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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:

Cross-correlations between Baltic Dry Index and crude oil prices
Qingsong Ruan, Yao Wang, Xinsheng Lu, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 453, pp. 278-289
Closed Access | Times Cited: 95

Showing 1-25 of 95 citing articles:

Investor sentiment and the price of oil
Mahmoud Qadan, Hazar Nama
Energy Economics (2017) Vol. 69, pp. 42-58
Closed Access | Times Cited: 203
The impact of geopolitical risk on the behavior of oil prices and freight rates
Manuel Monge, M. F. Romero, Luis A. Gil‐Alana
Energy (2023) Vol. 269, pp. 126779-126779
Open Access | Times Cited: 47
Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach
Yufeng Chen, Jing Xu, Jiafeng Miao
Resources Policy (2023) Vol. 81, pp. 103296-103296
Closed Access | Times Cited: 42
Multifractal analysis of financial markets: a review
Zhi‐Qiang Jiang, Wen-Jie Xie, Wei‐Xing Zhou, et al.
Reports on Progress in Physics (2019) Vol. 82, Iss. 12, pp. 125901-125901
Open Access | Times Cited: 139
Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets
Jingyu Jin, Yu Jiang, Yang Hu, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 527, pp. 121121-121121
Closed Access | Times Cited: 84
Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach
Xiaolei Sun, Chang Liu, Jun Wang, et al.
International Review of Financial Analysis (2020) Vol. 68, pp. 101453-101453
Closed Access | Times Cited: 84
How do geopolitical risks affect oil prices and freight rates?
Khalid Khan, Chi‐Wei Su, Ran Tao, et al.
Ocean & Coastal Management (2021) Vol. 215, pp. 105955-105955
Closed Access | Times Cited: 59
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events
Emmanuel Joel Aikins Abakah, Mohammad Abdullah, Boakye Dankwah, et al.
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102126-102126
Closed Access | Times Cited: 8
Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect
Qingsong Ruan, Shuhua Zhang, Dayong Lv, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 491, pp. 779-791
Closed Access | Times Cited: 56
A study on chaos in crude oil markets before and after 2008 international financial crisis
Salim Lahmiri
Physica A Statistical Mechanics and its Applications (2016) Vol. 466, pp. 389-395
Closed Access | Times Cited: 48
Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models
Haithem Awijen, Hachmi Ben Ameur, Zied Ftiti, et al.
Annals of Operations Research (2023)
Closed Access | Times Cited: 14
Understanding the Baltic Dry Index (BDI): an explainable decomposition approach
Liu Guan, Zhigang Zhao, Qinghe Sun
Maritime Policy & Management (2025), pp. 1-25
Closed Access
Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models
Yuye Zou, Jing Xu, Yanhui Chen
PLoS ONE (2025) Vol. 20, Iss. 1, pp. e0315167-e0315167
Open Access
Time-Varying Efficiency in Spot and Future Energy Markets and Precious Metals: An Econophysics Approach
Imen Mahmoud
Risk and Decision Analysis (2025)
Closed Access
BALTIK KURU YÜK ENDEKSİ VE DOLAR ENDEKSİNİN İSTANBUL NAVLUN ENDEKSİ ÜZERİNDEKİ ETKİSİ: VAR ANALİZİ İLE İNCELENMESİ
Meltem Kılıç, Aydın Gürbüz
Trakya Üniversitesi sosyal bilimler dergisi/Trakya Üniversitesi Sosyal Bilimler dergisi (2025) Vol. 27, Iss. IERFM 2025 Özel Sayı, pp. 227-252
Open Access
Cross-correlations between the US monetary policy, US dollar index and crude oil market
Xinxin Sun, Xinsheng Lu, Gongzheng Yue, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 467, pp. 326-344
Closed Access | Times Cited: 46
A new hybrid model for multi-step WTI futures price forecasting based on self-attention mechanism and spatial–temporal graph neural network
Geya Zhao, Minggao Xue, Li Cheng
Resources Policy (2023) Vol. 85, pp. 103956-103956
Closed Access | Times Cited: 12
Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation
Christina Anderl, Guglielmo Maria Caporale
International Economics (2024) Vol. 178, pp. 100500-100500
Open Access | Times Cited: 4
Multifractal cross-correlations between crude oil and tanker freight rate
Feier Chen, Yuqi Miao, Kang Tian, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 474, pp. 344-354
Closed Access | Times Cited: 39
The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test
Arunava Bandyopadhyay, Prabina Rajib
Mineral Economics (2021) Vol. 36, Iss. 2, pp. 217-237
Open Access | Times Cited: 25
Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns
Sheng Fang, Xinsheng Lu, Jianfeng Li, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 509, pp. 551-566
Closed Access | Times Cited: 28
The volatility linkage between energy and agricultural futures markets with external shocks
Liyan Han, Jiayu Jin, Lei Wu, et al.
International Review of Financial Analysis (2019) Vol. 68, pp. 101317-101317
Closed Access | Times Cited: 28
A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method
Xin Zhang, M. Y. Chen, Minggang Wang, et al.
Applied Mathematics and Computation (2019) Vol. 361, pp. 499-516
Open Access | Times Cited: 28
Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA
Xinsheng Lu, Xinxin Sun, Jintian Ge
Physica A Statistical Mechanics and its Applications (2017) Vol. 474, pp. 144-161
Closed Access | Times Cited: 27
Cross-correlations between RMB exchange rate and international commodity markets
Xinsheng Lu, Jianfeng Li, Ying Zhou, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 486, pp. 168-182
Closed Access | Times Cited: 27
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