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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:

Switching generalized autoregressive score copula models with application to systemic risk
Mauro Bernardi, Leopoldo Catania
Journal of Applied Econometrics (2018) Vol. 34, Iss. 1, pp. 43-65
Open Access | Times Cited: 50

Showing 1-25 of 50 citing articles:

Network analysis of risk transmission among energy futures: An industrial chain perspective
Ruolan Ouyang, Chengkai Zhuang, Tingting Wang, et al.
Energy Economics (2022) Vol. 107, pp. 105798-105798
Closed Access | Times Cited: 38
Forecasting risk measures using intraday data in a generalized autoregressive score framework
Emese Lazar, Xiaohan Xue
International Journal of Forecasting (2020) Vol. 36, Iss. 3, pp. 1057-1072
Open Access | Times Cited: 35
Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war
Yuting Gong, Kevin X. Li, Shu‐Ling Chen, et al.
Transportation Research Part E Logistics and Transportation Review (2020) Vol. 136, pp. 101900-101900
Closed Access | Times Cited: 35
Tail risk dynamics of banks with score-driven extreme value models
Fernanda Fuentes, Rodrigo Herrera, Adam Clements
Journal of Empirical Finance (2025) Vol. 81, pp. 101593-101593
Closed Access
New score-driven scale and shape interactions: an application to international stock indices
Szabolcs Blazsek, Morgan Hall
Applied Economics (2025), pp. 1-21
Closed Access
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights
Alexander Georges Gretener, Matthias Neuenkirch, Dennis Umlandt
Journal of Applied Econometrics (2025)
Open Access
Copula ARMA-GARCH modelling of spatially and temporally correlated time series data for transportation planning use
Siroos Shahriari, Scott A. Sisson, Taha Hossein Rashidi
Transportation Research Part C Emerging Technologies (2022) Vol. 146, pp. 103969-103969
Closed Access | Times Cited: 17
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability
Tobias Fissler, Yannick Hoga
Journal of Business and Economic Statistics (2023) Vol. 42, Iss. 2, pp. 485-498
Open Access | Times Cited: 10
Dynamic Adaptive Mixture Models with an Application to Volatility and Risk
Leopoldo Catania
Journal of Financial Econometrics (2019) Vol. 19, Iss. 4, pp. 531-564
Open Access | Times Cited: 20
Forecasting extreme financial risk: A score-driven approach
Fernanda Fuentes, Rodrigo Herrera, Adam Clements
International Journal of Forecasting (2022) Vol. 39, Iss. 2, pp. 720-735
Closed Access | Times Cited: 10
A review of data mining methods in financial markets
Haihua Liu, Shan Huang, Peng Wang, et al.
Data Science in Finance and Economics (2021) Vol. 1, Iss. 4, pp. 362-392
Open Access | Times Cited: 13
Score-driven cryptocurrency and equity portfolios
Szabolcs Blazsek, Richard Bowen
Applied Economics (2023) Vol. 56, Iss. 18, pp. 2109-2128
Closed Access | Times Cited: 4
Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance
Dennis Umlandt
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105470-105470
Open Access | Times Cited: 4
Stochastic orders and multivariate measures of risk contagion
Patricia Ortega-Jiménez, Miguel Á. Sordo, Alfonso Suárez‐Llorens
Insurance Mathematics and Economics (2020) Vol. 96, pp. 199-207
Closed Access | Times Cited: 11
Score-Driven Time Series Models
Andrew Harvey
Annual Review of Statistics and Its Application (2021) Vol. 9, Iss. 1, pp. 321-342
Open Access | Times Cited: 10
Single or Combine? Tourism Demand Volatility Forecasting with Exponential Weighting and Smooth Transition Combining Methods
Yuruixian Zhang, Wei Chong Choo, Jen Sim Ho, et al.
Computation (2022) Vol. 10, Iss. 8, pp. 137-137
Open Access | Times Cited: 7
Sustainability Through Open Data Sharing and Reuse in The Digital Economy
Ibrahim Niankara
2022 International Arab Conference on Information Technology (ACIT) (2022), pp. 1-11
Closed Access | Times Cited: 5
A dominance test for measuring financial connectedness
Mauro Bernardi, Paola Stolfi
European Journal of Finance (2019) Vol. 26, Iss. 2-3, pp. 119-141
Closed Access | Times Cited: 6
Systemic risk and macroeconomic forecasting: A globally applicable copula‐based approach
Ghufran Ahmad, Muhammad Rizwan, Dawood Ashraf
Journal of Forecasting (2021) Vol. 40, Iss. 8, pp. 1420-1443
Open Access | Times Cited: 6
The two-component Beta-t-QVAR-M-lev: a new forecasting model
Michel Ferreira Cardia Haddad, Szabolcs Blazsek, Philip Arestis, et al.
Financial markets and portfolio management (2023) Vol. 37, Iss. 4, pp. 379-401
Open Access | Times Cited: 2
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model
Carlo Campajola, Domenico Di Gangi, Fabrizio Lillo, et al.
Scientific Reports (2022) Vol. 12, Iss. 1
Open Access | Times Cited: 4
Time-varying higher moments in Bitcoin
Leonardo Ieracitano Vieira, Márcio Poletti Laurini
Digital Finance (2022) Vol. 5, Iss. 2, pp. 231-260
Open Access | Times Cited: 4
Measuring systemic risk via GAS models and extreme value theory: Revisiting the 2007 financial crisis
Pedro Gerhardt Gavronski, Flávio Augusto Ziegelmann
Finance research letters (2020) Vol. 38, pp. 101498-101498
Closed Access | Times Cited: 5
The Skew Normal multivariate risk measurement framework
Mauro Bernardi, Roy Cerqueti, Арсен Палестини
Computational Management Science (2019) Vol. 17, Iss. 1, pp. 105-119
Closed Access | Times Cited: 4
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities
Zacharias Psaradakis, Martín Solá
Econometrics and Statistics (2021) Vol. 29, pp. 49-63
Open Access | Times Cited: 4
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