Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Cojumping: Evidence from the US Treasury bond and futures markets
Mardi Dungey, Lyudmyla Hvozdyk
Journal of Banking & Finance (2012) Vol. 36, Iss. 5, pp. 1563-1575
Open Access | Times Cited: 81

Showing 1-25 of 81 citing articles:

Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Feng Ma, Yin Liao, Yaojie Zhang, et al.
Journal of Empirical Finance (2019) Vol. 52, pp. 40-55
Closed Access | Times Cited: 172
Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Xuefeng Shao, et al.
Energy Economics (2023) Vol. 118, pp. 106498-106498
Closed Access | Times Cited: 60
Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps
Yan Zeng, Danping Li, Ailing Gu
Insurance Mathematics and Economics (2015) Vol. 66, pp. 138-152
Closed Access | Times Cited: 125
Cojumps in stock prices: Empirical evidence
Dudley Gilder, Mark B. Shackleton, Stephen J. Taylor
Journal of Banking & Finance (2013) Vol. 40, pp. 443-459
Open Access | Times Cited: 89
Modelling systemic price cojumps with Hawkes factor models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani, et al.
Quantitative Finance (2015) Vol. 15, Iss. 7, pp. 1137-1156
Open Access | Times Cited: 71
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
Sangram Keshari Jena, Aviral Kumar Tiwari, Shawkat Hammoudeh, et al.
Energy Economics (2018) Vol. 78, pp. 615-628
Closed Access | Times Cited: 53
The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Christiana Osei Bonsu, et al.
Journal of Economic Behavior & Organization (2021) Vol. 193, pp. 443-472
Closed Access | Times Cited: 40
Do shipping freight markets impact commodity markets?
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Nader Trabelsi, et al.
International Review of Economics & Finance (2024) Vol. 91, pp. 986-1014
Closed Access | Times Cited: 5
News sentiment and jumps in energy spot and futures markets
Svetlana Maslyuk, Kristian Rotaru, Alexander Dokumentov
Pacific-Basin Finance Journal (2016) Vol. 45, pp. 186-210
Closed Access | Times Cited: 39
Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets
Yixiang Chen, Feng Ma, Yaojie Zhang
Energy Economics (2019) Vol. 81, pp. 52-62
Closed Access | Times Cited: 35
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Yi Zhang, Long Zhou, Yajiao Chen, et al.
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101688-101688
Open Access | Times Cited: 17
Testing for mutually exciting jumps and financial flights in high frequency data
Mardi Dungey, Deniz Erdemlioglu, Marius Matei, et al.
Journal of Econometrics (2017) Vol. 202, Iss. 1, pp. 18-44
Closed Access | Times Cited: 30
ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates
Lars Winkelmann, Markus Bibinger, Tobias Linzert
Journal of Applied Econometrics (2015) Vol. 31, Iss. 4, pp. 613-629
Open Access | Times Cited: 25
Stock volatility, return jumps and uncertainty shocks during the Great Depression
Gabriel Mathy
Financial History Review (2016) Vol. 23, Iss. 2, pp. 165-192
Open Access | Times Cited: 19
Determinants and information content of intraday bid-ask spreads: Evidence from Chinese commodity futures markets
Qingfu Liu, Renhai Hua, Yunbi An
Pacific-Basin Finance Journal (2016) Vol. 38, pp. 135-148
Closed Access | Times Cited: 16
System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Jean‐Yves Gnabo, Lyudmyla Hvozdyk, Jérôme Lahaye
Journal of International Money and Finance (2014) Vol. 48, pp. 147-174
Open Access | Times Cited: 16
Cojumps and asset allocation in international equity markets
Mohamed El Hédi Arouri, Oussama M’saddek, Duc Khuong Nguyen, et al.
Journal of Economic Dynamics and Control (2018) Vol. 98, pp. 1-22
Open Access | Times Cited: 16
Spillover and Cojumps Between the U.S. and Chinese Stock Markets
Xindan Li, Bing Zhang
Emerging Markets Finance and Trade (2013) Vol. 49, Iss. sup2, pp. 23-42
Closed Access | Times Cited: 15
Modelling Systemic Cojumps with Hawkes Factor Models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 15
Which continuous-time model is most appropriate for exchange rates?
Deniz Erdemlioglu, Sébastien Laurent, Christopher J. Neely
Journal of Banking & Finance (2015) Vol. 61, pp. S256-S268
Open Access | Times Cited: 15
The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters
Elie Bouri
Risks (2019) Vol. 7, Iss. 4, pp. 118-118
Open Access | Times Cited: 14
Time-varying conditional discrete jumps in emerging African equity markets
Saint Kuttu
Global Finance Journal (2016) Vol. 32, pp. 35-54
Closed Access | Times Cited: 13
The Impact of the October 2013 Government Shutdownand Debt Ceiling on U.S. Treasury Default Risk
Srinivas Nippani, Stanley D. Smith
The Journal of Fixed Income (2014) Vol. 24, Iss. 2, pp. 79-91
Closed Access | Times Cited: 13
Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data
Frédéric Délèze, Syed Mujahid Hussain
Multinational Finance Journal (2014) Vol. 18, Iss. 3/4, pp. 169-213
Open Access | Times Cited: 13
A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period
Aarzoo Sharma, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, et al.
Studies in Economics and Finance (2023) Vol. 41, Iss. 3, pp. 478-501
Open Access | Times Cited: 4
Page 1 - Next Page

Scroll to top