Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Risk Everywhere: Modeling and Managing Volatility
Tim Bollerslev, Benjamin Hood, John Huss, et al.
Review of Financial Studies (2018) Vol. 31, Iss. 7, pp. 2729-2773
Open Access | Times Cited: 300

Showing 1-25 of 300 citing articles:

Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Jiqian Wang, Feng Ma, Elie Bouri, et al.
Energy Economics (2022) Vol. 108, pp. 105904-105904
Closed Access | Times Cited: 129
Forecasting crude oil market volatility using variable selection and common factor
Yaojie Zhang, M.I.M. Wahab, Yudong Wang
International Journal of Forecasting (2022) Vol. 39, Iss. 1, pp. 486-502
Closed Access | Times Cited: 78
Does Central Bank Tone Move Asset Prices?
Maik Schmeling, Christian Wagner
Journal of Financial and Quantitative Analysis (2024), pp. 1-32
Open Access | Times Cited: 37
More is better? The impact of predictor choice on the INE oil futures volatility forecasting
Tong Fu, Dasen Huang, Lingbing Feng, et al.
Energy Economics (2024) Vol. 134, pp. 107540-107540
Closed Access | Times Cited: 26
Climate risk and predictability of global stock market volatility
Mingtao Zhou, Yong Ma
Journal of International Financial Markets Institutions and Money (2025) Vol. 101, pp. 102135-102135
Closed Access | Times Cited: 2
Economic policy uncertainty and the Chinese stock market volatility: Novel evidence
Tao Li, Feng Ma, Xuehua Zhang, et al.
Economic Modelling (2019) Vol. 87, pp. 24-33
Closed Access | Times Cited: 138
Is implied volatility more informative for forecasting realized volatility: An international perspective
Chao Liang, Yu Wei, Yaojie Zhang
Journal of Forecasting (2020) Vol. 39, Iss. 8, pp. 1253-1276
Closed Access | Times Cited: 112
Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?
Jiqian Wang, Xinjie Lu, Feng He, et al.
International Review of Financial Analysis (2020) Vol. 72, pp. 101596-101596
Open Access | Times Cited: 110
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Štefan Lyócsa, Péter Molnár, Tomáš Plíhal, et al.
Journal of Economic Dynamics and Control (2020) Vol. 119, pp. 103980-103980
Open Access | Times Cited: 107
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models
Christian Conrad, Onno Kleen
Journal of Applied Econometrics (2019) Vol. 35, Iss. 1, pp. 19-45
Open Access | Times Cited: 101
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
Journal of Econometrics (2018) Vol. 207, Iss. 1, pp. 71-91
Open Access | Times Cited: 99
The role of oil futures intraday information on predicting US stock market volatility
Yusui Tang, Xiao Xiao, M.I.M. Wahab, et al.
Journal of Management Science and Engineering (2020) Vol. 6, Iss. 1, pp. 64-74
Open Access | Times Cited: 82
Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Energy (2020) Vol. 212, pp. 118743-118743
Open Access | Times Cited: 73
Oil shocks and stock market volatility: New evidence
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Energy Economics (2021) Vol. 103, pp. 105567-105567
Closed Access | Times Cited: 71
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: 67
Hedging demand and market intraday momentum
Guido Baltussen, Zhi Da, Sten Lammers, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 377-403
Open Access | Times Cited: 59
Forecasting crude oil volatility with uncertainty indicators: New evidence
Xiafei Li, Chao Liang, Zhonglu Chen, et al.
Energy Economics (2022) Vol. 108, pp. 105936-105936
Closed Access | Times Cited: 59
Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
Štefan Lyócsa, Tomáš Plíhal
Finance research letters (2022) Vol. 48, pp. 102995-102995
Open Access | Times Cited: 59
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Zibo Niu, Feng Ma, Hongwei Zhang
Energy Economics (2022) Vol. 112, pp. 106120-106120
Closed Access | Times Cited: 47
Stock market volatility predictability in a data-rich world: A new insight
Feng Ma, Jiqian Wang, M.I.M. Wahab, et al.
International Journal of Forecasting (2022) Vol. 39, Iss. 4, pp. 1804-1819
Closed Access | Times Cited: 39
Climate risk and Chinese stock volatility forecasting: Evidence from ESG index
Jiqian Wang, Liang Li
Finance research letters (2023) Vol. 55, pp. 103898-103898
Closed Access | Times Cited: 27
Volatility Forecasting with Machine Learning and Intraday Commonality
Chao Zhang, Yihuang Zhang, Mihai Cucuringu, et al.
Journal of Financial Econometrics (2023) Vol. 22, Iss. 2, pp. 492-530
Open Access | Times Cited: 25
Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model
Dongxin Li, Li Zhang, Lihong Li
International Review of Financial Analysis (2023) Vol. 88, pp. 102708-102708
Closed Access | Times Cited: 25
Machine learning goes global: Cross-sectional return predictability in international stock markets
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
Journal of Economic Dynamics and Control (2023) Vol. 155, pp. 104725-104725
Open Access | Times Cited: 24
Forecasting of clean energy market volatility: The role of oil and the technology sector
Štefan Lyócsa, Neda Todorova
Energy Economics (2024) Vol. 132, pp. 107451-107451
Closed Access | Times Cited: 13
Page 1 - Next Page

Scroll to top