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:

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 26-50 of 300 citing articles:

Prediction of realized volatility and implied volatility indices using AI and machine learning: A review
Elias Søvik Gunnarsson, Håkon Ramon Isern, Aris Kaloudis, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103221-103221
Open Access | Times Cited: 12

The M6 forecasting competition: Bridging the gap between forecasting and investment decisions
Spyros Makridakis, Evangelos Spiliotis, Ross Hollyman, et al.
International Journal of Forecasting (2024)
Open Access | Times Cited: 9

Predicting cryptocurrency volatility: The power of model clustering
Yue Qiu, Shen Qu, Zhentao Shi, et al.
Economic Modelling (2025), pp. 106986-106986
Closed Access | Times Cited: 1

Forecasting the Volatility of Energy Transition Metals
Andrea Bastianin, Xiao Li, Luqman Shamsudin
SSRN Electronic Journal (2025)
Closed Access | Times Cited: 1

Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network
Yang Zhou, Chi Xie, Gang‐Jin Wang, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access | Times Cited: 1

Forecasting Volatility in Commodity Markets with Climate Risk
Yangli Guo, Peng Pei, Zhou Ling, et al.
Finance research letters (2025), pp. 107094-107094
Closed Access | Times Cited: 1

Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Jiawen Luo, Tony Klein, Qiang Ji, et al.
International Journal of Forecasting (2019) Vol. 38, Iss. 1, pp. 51-73
Open Access | Times Cited: 68

An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models
Diego Garcı́a, Werner Kristjanpoller
Applied Soft Computing (2018) Vol. 74, pp. 466-478
Closed Access | Times Cited: 67

The Impact of Volatility Targeting
Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar, et al.
The Journal of Portfolio Management (2018) Vol. 45, Iss. 1, pp. 14-33
Closed Access | Times Cited: 60

Economic policy uncertainty and the Chinese stock market volatility: new evidence
Li Yu, Feng Ma, Yaojie Zhang, et al.
Applied Economics (2019) Vol. 51, Iss. 49, pp. 5398-5410
Closed Access | Times Cited: 58

Stock market volatility forecasting: Do we need high-frequency data?
Štefan Lyócsa, Péter Molnár, Tomáš Výrost
International Journal of Forecasting (2021) Vol. 37, Iss. 3, pp. 1092-1110
Closed Access | Times Cited: 55

Realized semibetas: Disentangling “good” and “bad” downside risks
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
Journal of Financial Economics (2021) Vol. 144, Iss. 1, pp. 227-246
Open Access | Times Cited: 48

Is Baidu index really powerful to predict the Chinese stock market volatility? New evidence from the internet information
Qiaoqi Lang, Jiqian Wang, Feng Ma, et al.
China Finance Review International (2021) Vol. 13, Iss. 2, pp. 263-284
Closed Access | Times Cited: 48

A Practical Guide to harnessing the HAR volatility model
Adam Clements, Daniel Preve
Journal of Banking & Finance (2021) Vol. 133, pp. 106285-106285
Open Access | Times Cited: 45

Short-term Momentum
Mamdouh Medhat, Maik Schmeling
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1480-1526
Open Access | Times Cited: 44

Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder‐LSTM Techniques
Gunho Jung, Sun‐Yong Choi
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 43

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

When does attention matter? The effect of investor attention on stock market volatility around news releases
Daniele Ballinari, Francesco Audrino, Fabio Sigrist
International Review of Financial Analysis (2022) Vol. 82, pp. 102185-102185
Open Access | Times Cited: 36

Oil price volatility predictability based on global economic conditions
Yangli Guo, Feng Ma, Haibo Li, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102195-102195
Closed Access | Times Cited: 35

Predicted Future Development of Imperfect Complementary Goods – Copper and Zinc Until 2030
Lucie Nováková, Lenka Novotná, Michaela Procházková
Acta Montanistica Slovaca (2022), Iss. 27, pp. 135-151
Open Access | Times Cited: 32

Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective
Yisu Huang, Weiju Xu, Dengshi Huang, et al.
Resources Policy (2022) Vol. 80, pp. 103227-103227
Closed Access | Times Cited: 29

A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Yisu Huang, Feng Ma, Elie Bouri, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102656-102656
Closed Access | Times Cited: 20

Changing determinant driver and oil volatility forecasting: A comprehensive analysis
Qin Luo, Feng Ma, Jiqian Wang, et al.
Energy Economics (2023) Vol. 129, pp. 107187-107187
Closed Access | Times Cited: 20

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

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