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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:

Basis‐Momentum
Martijn Boons, Melissa Porras Prado
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 239-279
Closed Access | Times Cited: 111

Showing 1-25 of 111 citing articles:

The geopolitical risk premium in the commodity futures market
Daxuan Cheng, Yin Liao, Zheyao Pan
Journal of Futures Markets (2023) Vol. 43, Iss. 8, pp. 1069-1090
Open Access | Times Cited: 31
Commodity Futures Characteristics and Asset Pricing Models
Qin Yiyi, Jun Cai, Jie Zhu, et al.
Journal of Futures Markets (2025)
Closed Access
Media emotion intensity and commodity futures pricing
Yeguang Chi, Lina El‐Jahel, Thanh Vu
Journal of commodity markets (2025), pp. 100460-100460
Open Access
Tail risk premium in the crude oil market
Bingxin Li, Shenru Li
Energy Economics (2025), pp. 108282-108282
Closed Access
The untold story of commodity futures in China
John Hua Fan, Tingxi Zhang
Journal of Futures Markets (2019) Vol. 40, Iss. 4, pp. 671-706
Closed Access | Times Cited: 47
FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS
Filippo Natoli
Journal of Economic Surveys (2021) Vol. 35, Iss. 2, pp. 488-511
Closed Access | Times Cited: 38
Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model
Qingyuan Han
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Fear of hazards in commodity futures markets
Adrian Fernández-Pérez, Ana-Marı́a Fuertes, Marcos González-Fernández, et al.
Journal of Banking & Finance (2020) Vol. 119, pp. 105902-105902
Open Access | Times Cited: 38
Factor based commodity investing
Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Journal of Banking & Finance (2020) Vol. 115, pp. 105807-105807
Open Access | Times Cited: 37
Wisdom of crowds and commodity pricing
John Hua Fan, Sebastian Binnewies, Sanuri De Silva
Journal of Futures Markets (2023) Vol. 43, Iss. 8, pp. 1040-1068
Open Access | Times Cited: 8
Curve momentum
Raphael Paschke, Marcel Prokopczuk, Chardin Wese Simen
Journal of Banking & Finance (2019) Vol. 113, pp. 105718-105718
Closed Access | Times Cited: 24
The Negative Pricing of the May 2020 WTI Contract
Adrian Fernández-Pérez, Ana-Marı́a Fuertes, Joëlle Miffre
The Energy Journal (2022) Vol. 44, Iss. 1, pp. 119-142
Open Access | Times Cited: 12
Factor Momentum in Commodity Futures Markets
Yiyan Qian, Ying Jiang, Xiaoquan Liu
(2024)
Closed Access | Times Cited: 2
Factors of predictive power for metal commodities
Patric Papenfuß, Amelie Schischke, Andreas Rathgeber
The North American Journal of Economics and Finance (2024), pp. 102309-102309
Open Access | Times Cited: 2
Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price
Todd Hazelkorn, Tobias J. Moskowitz, Kaushik Vasudevan
The Journal of Finance (2022) Vol. 78, Iss. 1, pp. 301-345
Open Access | Times Cited: 11
The Virtue of Complexity Everywhere
Bryan T. Kelly, Semyon Malamud, Kangying Zhou
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 10
The cross section of Chinese commodity futures return
Bin Li, Cheng Sun, Yang Zhou
Journal of Management Science and Engineering (2021) Vol. 6, Iss. 2, pp. 146-164
Open Access | Times Cited: 13
The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?
Xin Gao, Bingxin Li, Rui Liu
Journal of commodity markets (2022) Vol. 30, pp. 100274-100274
Closed Access | Times Cited: 9
The commodity risk premium and neural networks
Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre, et al.
Journal of Empirical Finance (2023) Vol. 74, pp. 101433-101433
Open Access | Times Cited: 5
Predictability of commodity futures returns with machine learning models
Shirui Wang, Tianyang Zhang
Journal of Futures Markets (2023) Vol. 44, Iss. 2, pp. 302-322
Closed Access | Times Cited: 5
Novel and Old News Sentiment in Commodity Futures Markets
Lina El‐Jahel, Yeguang Chi, Thanh Vu
(2024)
Closed Access | Times Cited: 1
Forecasting the volatility of crude oil basis: Univariate models versus multivariate models
Qianjie Geng, Yudong Wang
Energy (2024) Vol. 295, pp. 130969-130969
Closed Access | Times Cited: 1
Commodity premia and risk management
John Hua Fan, Tingxi Zhang
Journal of Futures Markets (2024) Vol. 44, Iss. 7, pp. 1097-1116
Closed Access | Times Cited: 1
What Drives Commodity Price Variation?
Meng Han, Lammertjan Dam, Walter Pohl
Review of Finance (2024)
Open Access | Times Cited: 1
Term Structure and Risk Premiums of Commodity Futures With Linear Regressions
Daejin Kim
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
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