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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:

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 51-75 of 300 citing articles:

Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Lingbing Feng, Jiajun Qi, Brian M. Lucey
International Review of Financial Analysis (2024) Vol. 94, pp. 103239-103239
Closed Access | Times Cited: 7
Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets
Feng Ma, M.I.M. Wahab, Yaojie Zhang
Pacific-Basin Finance Journal (2019) Vol. 54, pp. 132-146
Closed Access | Times Cited: 49
Break Risk
Simon C. Smith, Allan Timmermann
Review of Financial Studies (2020) Vol. 34, Iss. 4, pp. 2045-2100
Closed Access | Times Cited: 47
Empirical asset pricing via machine learning: evidence from the European stock market
Wolfgang Drobetz, Tizian Otto
Journal of Asset Management (2021) Vol. 22, Iss. 7, pp. 507-538
Open Access | Times Cited: 40
Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility
Dimos Kambouroudis, David G. McMillan, Katerina Tsakou
Journal of Futures Markets (2021) Vol. 41, Iss. 10, pp. 1618-1639
Open Access | Times Cited: 38
Forecasting international equity market volatility: A new approach
Chao Liang, Yan Li, Feng Ma, et al.
Journal of Forecasting (2022) Vol. 41, Iss. 7, pp. 1433-1457
Closed Access | Times Cited: 26
The OWA operator in multiple linear regression
Martha Flores‐Sosa, Ezequiel Avilés‐Ochoa, José M. Merigó, et al.
Applied Soft Computing (2022) Vol. 124, pp. 108985-108985
Closed Access | Times Cited: 24
Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks
Donghai Zhou, Xiaoxing Liu
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101843-101843
Closed Access | Times Cited: 16
Automated Volatility Forecasting
Sophia Zhengzi Li, Yushan Tang
Management Science (2024)
Closed Access | Times Cited: 6
Modelling and forecasting crude oil price volatility with climate policy uncertainty
Mengxi He, Yaojie Zhang, Yudong Wang, et al.
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 5
VIX and volatility forecasting: A new insight
Hui Wang
Physica A Statistical Mechanics and its Applications (2019) Vol. 533, pp. 121951-121951
Closed Access | Times Cited: 40
Factor based commodity investing
Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Journal of Banking & Finance (2020) Vol. 115, pp. 105807-105807
Open Access | Times Cited: 38
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence
Jiqian Wang, Yisu Huang, Feng Ma, et al.
Energy Economics (2020) Vol. 91, pp. 104897-104897
Closed Access | Times Cited: 37
Uncertainty and oil volatility: Evidence from shrinkage method
Jiqian Wang, Xiaofeng He, Feng Ma, et al.
Resources Policy (2021) Vol. 75, pp. 102482-102482
Closed Access | Times Cited: 30
Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices
Lixia Zhang, Qin Luo, Xiaozhu Guo, et al.
Resources Policy (2022) Vol. 77, pp. 102644-102644
Closed Access | Times Cited: 22
How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty
Oleg Deev, Tomáš Plíhal
Research in International Business and Finance (2022) Vol. 60, pp. 101613-101613
Open Access | Times Cited: 20
Forecasting volatility of EUA futures: New evidence
Xiaozhu Guo, Yisu Huang, Chao Liang, et al.
Energy Economics (2022) Vol. 110, pp. 106021-106021
Closed Access | Times Cited: 20
Risk transmission of El Niño-induced climate change to regional Green Economy Index
Li Zhang, Yan Li, Si-Xin Yu, et al.
Economic Analysis and Policy (2023) Vol. 79, pp. 860-872
Closed Access | Times Cited: 13
Exploring volatility of crude oil intraday return curves: A functional GARCH-X model
Gregory Rice, Tony S. Wirjanto, Yuqian Zhao
Journal of commodity markets (2023) Vol. 32, pp. 100361-100361
Open Access | Times Cited: 11
The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns
Zhikai Zhang, Yaojie Zhang, Yudong Wang, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 4, pp. 557-584
Closed Access | Times Cited: 4
Crude oil volatility forecasting: insights from a novel time-varying parameter GARCH-MIDAS model
Lijuan Peng, Chao Liang, Baoying Yang, et al.
International Review of Economics & Finance (2024) Vol. 94, pp. 103413-103413
Closed Access | Times Cited: 4
Does Central Bank Tone Move Asset Prices?
Maik Schmeling, Christian Wagner
SSRN Electronic Journal (2015)
Open Access | Times Cited: 35
Direct Versus Iterated Multiperiod Volatility Forecasts
Éric Ghysels, Alberto Plazzi, Rossen Valkanov, et al.
Annual Review of Financial Economics (2019) Vol. 11, Iss. 1, pp. 173-195
Open Access | Times Cited: 33
Measuring China's Stock Market Sentiment
Jia Li, Yun Chen, Yan Shen, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 32
Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?
Xiang Yan, Jiancheng Bai, Xiafei Li, et al.
Resources Policy (2021) Vol. 75, pp. 102521-102521
Closed Access | Times Cited: 25

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