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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:

Oil and the short-term predictability of stock return volatility
Yudong Wang, Yu Wei, Chongfeng Wu, et al.
Journal of Empirical Finance (2018) Vol. 47, pp. 90-104
Closed Access | Times Cited: 188

Showing 26-50 of 188 citing articles:

Oil price uncertainty and stock price crash risk: Evidence from China
Jihong Xiao, Chen Xian, Yang Li, et al.
Energy Economics (2022) Vol. 112, pp. 106118-106118
Closed Access | Times Cited: 56
Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility
Yaojie Zhang, Mengxi He, Yudong Wang, et al.
International Journal of Forecasting (2022) Vol. 39, Iss. 3, pp. 1318-1332
Closed Access | Times Cited: 52
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability
Feng Ma, Yangli Guo, Julien Chevallier, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102339-102339
Closed Access | Times Cited: 48
Oil price volatility forecasting: Threshold effect from stock market volatility
Yan Chen, Gaoxiu Qiao, Feipeng Zhang
Technological Forecasting and Social Change (2022) Vol. 180, pp. 121704-121704
Closed Access | Times Cited: 44
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
Global financial stress index and long-term volatility forecast for international stock markets
Chao Liang, Qin Luo, Yan Li, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101825-101825
Open Access | Times Cited: 32
Financial stress and returns predictability: Fresh evidence from China
Yongan Xu, Chao Liang, Jianqiong Wang
Pacific-Basin Finance Journal (2023) Vol. 78, pp. 101980-101980
Closed Access | Times Cited: 23
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China
Jihong Xiao, Jiajie Jiang, Yaojie Zhang
Pacific-Basin Finance Journal (2024) Vol. 84, pp. 102303-102303
Closed Access | Times Cited: 14
Volatility forecasting in commodity markets using macro uncertainty
Dimitrios Bakas, Athanasios Triantafyllou
Energy Economics (2019) Vol. 81, pp. 79-94
Open Access | Times Cited: 73
Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? Evidence based on HAR and Ridge regression models
Yu Wei, Chao Liang, Yan Li, et al.
Finance research letters (2019) Vol. 35, pp. 101287-101287
Closed Access | Times Cited: 66
Cryptocurrency volatility forecasting: A Markov regime‐switching MIDAS approach
Feng Ma, Chao Liang, Yuanhui Ma, et al.
Journal of Forecasting (2020) Vol. 39, Iss. 8, pp. 1277-1290
Closed Access | Times Cited: 60
Which types of commodity price information are more useful for predicting US stock market volatility?
Chao Liang, Feng Ma, Ziyang Li, et al.
Economic Modelling (2020) Vol. 93, pp. 642-650
Closed Access | Times Cited: 52
Forecasting stock return volatility: The role of shrinkage approaches in a data‐rich environment
Zhifeng Dai, Tingyu Li, Mi Yang
Journal of Forecasting (2021) Vol. 41, Iss. 5, pp. 980-996
Closed Access | Times Cited: 46
Oil price volatility predictability: New evidence from a scaled PCA approach
Yangli Guo, Feng He, Chao Liang, et al.
Energy Economics (2021) Vol. 105, pp. 105714-105714
Closed Access | Times Cited: 42
A sentiment-enhanced hybrid model for crude oil price forecasting
Yan Fang, Wenyan Wang, Pengcheng Wu, et al.
Expert Systems with Applications (2022) Vol. 215, pp. 119329-119329
Closed Access | Times Cited: 36
Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model
Xiafei Li, Chao Liang, Feng Ma
Annals of Operations Research (2022)
Open Access | Times Cited: 35
The impact of oil price shocks on the risk-return relation in the Chinese stock market
Fenghua Wen, Minzhi Zhang, Jihong Xiao, et al.
Finance research letters (2022) Vol. 47, pp. 102788-102788
Closed Access | Times Cited: 32
Forecasting realized volatility with machine learning: Panel data perspective
Haibin Zhu, Lu Bai, Lidan He, et al.
Journal of Empirical Finance (2023) Vol. 73, pp. 251-271
Closed Access | Times Cited: 22
Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak
Geeta Duppati, Younes Ben Zaied, Aviral Kumar Tiwari, et al.
Resources Policy (2023) Vol. 81, pp. 103317-103317
Open Access | Times Cited: 19
Graph Neural Networks for Forecasting Realized Volatility with Nonlinear Spillover Effects
Chao Zhang, Xingyue Pu, Mihai Cucuringu, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 17
Climate policy uncertainty, media coverage of climate change, and energy markets: New evidence from time-varying causality analysis
Ecenur UĞURLU YILDIRIM, Özge Dinç-Cavlak
Energy and Climate Change (2024) Vol. 5, pp. 100134-100134
Closed Access | Times Cited: 6
Forecasting oil price volatility using high-frequency data: New evidence
Wang Chen, Feng Ma, Yu Wei, et al.
International Review of Economics & Finance (2019) Vol. 66, pp. 1-12
Closed Access | Times Cited: 49
Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index
Yu Wei, Lan Bai, Kun Yang, et al.
Journal of Forecasting (2020) Vol. 40, Iss. 1, pp. 17-39
Closed Access | Times Cited: 46
A hesitant fuzzy wind speed forecasting system with novel defuzzification method and multi-objective optimization algorithm
Jianzhou Wang, Hongmin Li, Ying Wang, et al.
Expert Systems with Applications (2020) Vol. 168, pp. 114364-114364
Closed Access | Times Cited: 45
Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching
Yaojie Zhang, Likun Lei, Yu Wei
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101145-101145
Closed Access | Times Cited: 41

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