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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:

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

Showing 1-25 of 435 citing articles:

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
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
Does realized skewness predict the cross-section of equity returns?
Diego Amaya, Peter Christoffersen, Kris Jacobs, et al.
Journal of Financial Economics (2015) Vol. 118, Iss. 1, pp. 135-167
Open Access | Times Cited: 463
Exploiting the errors: A simple approach for improved volatility forecasting
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
Journal of Econometrics (2015) Vol. 192, Iss. 1, pp. 1-18
Open Access | Times Cited: 390
The Effects of Oil Price Uncertainty on Global Real Economic Activity
Soojin Jo
Journal of money credit and banking (2014) Vol. 46, Iss. 6, pp. 1113-1135
Closed Access | Times Cited: 277
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
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
The realized volatility of commodity futures: Interconnectedness and determinants
Elie Bouri, Brian M. Lucey, Tareq Saeed, et al.
International Review of Economics & Finance (2021) Vol. 73, pp. 139-151
Closed Access | Times Cited: 127
Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting
Min Liu, Chien‐Chiang Lee
Energy Economics (2021) Vol. 103, pp. 105622-105622
Closed Access | Times Cited: 119
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 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
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
Pierre Bajgrowicz, Olivier Scaillet, Adrien Treccani
Management Science (2015) Vol. 62, Iss. 8, pp. 2198-2217
Open Access | Times Cited: 128
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
Volatility jumps: The role of geopolitical risks
Κωνσταντίνος Γκίλλας, Rangan Gupta, Mark E. Wohar
Finance research letters (2018) Vol. 27, pp. 247-258
Open Access | Times Cited: 115
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Štefan Lyócsa, Péter Molnár, Tomáš Plíhal, et al.
Journal of Economic Dynamics and Control (2020) Vol. 119, pp. 103980-103980
Open Access | Times Cited: 107
Modeling and forecasting exchange rate volatility in time-frequency domain
Jozef Baruník, Tomáš Křehlík, Lukáš Vácha
European Journal of Operational Research (2015) Vol. 251, Iss. 1, pp. 329-340
Open Access | Times Cited: 101
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
Journal of Econometrics (2018) Vol. 207, Iss. 1, pp. 71-91
Open Access | Times Cited: 99
Forecasting Bitcoin risk measures: A robust approach
Carlos Trucíos
International Journal of Forecasting (2019) Vol. 35, Iss. 3, pp. 836-847
Closed Access | Times Cited: 91
Are disagreements agreeable? Evidence from information aggregation
Dashan Huang, Jiangyuan Li, Liyao Wang
Journal of Financial Economics (2021) Vol. 141, Iss. 1, pp. 83-101
Open Access | Times Cited: 72
The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic
Min Liu
Economic Analysis and Policy (2022) Vol. 75, pp. 288-309
Closed Access | Times Cited: 64
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Zibo Niu, Feng Ma, Hongwei Zhang
Energy Economics (2022) Vol. 112, pp. 106120-106120
Closed Access | Times Cited: 47
Forecasting of clean energy market volatility: The role of oil and the technology sector
Štefan Lyócsa, Neda Todorova
Energy Economics (2024) Vol. 132, pp. 107451-107451
Closed Access | Times Cited: 12
Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks
Tony Klein
Journal of Economic Behavior & Organization (2024) Vol. 222, pp. 294-313
Open Access | Times Cited: 10
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
Kris Boudt, Mikaël Petitjean
Journal of Financial Markets (2013) Vol. 17, pp. 121-149
Closed Access | Times Cited: 88
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