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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:

Modeling and forecasting exchange rate volatility in time-frequency domain
Jozef Baruník, Tomáš Křehlík, Lukáš Vácha
European Journal of Operational Research (2015) Vol. 251, Iss. 1, pp. 329-340
Open Access | Times Cited: 101

Showing 1-25 of 101 citing articles:

Structural breaks and volatility forecasting in the copper futures market
Xu Gong, Boqiang Lin
Journal of Futures Markets (2017) Vol. 38, Iss. 3, pp. 290-339
Closed Access | Times Cited: 148
Economic policy uncertainty and dollar-pound exchange rate return volatility
Zachary Bartsch
Journal of International Money and Finance (2019) Vol. 98, pp. 102067-102067
Closed Access | Times Cited: 109
Price volatility in the carbon market in China
Jingye Lyu, Ming Cao, Kuang Wu, et al.
Journal of Cleaner Production (2020) Vol. 255, pp. 120171-120171
Open Access | Times Cited: 91
Academic Journal of Economic Studies
Publisher Editura.Universitara
(2020)
Closed Access | Times Cited: 80
Geopolitical risks and historical exchange rate volatility of the BRICS
Afees A. Salisu, Juncal Cuñado, Rangan Gupta
International Review of Economics & Finance (2021) Vol. 77, pp. 179-190
Open Access | Times Cited: 64
Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis
Changqing Luo, Lan Liu, Da Wang
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101512-101512
Closed Access | Times Cited: 63
Effects of structural changes on the prediction of downside volatility in futures markets
Xu Gong, Boqiang Lin
Journal of Futures Markets (2021) Vol. 41, Iss. 7, pp. 1124-1153
Closed Access | Times Cited: 59
Climate risks and realized volatility of major commodity currency exchange rates
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Journal of Financial Markets (2022) Vol. 62, pp. 100760-100760
Open Access | Times Cited: 59
Forecasting Bitcoin returns with long short-term memory networks and wavelet decomposition: A comparison of several market determinants
Navid Parvini, Mahsa Abdollahi, Sattar Seifollahi, et al.
Applied Soft Computing (2022) Vol. 121, pp. 108707-108707
Closed Access | Times Cited: 40
Stock market volatility predictability in a data-rich world: A new insight
Feng Ma, Jiqian Wang, M.I.M. Wahab, et al.
International Journal of Forecasting (2022) Vol. 39, Iss. 4, pp. 1804-1819
Closed Access | Times Cited: 39
Using Time-Series Generative Adversarial Networks to Synthesize Sensing Data for Pest Incidence Forecasting on Sustainable Agriculture
Chen-Yu Tai, Wun-Jhe Wang, Yueh‐Min Huang
Sustainability (2023) Vol. 15, Iss. 10, pp. 7834-7834
Open Access | Times Cited: 23
Deciphering asymmetric spillovers in US industries: Insights from higher-order moments
Muhammad Shafiullah, Arunachalam Senthilkumar, Brian M. Lucey, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102313-102313
Closed Access | Times Cited: 9
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Sang Hoon Kang, Debasish Maitra, Saumya Ranjan Dash, et al.
Pacific-Basin Finance Journal (2019) Vol. 58, pp. 101221-101221
Closed Access | Times Cited: 75
A hybrid artificial neural network-GJR modeling approach to forecasting currency exchange rate volatility
Alexander Amo Baffour, Jingchun Feng, Evans Kwesi Taylor
Neurocomputing (2019) Vol. 365, pp. 285-301
Closed Access | Times Cited: 55
Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
Menelaos Karanasos, Stavroula Yfanti, John E. Hunter
Annals of Operations Research (2021) Vol. 313, Iss. 2, pp. 1077-1116
Open Access | Times Cited: 47
A Clustering-Based Nonlinear Ensemble Approach for Exchange Rates Forecasting
Shaolong Sun, Shouyang Wang, Yunjie Wei, et al.
IEEE Transactions on Systems Man and Cybernetics Systems (2018) Vol. 50, Iss. 6, pp. 2284-2292
Closed Access | Times Cited: 58
Forecasting global stock market implied volatility indices
Stavros Degiannakis, George Filis, Hossein Hassani
Journal of Empirical Finance (2018) Vol. 46, pp. 111-129
Open Access | Times Cited: 51
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
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model
Yudong Wang, Zhiyuan Pan, Chongfeng Wu
Journal of Forecasting (2018) Vol. 37, Iss. 3, pp. 385-400
Closed Access | Times Cited: 48
Evolutionary support vector machine for RMB exchange rate forecasting
Sibao Fu, Yongwu Li, Shaolong Sun, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 521, pp. 692-704
Closed Access | Times Cited: 47
Dynamic Networks in Large Financial and Economic Systems
Michael Ellington, Jozef Baruník
SSRN Electronic Journal (2020)
Open Access | Times Cited: 47
Exchange rate volatility predictability: A new insight from climate policy uncertainty
Lijuan Peng, Zhigang Pan, Chao Liang, et al.
Economic Analysis and Policy (2023) Vol. 80, pp. 688-700
Closed Access | Times Cited: 15
Persistence in financial connectedness and systemic risk
Jozef Baruník, Michael Ellington
European Journal of Operational Research (2023) Vol. 314, Iss. 1, pp. 393-407
Open Access | Times Cited: 15
Foreign exchange market return spillovers and connectedness among African countries
Robert Owusu Boakye, Lord Mensah, Sang Hoon Kang, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102505-102505
Closed Access | Times Cited: 14
A paired neural network model for tourist arrival forecasting
Yuan Yao, Yi Cao, Xuemei Ding, et al.
Expert Systems with Applications (2018) Vol. 114, pp. 588-614
Open Access | Times Cited: 41
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