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:

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

Showing 1-25 of 26 citing articles:

Predicting volatility in natural gas under a cloud of uncertainties
Juan Chen, Zuoping Xiao, Jiancheng Bai, et al.
Resources Policy (2023) Vol. 82, pp. 103436-103436
Open Access | Times Cited: 27

Can ChatGPT predict Chinese equity premiums?
Feng Ma, Zhichong Lyu, Haibo Li
Finance research letters (2024) Vol. 65, pp. 105631-105631
Closed Access | Times Cited: 10

Sustainable development during the post-COVID-19 period: Role of crude oil
Lijuan Peng, Chao Liang
Resources Policy (2023) Vol. 85, pp. 103843-103843
Closed Access | Times Cited: 19

Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model
Hanlin Wu, Pan Li, Jiawei Cao, et al.
Energy Economics (2024) Vol. 134, pp. 107588-107588
Closed Access | Times Cited: 7

Dynamic volatility spillovers and investment strategies between crude oil, new energy, and resource related sectors
Zhifeng Dai, Zhuang Luo, Chang Liu
Resources Policy (2023) Vol. 83, pp. 103681-103681
Closed Access | Times Cited: 15

Forecasting gold volatility with geopolitical risk indices
Xiafei Li, Qiang Guo, Chao Liang, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101857-101857
Closed Access | Times Cited: 21

How resistant is gold to stress? New evidence from global supply chain
Jingwen Li, Yue Wang, Yubing Song, et al.
Resources Policy (2023) Vol. 85, pp. 103960-103960
Closed Access | Times Cited: 12

Predicting cryptocurrency market volatility: Novel evidence from climate policy uncertainty
Daxiang Jin, Jize Yu
Finance research letters (2023) Vol. 58, pp. 104520-104520
Closed Access | Times Cited: 11

Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis
Zepei Li, Haizhen Huang
International Review of Economics & Finance (2023) Vol. 86, pp. 31-45
Open Access | Times Cited: 10

Unveiling urban marathon development characteristics and urban growth strategies in China: Insights from time series analysis of Baidu Search Index
Erchang Zheng, Chengbin Xue, Gongqiang Chen, et al.
PLoS ONE (2023) Vol. 18, Iss. 6, pp. e0287760-e0287760
Open Access | Times Cited: 8

Market momentum amplifies market volatility risk: Evidence from China’s equity market
Chao Liang, Luu Duc Toan Huynh, Yan Li
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101856-101856
Open Access | Times Cited: 8

The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference
Lin Wen Sheng, Gazi Salah Uddin, Ding Sen, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102964-102964
Open Access | Times Cited: 7

Stock market volatility prediction: Evidence from a new bagging model
Qin Luo, Jinfeng Bu, Weiju Xu, et al.
International Review of Economics & Finance (2023) Vol. 87, pp. 445-456
Closed Access | Times Cited: 4

Exchange rate movements and the energy transition
Yanran Hong, Keyu Luo, Xiaochao Xing, et al.
Energy Economics (2024) Vol. 136, pp. 107701-107701
Closed Access | Times Cited: 1

Model specification for volatility forecasting benchmark
Yaojie Zhang, Mengxi He, Yudong Wang, et al.
International Review of Financial Analysis (2024) Vol. 97, pp. 103850-103850
Closed Access | Times Cited: 1

Chinese agricultural futures volatility: New insights from potential domestic and global predictors
Xinjie Lu, Yuandong Su, Dengshi Huang
International Review of Financial Analysis (2023) Vol. 89, pp. 102786-102786
Closed Access | Times Cited: 3

The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Yan Li, Luu Duc Toan Huynh, Yongan Xu, et al.
Energy Economics (2023) Vol. 127, pp. 107064-107064
Open Access | Times Cited: 3

International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
Wang Jia, Xinyi Wang, Xu Wang
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102065-102065
Closed Access | Times Cited: 3

Long-term adjusted volatility: Powerful capability in forecasting stock market returns
Rui Qiu, Jing Liu, Yan Li
International Review of Financial Analysis (2023) Vol. 86, pp. 102530-102530
Closed Access | Times Cited: 2

KeFVP: Knowledge-enhanced Financial Volatility Prediction
Hao Niu, Yun Xiong, Xiaosu Wang, et al.
(2023), pp. 11499-11513
Open Access | Times Cited: 2

The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis
Huthaifa Alqaralleh
Asia-Pacific Financial Markets (2023) Vol. 31, Iss. 4, pp. 845-866
Closed Access | Times Cited: 1

Multistage Supply Chain Channel Principal-Agent Model in the Context of e-Commerce With Fairness Preference
Xin Liu, Zhen Xu, Qingxia Zhang, et al.
Evaluation Review (2024)
Closed Access

High frequency volatility of oil futures in China: Components, modeling, and prediction
Yi Hong, Xiaofan Xu, Chen Yang
Journal of Forecasting (2024) Vol. 43, Iss. 8, pp. 3104-3127
Open Access

Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models
Yuetong Zhang, Ying Peng, Yuping Song
Computational Economics (2024)
Closed Access

On the relevance of realized quarticity for exchange rate volatility forecasts
Morten Risstad, Mathias Holand
Data Science in Finance and Economics (2024) Vol. 4, Iss. 4, pp. 514-530
Open Access

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