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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:

Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests
Ana-Maria Dumitru, Giovanni Urga
Journal of Business and Economic Statistics (2012) Vol. 30, Iss. 2, pp. 242-255
Open Access | Times Cited: 139

Showing 26-50 of 139 citing articles:

The economic value of volatility timing with realized jumps
Ingmar Nolte, Qi Xu
Journal of Empirical Finance (2015) Vol. 34, pp. 45-59
Open Access | Times Cited: 25
Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market
José Da Fonseca, Katja Ignatieva
Journal of Banking & Finance (2018) Vol. 99, pp. 45-62
Closed Access | Times Cited: 25
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited
Jérôme Lahaye, Christopher J. Neely
Journal of Business and Economic Statistics (2018) Vol. 38, Iss. 2, pp. 410-427
Open Access | Times Cited: 24
Quantitative forward guidance and the predictability of monetary policy - A wavelet based jump detection approach -
Lars Winkelmann
RePEc: Research Papers in Economics (2013)
Closed Access | Times Cited: 24
Empirical Analysis of Affine Versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices
Katja Ignatieva, Paulo M.M. Rodrigues, Norman Seeger
Journal of Business and Economic Statistics (2014) Vol. 33, Iss. 1, pp. 68-75
Open Access | Times Cited: 22
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Benoît Sévi
Economic Modelling (2014) Vol. 44, pp. 243-251
Open Access | Times Cited: 22
Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market
José Da Fonseca, Katja Ignatieva, Jonathan Ziveyi
Energy Economics (2016) Vol. 56, pp. 215-228
Open Access | Times Cited: 20
Forecasting China's Crude Oil Futures Volatility: The Role of the Jump, Jumps Intensity, and Leverage Effect
Jiqian Wang, Feng Ma, M.I.M. Wahab, et al.
Journal of Forecasting (2020) Vol. 40, Iss. 5, pp. 921-941
Closed Access | Times Cited: 19
Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks
Skander Slim, Meriam Dahmene
Global Finance Journal (2015) Vol. 29, pp. 70-84
Closed Access | Times Cited: 20
Intra-day realized volatility for European and USA stock indices
Stavros Degiannakis, Christos Floros
Global Finance Journal (2015) Vol. 29, pp. 24-41
Open Access | Times Cited: 18
The dynamics of price jumps in the stock market: an empirical study on Europe and U.S.
Fabrizio Ferriani, Patrick Zoi
European Journal of Finance (2020) Vol. 28, Iss. 7, pp. 718-742
Closed Access | Times Cited: 18
Detecting Jump Risk and Jump-Diffusion Model for Bitcoin Options Pricing and Hedging
Kuo‐Shing Chen, Yu‐Chuan Huang
Mathematics (2021) Vol. 9, Iss. 20, pp. 2567-2567
Open Access | Times Cited: 15
Are Corn Futures Prices Getting “Jumpy”?
Anabelle Couleau, Teresa Serra, Philip Garcia
American Journal of Agricultural Economics (2020) Vol. 102, Iss. 2, pp. 569-588
Open Access | Times Cited: 16
System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Jean‐Yves Gnabo, Lyudmyla Hvozdyk, Jérôme Lahaye
Journal of International Money and Finance (2014) Vol. 48, pp. 147-174
Open Access | Times Cited: 16
The contribution of jump signs and activity to forecasting stock price volatility
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, et al.
Journal of Empirical Finance (2022) Vol. 70, pp. 144-164
Open Access | Times Cited: 10
Cojumps and asset allocation in international equity markets
Mohamed El Hédi Arouri, Oussama M’saddek, Duc Khuong Nguyen, et al.
Journal of Economic Dynamics and Control (2018) Vol. 98, pp. 1-22
Open Access | Times Cited: 16
Modelling Systemic Cojumps with Hawkes Factor Models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 15
The Role of Jumps in Realized Volatility Modeling and Forecasting
Massimiliano Caporin
Journal of Financial Econometrics (2021) Vol. 21, Iss. 4, pp. 1143-1168
Open Access | Times Cited: 12
Combination of “combinations of p values”
Lan Cheng, Xuguang Simon Sheng
Empirical Economics (2017) Vol. 53, Iss. 1, pp. 329-350
Closed Access | Times Cited: 13
Macroannouncements, bond auctions and rating actions in the European government bond spreads
Simona Boffelli, Giovanni Urga
Journal of International Money and Finance (2015) Vol. 53, pp. 148-173
Open Access | Times Cited: 13
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market
George Kapetanios, Eirini Konstantinidi, Michael H. Neumann, et al.
Journal of Financial Markets (2019) Vol. 46, pp. 100506-100506
Open Access | Times Cited: 13
Jump forecasting in foreign exchange markets: A high‐frequency analysis
Sevcan Uzun, Ahmet Şensoy, Duc Khuong Nguyen
Journal of Forecasting (2023) Vol. 42, Iss. 3, pp. 578-624
Closed Access | Times Cited: 4
Further Evidence on Foreign Exchange Jumps and News Announcements
Michael Frömmel, Xing Han, Frederick Van Gysegem
Emerging Markets Finance and Trade (2015) Vol. 51, Iss. 4, pp. 774-787
Closed Access | Times Cited: 11
Jump risk premia across major international equity markets
Mohamed El Hédi Arouri, Oussama M’saddek, Kuntara Pukthuanthong
Journal of Empirical Finance (2019) Vol. 52, pp. 1-21
Closed Access | Times Cited: 11
Liquidity dynamics around intraday price jumps in Chinese stock market
Die Wan, Xianhua Wei, Xiaoguang Yang
Journal of Systems Science and Complexity (2016) Vol. 30, Iss. 2, pp. 434-463
Closed Access | Times Cited: 10

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