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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:

Stochastics of Environmental and Financial Economics
Bernt Øksendal, Agnès Sulem
Springer proceedings in mathematics & statistics (2015)
Open Access | Times Cited: 18

Showing 18 citing articles:

A maximum principle for mean-field stochastic control system with noisy observation
Guangchen Wang, Zhen Wu
Automatica (2022) Vol. 137, pp. 110135-110135
Closed Access | Times Cited: 25
A survey of electricity spot and futures price models for risk management applications
Thomas Deschatre, Olivier Féron, Pierre Gruet
Energy Economics (2021) Vol. 102, pp. 105504-105504
Open Access | Times Cited: 21
The effects of renewables in space and time: A regime switching model of the Italian power price
Alessandro Sapio
Energy Policy (2015) Vol. 85, pp. 487-499
Closed Access | Times Cited: 23
Exponential ergodicity of an affine two-factor model based on the α-root process
Peng Jin, Jonas Kremer, Barbara Rüdiger
Advances in Applied Probability (2017) Vol. 49, Iss. 4, pp. 1144-1169
Closed Access | Times Cited: 18
Optimal dynamic regulation of carbon emissions market
René Aïd, Sara Biagini
Mathematical Finance (2022) Vol. 33, Iss. 1, pp. 80-115
Closed Access | Times Cited: 7
A multi-factor approach to modelling the impact of wind energy on electricity spot prices
Paulina A. Rowińska, Almut E. D. Veraart, Pierre Gruet
Energy Economics (2021) Vol. 104, pp. 105640-105640
Closed Access | Times Cited: 9
On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach
Nour El Houda Abada, Mokhtar Hafayed, Shahlar Meherrem
Mathematical Methods in the Applied Sciences (2022) Vol. 45, Iss. 16, pp. 10363-10383
Closed Access | Times Cited: 5
Weak differentiability of Wiener functionals and occupation times
Dorival Leão, Alberto Ohashi, Alexandre B. Simas
Bulletin des Sciences Mathématiques (2018) Vol. 149, pp. 23-65
Open Access | Times Cited: 7
Volterra-type Ornstein–Uhlenbeck processes in space and time
Viet Son Pham, Carsten Chong
Stochastic Processes and their Applications (2017) Vol. 128, Iss. 9, pp. 3082-3117
Open Access | Times Cited: 6
Hybrid simulation scheme for volatility modulated moving average fields
Claudio Heinrich, Mikko S. Pakkanen, Almut E. D. Veraart
Mathematics and Computers in Simulation (2019) Vol. 166, pp. 224-244
Open Access | Times Cited: 6
A Joint Model for Electricity Spot Prices and Wind Penetration with Dependence in the Extremes
Thomas Deschatre, Almut E. D. Veraart
Springer proceedings in mathematics & statistics (2018), pp. 185-207
Closed Access | Times Cited: 5
Lévy-driven causal CARMA random fields
Viet Son Pham
Stochastic Processes and their Applications (2020) Vol. 130, Iss. 12, pp. 7547-7574
Open Access | Times Cited: 3
Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation
Daniel Lingohr, Gernot Müller
Energy Economics (2021) Vol. 103, pp. 105244-105244
Closed Access | Times Cited: 3
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Frank Bosserhoff, Mitja Stadje
Insurance Mathematics and Economics (2021) Vol. 100, pp. 130-146
Closed Access | Times Cited: 3
Stochastic Functional Differential Equations and Sensitivity to Their Initial Path
David Baños, Giulia Di Nunno, Hannes Haferkorn, et al.
Abel symposia (2018), pp. 37-70
Closed Access | Times Cited: 2
Gamma Kernels and BSS/LSS Processes
Ole E. Barndorff‐Nielsen
Springer proceedings in mathematics & statistics (2016), pp. 41-61
Closed Access | Times Cited: 1
On the Valuation of Contingent Convertibles (CoCos): Analytically Tractable First Passage Time Model for Pricing AT1 CoCos
Bianca Dufour Partanen
(2016)
Closed Access
Berge equilibrium in linear-quadratic mean-field-type games
Noureddine Toumi, Julián Barreiro-Gomez, T. E. Duncan, et al.
Journal of the Franklin Institute (2020) Vol. 357, Iss. 15, pp. 10861-10885
Open Access
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