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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:

A Practical Guide to harnessing the HAR volatility model
Adam Clements, Daniel Preve
Journal of Banking & Finance (2021) Vol. 133, pp. 106285-106285
Open Access | Times Cited: 45

Showing 1-25 of 45 citing articles:

Climate, geopolitical, and energy market risk interconnectedness: Evidence from a new climate risk index
Qinen Gu, Shaofang Li, Sihua Tian, et al.
Finance research letters (2023) Vol. 58, pp. 104392-104392
Closed Access | Times Cited: 26
The effect of uncertainty on stock market volatility and correlation
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
Journal of Banking & Finance (2023) Vol. 154, pp. 106929-106929
Open Access | Times Cited: 21
Graph Neural Networks for Forecasting Realized Volatility with Nonlinear Spillover Effects
Chao Zhang, Xingyue Pu, Mihai Cucuringu, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 17
The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns
Zhikai Zhang, Yaojie Zhang, Yudong Wang, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 4, pp. 557-584
Closed Access | Times Cited: 4
Combining Realized Volatility Estimators Based on Economic Performance
Vasiliki D. Skintzi, Stavroula P. Fameliti
(2025)
Closed Access
Revolutionizing agricultural stock volatility forecasting: a comparative study of machine learning and HAR-RV models
Houjian Li, Xinya Huang, Fangyuan Luo, et al.
Journal of Applied Economics (2025) Vol. 28, Iss. 1
Open Access
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies
Jiawen Luo, Oğuzhan Çepni, Rıza Demirer, et al.
Journal of Empirical Finance (2025), pp. 101595-101595
Closed Access
Prediction of Chinese stock volatility: Harnessing higher-order moments information of stock and futures markets
Gaoxiu Qiao, Ying Wang, Wenwen Liu
Research in International Business and Finance (2025), pp. 102863-102863
Closed Access
Charting new avenues in financial forecasting with TimesNet: The impact of intraperiod and interperiod variations on realized volatility prediction
Hugo Gobato Souto
Expert Systems with Applications (2024) Vol. 255, pp. 124851-124851
Closed Access | Times Cited: 3
Market momentum amplifies market volatility risk: Evidence from China’s equity market
Chao Liang, Luu Duc Toan Huynh, Yan Li
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101856-101856
Open Access | Times Cited: 8
Machine-learning stock market volatility: Predictability, drivers, and economic value
Juan Díaz, Erwin Hansen, Gabriel Cabrera
International Review of Financial Analysis (2024) Vol. 94, pp. 103286-103286
Closed Access | Times Cited: 2
What Drives the Uranium Sector Risk? The Role of Attention, Economic and Geopolitical Uncertainty
Štefan Lyócsa, Neda Todorova
(2024)
Closed Access | Times Cited: 2
Hard to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
Francesco Audrino, Jonathan Chassot
(2024)
Open Access | Times Cited: 2
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
SSRN Electronic Journal (2018)
Open Access | Times Cited: 13
Forecasting Financial Risk Using Quantile Random Forests
Richard James, Jessica Wai Yin Leung
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
Forecasting International Stock Market Variances
Geert Bekaert, Nancy R. Xu, Tiange Ye
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Harnessing volatility cascades with ensemble learning
Mingmian Cheng
Journal of Forecasting (2024)
Closed Access | Times Cited: 1
Measuring and Forecasting Stock Market Volatilities with High-Frequency Data
Minh Tuan Vo
Computational Economics (2024)
Closed Access | Times Cited: 1
What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty
Štefan Lyócsa, Neda Todorova
Energy Economics (2024), pp. 107980-107980
Open Access | Times Cited: 1
Model specification for volatility forecasting benchmark
Yaojie Zhang, Mengxi He, Yudong Wang, et al.
International Review of Financial Analysis (2024) Vol. 97, pp. 103850-103850
Closed Access | Times Cited: 1
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Yan Li, Luu Duc Toan Huynh, Yongan Xu, et al.
Energy Economics (2023) Vol. 127, pp. 107064-107064
Open Access | Times Cited: 3
A comparison of machine learning and econometric models for pricing perpetual Bitcoin futures and their application to algorithmic trading
Avinash Malik
Expert Systems (2023) Vol. 40, Iss. 10
Open Access | Times Cited: 1
Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint
Qianjie Geng, Xianfeng Hao, Yudong Wang
Journal of Forecasting (2023) Vol. 43, Iss. 2, pp. 309-325
Open Access | Times Cited: 1
Forecasting the realized variance in the presence of intraday periodicity
Ana Maria H. Dumitru, Rodrigo Hizmeri, Marwan Izzeldin
Journal of Banking & Finance (2024), pp. 107342-107342
Closed Access
Harnessing Volatility Cascades with Ensemble Learning
Mingmian Cheng
SSRN Electronic Journal (2024)
Closed Access
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