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OpenAlex Citation Counts

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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:

Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect
Cai Yang, Xu Gong, Hongwei Zhang
Resources Policy (2018) Vol. 61, pp. 548-563
Closed Access | Times Cited: 77

Showing 1-25 of 77 citing articles:

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
The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning
Sami Ben Jabeur, Rabeh Khalfaoui, Wissal Ben Arfi
Journal of Environmental Management (2021) Vol. 298, pp. 113511-113511
Open Access | Times Cited: 110
Investor sentiment and stock volatility: New evidence
Xue Gong, Weiguo Zhang, Junbo Wang, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102028-102028
Closed Access | Times Cited: 72
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
Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices
Yongmei Fang, Bo Guan, Shangjuan Wu, et al.
Journal of Forecasting (2020) Vol. 39, Iss. 6, pp. 877-886
Open Access | Times Cited: 74
Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?
Zhonglu Chen, Chao Liang, Muhammad Umar
Resources Policy (2021) Vol. 74, pp. 102391-102391
Closed Access | Times Cited: 64
Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges
Peijin Wang, Hongwei Zhang, Cai Yang, et al.
Research in International Business and Finance (2021) Vol. 58, pp. 101479-101479
Closed Access | Times Cited: 61
Effects of structural changes on the prediction of downside volatility in futures markets
Xu Gong, Boqiang Lin
Journal of Futures Markets (2021) Vol. 41, Iss. 7, pp. 1124-1153
Closed Access | Times Cited: 59
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
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
Jiawen Luo, Qiang Ji, Tony Klein, et al.
Energy Economics (2020) Vol. 89, pp. 104781-104781
Open Access | Times Cited: 60
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
Regime-switching energy price volatility: The role of economic policy uncertainty
Alexandre Scarcioffolo, Xiaoli L. Etienne
International Review of Economics & Finance (2021) Vol. 76, pp. 336-356
Closed Access | Times Cited: 43
A decomposition ensemble based deep learning approach for crude oil price forecasting
He Jiang, Weiqiang Hu, Ling Xiao, et al.
Resources Policy (2022) Vol. 78, pp. 102855-102855
Closed Access | Times Cited: 30
Multi-perspective investor attention and oil futures volatility forecasting
Hui Qu, Guo Li
Energy Economics (2023) Vol. 119, pp. 106531-106531
Closed Access | Times Cited: 21
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
Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting
Aviral Kumar Tiwari, Gagan Deep Sharma, Amar Rao, et al.
Energy Economics (2024) Vol. 134, pp. 107608-107608
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
The predictive power of oil price shocks on realized volatility of oil: A note
Rıza Demirer, Rangan Gupta, Christian Pierdzioch, et al.
Resources Policy (2020) Vol. 69, pp. 101856-101856
Open Access | Times Cited: 46
Predicting energy futures high-frequency volatility using technical indicators: The role of interaction
Xue Gong, Xin Ye, Weiguo Zhang, et al.
Energy Economics (2023) Vol. 119, pp. 106533-106533
Closed Access | Times Cited: 14
Dynamic impacts of online investor sentiment on international crude oil prices
Lu‐Tao Zhao, Yue-Yue Xing, Qiu-Rong Zhao, et al.
Resources Policy (2023) Vol. 82, pp. 103506-103506
Closed Access | Times Cited: 13
Crude oil Price forecasting: Leveraging machine learning for global economic stability
Amar Rao, Gagan Deep Sharma, Aviral Kumar Tiwari, et al.
Technological Forecasting and Social Change (2025) Vol. 216, pp. 124133-124133
Closed Access
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence
Jiqian Wang, Yisu Huang, Feng Ma, et al.
Energy Economics (2020) Vol. 91, pp. 104897-104897
Closed Access | Times Cited: 37
Forecast on silver futures linked with structural breaks and day-of-the-week effect
Wenlan Li, Yuxiang Cheng, Qiang Fang
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101192-101192
Closed Access | Times Cited: 34
What drives oil prices? — A Markov switching VAR approach
Xu Gong, Keqin Guan, Liqing Chen, et al.
Resources Policy (2021) Vol. 74, pp. 102316-102316
Closed Access | Times Cited: 30
Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market
Ziyu Song, Xiaomin Gong, Cheng Zhang, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 528-545
Closed Access | Times Cited: 22
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