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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:

Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility
Yixuan Song, Mengxi He, Yudong Wang, et al.
Resources Policy (2022) Vol. 79, pp. 103093-103093
Closed Access | Times Cited: 12

Showing 12 citing articles:

How useful are energy-related uncertainty for oil price volatility forecasting?
Xiaoyun Zhang, Qiang Guo
Finance research letters (2024) Vol. 60, pp. 104953-104953
Closed Access | Times Cited: 10
Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review
Ioannis Dokas, Georgios Oikonomou, Minas Panagiotidis, et al.
Energies (2023) Vol. 16, Iss. 3, pp. 1491-1491
Open Access | Times Cited: 16
The dynamic impact of investor climate sentiment on the crude oil futures market: Evidence from the Chinese market
Wenwen Liu, Miaomiao Tang, Zhao Peng
PLoS ONE (2025) Vol. 20, Iss. 2, pp. e0314579-e0314579
Open Access
The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns
Zhikai Zhang, Yaojie Zhang, Yudong Wang, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 4, pp. 557-584
Closed Access | Times Cited: 4
A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
Werner Kristjanpoller
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 4
Volatility forecasting on China's oil futures: New evidence from interpretable ensemble boosting trees
Lingbing Feng, Haicheng Rao, Brian M. Lucey, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 1595-1615
Closed Access | Times Cited: 2
Modelling and forecasting crude oil price volatility with climate policy uncertainty
Mengxi He, Yaojie Zhang, Yudong Wang, et al.
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 2
Forecasting interval‐valued returns of crude oil: A novel kernel‐based approach
Kun Yang, Xueqing Xu, Yunjie Wei, et al.
Journal of Forecasting (2024)
Closed Access | Times Cited: 1
A novel selective ensemble point and interval prediction system for energy futures price: Forming a new multi-objective modeling paradigm
Jingyi Wang
Applied Intelligence (2024) Vol. 54, Iss. 7, pp. 5465-5485
Closed Access
Unveiling the gold-oil whirl amidst market uncertainty shocks in China
Houjian Li, Yanjiao Li, Fangyuan Luo
The North American Journal of Economics and Finance (2024) Vol. 76, pp. 102333-102333
Closed Access
Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis
Loretta Mastroeni, Alessandro Mazzoccoli, Greta Quaresima
Energy Economics (2024), pp. 108146-108146
Closed Access
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
C. Matthew Shi, Yu Wei, Xiafei Li, et al.
Energy Economics (2023) Vol. 126, pp. 107037-107037
Closed Access
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