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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:

Threshold bipower variation and the impact of jumps on volatility forecasting
Fulvio Corsi, Davide Pirino, Roberto Renò
Journal of Econometrics (2010) Vol. 159, Iss. 2, pp. 276-288
Open Access | Times Cited: 522

Showing 1-25 of 522 citing articles:

The VIX, the variance premium and stock market volatility
Geert Bekaert, Marie Hoerova
Journal of Econometrics (2014) Vol. 183, Iss. 2, pp. 181-192
Open Access | Times Cited: 714
Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility
Andrew J. Patton, Kevin Sheppard
The Review of Economics and Statistics (2015) Vol. 97, Iss. 3, pp. 683-697
Open Access | Times Cited: 671
Modeling financial contagion using mutually exciting jump processes
Yacine Aït‐Sahalia, Julio Cacho-Diaz, Roger J. A. Laeven
Journal of Financial Economics (2015) Vol. 117, Iss. 3, pp. 585-606
Open Access | Times Cited: 521
Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
Lily Y. Liu, Andrew J. Patton, Kevin Sheppard
Journal of Econometrics (2015) Vol. 187, Iss. 1, pp. 293-311
Open Access | Times Cited: 519
Jump-robust volatility estimation using nearest neighbor truncation
Torben G. Andersen, Dobrislav Dobrev, Ernst Schaumburg
Journal of Econometrics (2012) Vol. 169, Iss. 1, pp. 75-93
Open Access | Times Cited: 435
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling
Fulvio Corsi, Roberto Renò
Journal of Business and Economic Statistics (2012) Vol. 30, Iss. 3, pp. 368-380
Open Access | Times Cited: 309
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
Forecasting the volatility of crude oil futures using intraday data
Benoît Sévi
European Journal of Operational Research (2014) Vol. 235, Iss. 3, pp. 643-659
Open Access | Times Cited: 257
The impact of sentiment and attention measures on stock market volatility
Francesco Audrino, Fabio Sigrist, Daniele Ballinari
International Journal of Forecasting (2019) Vol. 36, Iss. 2, pp. 334-357
Open Access | Times Cited: 240
Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States
Weiju Xu, Feng Ma, Wang Chen, et al.
Energy Economics (2019) Vol. 80, pp. 310-320
Closed Access | Times Cited: 206
Fact or friction: Jumps at ultra high frequency
Kim Christensen, Roel C. A. Oomen, Mark Podolskij
Journal of Financial Economics (2014) Vol. 114, Iss. 3, pp. 576-599
Closed Access | Times Cited: 205
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
Spillovers in higher moments and jumps across US stock and strategic commodity markets
Elie Bouri, Xiaojie Lei, Naji Jalkh, et al.
Resources Policy (2021) Vol. 72, pp. 102060-102060
Closed Access | Times Cited: 128
Does climate policy uncertainty affect Chinese stock market volatility?
Zhonglu Chen, Li Zhang, Chen Weng
International Review of Economics & Finance (2022) Vol. 84, pp. 369-381
Closed Access | Times Cited: 73
Price and volatility co-jumps
Federico M. Bandi, Roberto Renò
Journal of Financial Economics (2015) Vol. 119, Iss. 1, pp. 107-146
Closed Access | Times Cited: 157
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
Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests
Ana-Maria Dumitru, Giovanni Urga
Journal of Business and Economic Statistics (2012) Vol. 30, Iss. 2, pp. 242-255
Open Access | Times Cited: 139
Which sentiment index is more informative to forecast stock market volatility? Evidence from China
Chao Liang, Linchun Tang, Yan Li, et al.
International Review of Financial Analysis (2020) Vol. 71, pp. 101552-101552
Closed Access | Times Cited: 139
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
Realizing smiles: Options pricing with realized volatility
Fulvio Corsi, Nicola Fusari, Davide La Vecchia
Journal of Financial Economics (2012) Vol. 107, Iss. 2, pp. 284-304
Open Access | Times Cited: 128
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks
Manabu Asai, Rangan Gupta, Michael McAleer
International Journal of Forecasting (2020) Vol. 36, Iss. 3, pp. 933-948
Open Access | Times Cited: 121
Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets
Marcel Prokopczuk, Lazaros Symeonidis, Chardin Wese Simen
Journal of Futures Markets (2015) Vol. 36, Iss. 8, pp. 758-792
Open Access | Times Cited: 116
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