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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:

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

Showing 1-25 of 35 citing articles:

From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures
Tsvetelin Zaevski, Dragomir C. Nedeltchev
International Review of Financial Analysis (2023) Vol. 87, pp. 102645-102645
Closed Access | Times Cited: 17
Gold and the herd of Cryptos: Saving oil in blurry times
Martin Enilov, Tapas Mishra
Energy Economics (2023) Vol. 122, pp. 106690-106690
Open Access | Times Cited: 12
Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic
Martin Enilov, Walid Mensi, Petar Stankov
Journal of commodity markets (2022) Vol. 29, pp. 100307-100307
Open Access | Times Cited: 18
GAP-LSTM: Graph-Based Autocorrelation Preserving Networks for Geo-Distributed Forecasting
Massimiliano Altieri, Roberto Corizzo, Michelangelo Ceci
IEEE Transactions on Neural Networks and Learning Systems (2024) Vol. 35, Iss. 9, pp. 11773-11787
Open Access | Times Cited: 3
An empirical investigation of multiperiod tail risk forecasting models
Ning Zhang, Xiaoman Su, Shuyuan Qi
International Review of Financial Analysis (2023) Vol. 86, pp. 102498-102498
Closed Access | Times Cited: 7
Tail risk forecasting of realized volatility CAViaR models
Cathy W. S. Chen, Hsiao-Yun Hsu, Toshiaki Watanabe
Finance research letters (2022) Vol. 51, pp. 103326-103326
Closed Access | Times Cited: 11
Forecasting value at risk and expected shortfall using high‐frequency data of domestic and international stock markets
Man Wang, Yihan Cheng
Journal of Forecasting (2022) Vol. 41, Iss. 8, pp. 1595-1607
Closed Access | Times Cited: 10
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall
Vincenzo Candila, Giampiero M. Gallo, Lea Petrella
Annals of Operations Research (2023)
Open Access | Times Cited: 6
An autocorrelation incremental fuzzy clustering framework based on dynamic conditional scoring model
Yong Zhang, Xinyue Li, Wang Li, et al.
Information Sciences (2023) Vol. 648, pp. 119567-119567
Closed Access | Times Cited: 6
Dynamic conditional score model-based weighted incremental fuzzy clustering of consumer power load data
Yong Zhang, Xinyue Li, Shuhao Jiang, et al.
Applied Soft Computing (2023) Vol. 143, pp. 110395-110395
Closed Access | Times Cited: 5
Tail risk forecasting with semiparametric regression models by incorporating overnight information
Cathy W. S. Chen, Takaaki Koike, Wei‐Hsuan Shau
Journal of Forecasting (2024) Vol. 43, Iss. 5, pp. 1492-1512
Open Access | Times Cited: 1
High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions
Wei Kuang
PLoS ONE (2024) Vol. 19, Iss. 5, pp. e0303962-e0303962
Open Access | Times Cited: 1
The economic value of high-frequency data in equity-oil hedge
Wei Kuang
Energy (2021) Vol. 239, pp. 121904-121904
Closed Access | Times Cited: 9
Loss function-based change point detection in risk measures
Emese Lazar, Shixuan Wang, Xiaohan Xue
European Journal of Operational Research (2023) Vol. 310, Iss. 1, pp. 415-431
Open Access | Times Cited: 3
The Emotion Magnitude Effect: Navigating Market Dynamics Amidst Supply Chain Events
Shawn McCarthy, Gita Alaghband
Journal of risk and financial management (2023) Vol. 16, Iss. 12, pp. 490-490
Open Access | Times Cited: 3
The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach
William A. Barnett, Xue Wang, Hai-Chuan Xu, et al.
European Journal of Finance (2023) Vol. 29, Iss. 16, pp. 1933-1956
Closed Access | Times Cited: 2
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
Realized Quantiles*
Timo Dimitriadis, Roxana Halbleib
Journal of Business and Economic Statistics (2021) Vol. 40, Iss. 3, pp. 1346-1361
Open Access | Times Cited: 5
Bootstrapping Time-Varying Uncertainty Intervals for Extreme Daily Return Periods
Katleho Makatjane, Johannes Tshepiso Tsoku
International Journal of Financial Studies (2022) Vol. 10, Iss. 1, pp. 10-10
Open Access | Times Cited: 3
Forecasting VaRs via hybrid EVT with normal and non-normal filters: A comparative analysis from the Chinese stock market
Bin Tong, Xundi Diao, Xiaoping Li
Pacific-Basin Finance Journal (2024) Vol. 83, pp. 102271-102271
Closed Access
Can intraday data improve the joint estimation and prediction of risk measures? Evidence from a variety of realized measures
Zhimin Wu, Guanghui Cai
Journal of Forecasting (2024) Vol. 43, Iss. 6, pp. 1956-1974
Closed Access
Credit Risk Measurement Using Score-Driven Clustering with An Application to Bank Customers in Guatemala
Szabolcs Blazsek, Diego Goirigolzarri, Ari Kamau
SSRN Electronic Journal (2024)
Closed Access
When MIDAS Meets LASSO: The Power of Low-Frequency Variables in Forecasting Value-at-Risk and Expected Shortfall
Yi Luo, Xiaohan Xue, Marwan Izzeldin
Journal of Financial Econometrics (2024)
Closed Access
An improved model accuracy for forecasting risk measures: application of ensemble methods
Katleho Makatjane, Kesaobaka Mmelesi
Journal of Applied Economics (2024) Vol. 27, Iss. 1
Open Access
Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models
Xiaoye Jin
Computational Economics (2024)
Closed Access
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