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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:

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

Showing 1-25 of 48 citing articles:

A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series
Seçkin Karasu, Aytaç Altan, Stelios Bekiros, et al.
Energy (2020) Vol. 212, pp. 118750-118750
Closed Access | Times Cited: 427
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2020) Vol. 138, pp. 109936-109936
Open Access | Times Cited: 210
Crude oil time series prediction model based on LSTM network with chaotic Henry gas solubility optimization
Seçkin Karasu, Aytaç Altan
Energy (2021) Vol. 242, pp. 122964-122964
Closed Access | Times Cited: 181
Chaos, randomness and multi-fractality in Bitcoin market
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2017) Vol. 106, pp. 28-34
Closed Access | Times Cited: 145
Uncovering the impact of the COVID-19 pandemic on energy consumption: New insight from difference between pandemic-free scenario and actual electricity consumption in China
Qiang Wang, Shuyu Li, Feng Jiang
Journal of Cleaner Production (2021) Vol. 313, pp. 127897-127897
Open Access | Times Cited: 94
A novel crude oil price forecasting model using decomposition and deep learning networks
Yao Dong, He Jiang, Yunting Guo, et al.
Engineering Applications of Artificial Intelligence (2024) Vol. 133, pp. 108111-108111
Closed Access | Times Cited: 14
Networks of volatility spillovers among stock markets
Eduard Baumöhl, Evžen Kočenda, Štefan Lyócsa, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 490, pp. 1555-1574
Open Access | Times Cited: 76
Impact of the global financial crisis on the crude oil market
Kyohun Joo, Jong Hwan Suh, Daeyong Lee, et al.
Energy Strategy Reviews (2020) Vol. 30, pp. 100516-100516
Open Access | Times Cited: 69
Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM
Melike Bildirici, Nilgün Güler Bayazıt, Yasemen Uçan
Energies (2020) Vol. 13, Iss. 11, pp. 2980-2980
Open Access | Times Cited: 61
Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis
Yanran Hong, Lu Wang, Xiaoqing Ye, et al.
Renewable Energy (2022) Vol. 196, pp. 535-546
Closed Access | Times Cited: 28
The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach
Yue‐Jun Zhang, Shuhui Li
Quantitative Finance (2019) Vol. 19, Iss. 8, pp. 1357-1371
Closed Access | Times Cited: 53
Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis
Salim Lahmiri, Gazi Salah Uddin, Stelios Bekiros
Chaos Solitons & Fractals (2017) Vol. 103, pp. 342-346
Closed Access | Times Cited: 49
Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets
Achraf Ghorbel, Wajdi Frikha, Yasmine Snene Manzli
Eurasian economic review (2022) Vol. 12, Iss. 3, pp. 387-425
Open Access | Times Cited: 27
Wavelet Entropy for Efficiency Assessment of Price, Return, and Volatility of Brent and WTI During Extreme Events
Salim Lahmiri
Commodities (2025) Vol. 4, Iss. 2, pp. 4-4
Open Access
Analysis of Self-Similarity in Short and Long Movements of Crude Oil Prices by Combination of Stationary Wavelet Transform and Range-Scale Analysis: Effects of the COVID-19 Pandemic and Russia-Ukraine War
Salim Lahmiri
Fractal and Fractional (2025) Vol. 9, Iss. 3, pp. 176-176
Open Access
On fractality and chaos in Moroccan family business stock returns and volatility
Salim Lahmiri
Physica A Statistical Mechanics and its Applications (2017) Vol. 473, pp. 29-39
Closed Access | Times Cited: 34
Disturbances and complexity in volatility time series
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2017) Vol. 105, pp. 38-42
Closed Access | Times Cited: 30
Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain
Salim Lahmiri, Gazi Salah Uddin, Stelios Bekiros
Physica A Statistical Mechanics and its Applications (2017) Vol. 486, pp. 947-955
Closed Access | Times Cited: 23
Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, and VIX
Salim Lahmiri, Stelios Bekiros, Frank Bezzina
Physica A Statistical Mechanics and its Applications (2019) Vol. 538, pp. 122858-122858
Closed Access | Times Cited: 22
Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison
Salim Lahmiri, Stelios Bekiros
Physica A Statistical Mechanics and its Applications (2019) Vol. 539, pp. 122923-122923
Closed Access | Times Cited: 20
Real-Time Optimization and Decarbonization of Oil and Gas Production Value Chain Enabled by Industry 4.0 Technologies: A Critical Review
Harpreet Singh, Chengxi Li, Peng Cheng, et al.
SPE Production & Operations (2023) Vol. 38, Iss. 03, pp. 433-451
Closed Access | Times Cited: 6
Detecting Nonlinear Interactions in Complex Systems: Application in Financial Markets
Akylas Fotiadis, Ioannis Vlachos, Dimitris Kugiumtzis
Entropy (2023) Vol. 25, Iss. 2, pp. 370-370
Open Access | Times Cited: 6
MULTIFRACTALS IN WESTERN MAJOR STOCK MARKETS HISTORICAL VOLATILITIES IN TIMES OF FINANCIAL CRISIS
Salim Lahmiri
Fractals (2017) Vol. 25, Iss. 01, pp. 1750010-1750010
Closed Access | Times Cited: 18
The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula
Melike Bildirici
Petroleum Science (2018) Vol. 16, Iss. 1, pp. 217-228
Open Access | Times Cited: 17
Seeking a Chaotic Order in the Cryptocurrency Market
Samet Günay, Kerem Kaşkaloğlu
Mathematical and Computational Applications (2019) Vol. 24, Iss. 2, pp. 36-36
Open Access | Times Cited: 16
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