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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 volatility of the U.S. oil market
Erik Haugom, Henrik Langeland, Péter Molnár, et al.
Journal of Banking & Finance (2014) Vol. 47, pp. 1-14
Closed Access | Times Cited: 240

Showing 1-25 of 240 citing articles:

Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
Fenghua Wen, Xu Gong, Shenghua Cai
Energy Economics (2016) Vol. 59, pp. 400-413
Closed Access | Times Cited: 267
Forecasting realized volatility in a changing world: A dynamic model averaging approach
Yudong Wang, Feng Ma, Yu Wei, et al.
Journal of Banking & Finance (2015) Vol. 64, pp. 136-149
Closed Access | Times Cited: 263
What can explain the price, volatility and trading volume of Bitcoin?
Halvor Aarhus Aalborg, Péter Molnár, Jon Erik de Vries
Finance research letters (2018) Vol. 29, pp. 255-265
Closed Access | Times Cited: 258
Forecasting oil price realized volatility using information channels from other asset classes
Stavros Degiannakis, George Filis
Journal of International Money and Finance (2017) Vol. 76, pp. 28-49
Open Access | Times Cited: 252
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
Elie Bouri, Anshul Jain, Pratap Chandra Biswal, et al.
Resources Policy (2017) Vol. 52, pp. 201-206
Closed Access | Times Cited: 209
Investor sentiment and the price of oil
Mahmoud Qadan, Hazar Nama
Energy Economics (2017) Vol. 69, pp. 42-58
Closed Access | Times Cited: 206
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
Dexiang Mei, Feng Ma, Yin Liao, et al.
Energy Economics (2019) Vol. 86, pp. 104624-104624
Closed Access | Times Cited: 196
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model
Zhiyuan Pan, Yudong Wang, Chongfeng Wu, et al.
Journal of Empirical Finance (2017) Vol. 43, pp. 130-142
Open Access | Times Cited: 183
Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model
Werner Kristjanpoller, Marcel C. Minutolo
Expert Systems with Applications (2015) Vol. 42, Iss. 20, pp. 7245-7251
Closed Access | Times Cited: 183
Forecasting the good and bad uncertainties of crude oil prices using a HAR framework
Xu Gong, Boqiang Lin
Energy Economics (2017) Vol. 67, pp. 315-327
Closed Access | Times Cited: 177
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
The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market
Xu Gong, Boqiang Lin
Energy Economics (2018) Vol. 74, pp. 370-386
Closed Access | Times Cited: 169
Forecasting oil price volatility: Forecast combination versus shrinkage method
Yaojie Zhang, Yu Wei, Yi Zhang, et al.
Energy Economics (2019) Vol. 80, pp. 423-433
Closed Access | Times Cited: 159
Forecasting crude oil market volatility using variable selection and common factor
Yaojie Zhang, M.I.M. Wahab, Yudong Wang
International Journal of Forecasting (2022) Vol. 39, Iss. 1, pp. 486-502
Closed Access | Times Cited: 78
Grid search with a weighted error function: Hyper-parameter optimization for financial time series forecasting
Yuan Zhao, Weiguo Zhang, Xiufeng Liu
Applied Soft Computing (2024) Vol. 154, pp. 111362-111362
Open Access | Times Cited: 33
Forecasting the realized volatility of the oil futures market: A regime switching approach
Feng Ma, M.I.M. Wahab, Dengshi Huang, et al.
Energy Economics (2017) Vol. 67, pp. 136-145
Closed Access | Times Cited: 151
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
Oil financialization and volatility forecast: Evidence from multidimensional predictors
Yanran Ma, Qiang Ji, Jiaofeng Pan
Journal of Forecasting (2019) Vol. 38, Iss. 6, pp. 564-581
Closed Access | Times Cited: 141
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets
Yue‐Jun Zhang, Julien Chevallier, Khaled Guesmi
Energy Economics (2017) Vol. 68, pp. 228-239
Closed Access | Times Cited: 136
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
Journal of International Money and Finance (2020) Vol. 104, pp. 102137-102137
Open Access | Times Cited: 132
Impact of oil price uncertainty on Middle East and African stock markets
Anupam Dutta, Jussi Nikkinen, Timo Rothovius
Energy (2017) Vol. 123, pp. 189-197
Closed Access | Times Cited: 119
Macro factors and the realized volatility of commodities: A dynamic network analysis
Min Hu, Dayong Zhang, Qiang Ji, et al.
Resources Policy (2020) Vol. 68, pp. 101813-101813
Open Access | Times Cited: 114
Forecasting realized volatility of crude oil futures with equity market uncertainty
Fenghua Wen, Yupei Zhao, Minzhi Zhang, et al.
Applied Economics (2019) Vol. 51, Iss. 59, pp. 6411-6427
Closed Access | Times Cited: 104
Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects
Zhenhua Liu, Hui-Kuan Tseng, Jy S. Wu, et al.
Resources Policy (2020) Vol. 66, pp. 101637-101637
Closed Access | Times Cited: 97
Forecasting global equity market volatilities
Yaojie Zhang, Feng Ma, Yin Liao
International Journal of Forecasting (2020) Vol. 36, Iss. 4, pp. 1454-1475
Closed Access | Times Cited: 96
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