng Ma, Tianjiao Niu, et al.
Energy Economics (2021) Vol. 99, pp. 105319-105319
Closed Access | Times Cited: 58
Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?
Ata Assaf, Husni Charif, Khaled Mokni
Resources Policy (2021) Vol. 72, pp. 102112-102112
Closed Access | Times Cited: 57
Ata Assaf, Husni Charif, Khaled Mokni
Resources Policy (2021) Vol. 72, pp. 102112-102112
Closed Access | Times Cited: 57
Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects
Yuanyuan Man, Sunpei Zhang, Yongda He
International Review of Economics & Finance (2024) Vol. 93, pp. 1397-1416
Closed Access | Times Cited: 12
Yuanyuan Man, Sunpei Zhang, Yongda He
International Review of Economics & Finance (2024) Vol. 93, pp. 1397-1416
Closed Access | Times Cited: 12
The Dynamic Time-frequency Relationship between International Oil Prices and Investor Sentiment in China: A Wavelet Coherence Analysis
Zhengke Ye, Chunyan Hu, Linjie He, et al.
The Energy Journal (2020) Vol. 41, Iss. 5, pp. 251-270
Closed Access | Times Cited: 52
Zhengke Ye, Chunyan Hu, Linjie He, et al.
The Energy Journal (2020) Vol. 41, Iss. 5, pp. 251-270
Closed Access | Times Cited: 52
Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin
Elie Bouri, Rangan Gupta, Xuan Vinh Vo
Defence and Peace Economics (2020) Vol. 33, Iss. 2, pp. 150-161
Open Access | Times Cited: 51
Elie Bouri, Rangan Gupta, Xuan Vinh Vo
Defence and Peace Economics (2020) Vol. 33, Iss. 2, pp. 150-161
Open Access | Times Cited: 51
Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China
Rongda Chen, Weiwei Bao, Chenglu Jin
International Review of Economics & Finance (2021) Vol. 75, pp. 112-129
Closed Access | Times Cited: 47
Rongda Chen, Weiwei Bao, Chenglu Jin
International Review of Economics & Finance (2021) Vol. 75, pp. 112-129
Closed Access | Times Cited: 47
The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China
Zibo Niu, Yuanyuan Liu, Wang Gao, et al.
Resources Policy (2021) Vol. 73, pp. 102173-102173
Open Access | Times Cited: 45
Zibo Niu, Yuanyuan Liu, Wang Gao, et al.
Resources Policy (2021) Vol. 73, pp. 102173-102173
Open Access | Times Cited: 45
Fuzzy Rule-Based Prediction of Gold Prices using News Affect
Petr Hájek, Josef Novotný
Expert Systems with Applications (2022) Vol. 193, pp. 116487-116487
Open Access | Times Cited: 36
Petr Hájek, Josef Novotný
Expert Systems with Applications (2022) Vol. 193, pp. 116487-116487
Open Access | Times Cited: 36
The role of news-based sentiment in forecasting crude oil price during the Covid-19 pandemic
Jean‐Michel Sahut, Petr Hájek, Vladimír Olej, et al.
Annals of Operations Research (2024)
Closed Access | Times Cited: 7
Jean‐Michel Sahut, Petr Hájek, Vladimír Olej, et al.
Annals of Operations Research (2024)
Closed Access | Times Cited: 7
Sentiment and energy price volatility: A nonlinear high frequency analysis
Fredj Jawadi, David Bourghelle, Philippe Rozin, et al.
Energy Economics (2024) Vol. 133, pp. 107465-107465
Open Access | Times Cited: 6
Fredj Jawadi, David Bourghelle, Philippe Rozin, et al.
Energy Economics (2024) Vol. 133, pp. 107465-107465
Open Access | Times Cited: 6
Does OPEC news sentiment influence stock returns of energy firms in the United States?
Kartick Gupta, Rajabrata Banerjee
Energy Economics (2018) Vol. 77, pp. 34-45
Closed Access | Times Cited: 54
Kartick Gupta, Rajabrata Banerjee
Energy Economics (2018) Vol. 77, pp. 34-45
Closed Access | Times Cited: 54
The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Feng Ma, Yaojie Zhang, M.I.M. Wahab, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 5, pp. 400-414
Closed Access | Times Cited: 48
Feng Ma, Yaojie Zhang, M.I.M. Wahab, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 5, pp. 400-414
Closed Access | Times Cited: 48
Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time- Varying Influence, and Asymmetric Effect
Zhifang He, Fangzhao Zhou, Xiaohua Xia, et al.
Emerging Markets Finance and Trade (2019) Vol. 55, Iss. 12, pp. 2756-2773
Closed Access | Times Cited: 46
Zhifang He, Fangzhao Zhou, Xiaohua Xia, et al.
Emerging Markets Finance and Trade (2019) Vol. 55, Iss. 12, pp. 2756-2773
Closed Access | Times Cited: 46
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
Electricity prices through the lens of sentiments for the UN and the IMF: An asymmetric approach for Türkiye
Pınar Deniz, Thanasis Stengos
Borsa Istanbul Review (2025)
Open Access
Pınar Deniz, Thanasis Stengos
Borsa Istanbul Review (2025)
Open Access
The quantile dependence of commodity futures markets on news sentiment
Akihiro Omura, Neda Todorova
Journal of Futures Markets (2019) Vol. 39, Iss. 7, pp. 818-837
Closed Access | Times Cited: 26
Akihiro Omura, Neda Todorova
Journal of Futures Markets (2019) Vol. 39, Iss. 7, pp. 818-837
Closed Access | Times Cited: 26
Jump volatility and firm‐specific investor sentiment
Chen Wang, Xiong Xiong, Xiao Li
Journal of International Financial Management and Accounting (2024) Vol. 35, Iss. 3, pp. 694-722
Closed Access | Times Cited: 2
Chen Wang, Xiong Xiong, Xiao Li
Journal of International Financial Management and Accounting (2024) Vol. 35, Iss. 3, pp. 694-722
Closed Access | Times Cited: 2
Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment
Zhifang He, Fangzhao Zhou
PLoS ONE (2018) Vol. 13, Iss. 8, pp. e0200734-e0200734
Open Access | Times Cited: 21
Zhifang He, Fangzhao Zhou
PLoS ONE (2018) Vol. 13, Iss. 8, pp. e0200734-e0200734
Open Access | Times Cited: 21
News media analytics in finance: a survey
Tom Marty, Bruce Vanstone, Tobias Hahn
Accounting and Finance (2019) Vol. 60, Iss. 2, pp. 1385-1434
Closed Access | Times Cited: 21
Tom Marty, Bruce Vanstone, Tobias Hahn
Accounting and Finance (2019) Vol. 60, Iss. 2, pp. 1385-1434
Closed Access | Times Cited: 21
Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis
Sufang Li, Qiufan Xu, Yixue Lv, et al.
Resources Policy (2022) Vol. 78, pp. 102868-102868
Open Access | Times Cited: 10
Sufang Li, Qiufan Xu, Yixue Lv, et al.
Resources Policy (2022) Vol. 78, pp. 102868-102868
Open Access | Times Cited: 10
Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws
Gbadebo Oladosu
Journal of commodity markets (2021) Vol. 27, pp. 100219-100219
Open Access | Times Cited: 13
Gbadebo Oladosu
Journal of commodity markets (2021) Vol. 27, pp. 100219-100219
Open Access | Times Cited: 13
Oil sentiment and the U.S. inflation premium
Sultan Alturki, Eric Olson
Energy Economics (2022) Vol. 114, pp. 106317-106317
Closed Access | Times Cited: 9
Sultan Alturki, Eric Olson
Energy Economics (2022) Vol. 114, pp. 106317-106317
Closed Access | Times Cited: 9