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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:

The economic value of volatility timing with realized jumps
Ingmar Nolte, Qi Xu
Journal of Empirical Finance (2015) Vol. 34, pp. 45-59
Open Access | Times Cited: 25

Showing 25 citing articles:

Moments-based spillovers across gold and oil markets
Matteo Bonato, Rangan Gupta, Chi Keung Marco Lau, et al.
Energy Economics (2020) Vol. 89, pp. 104799-104799
Open Access | Times Cited: 55
The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Feng Ma, Yaojie Zhang, M.I.M. Wahab, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 5, pp. 400-414
Closed Access | Times Cited: 48
Evolving Possibilistic Fuzzy Modeling for Realized Volatility Forecasting With Jumps
Leandro Maciel, Rosângela Ballini, Fernando Gomide
IEEE Transactions on Fuzzy Systems (2016) Vol. 25, Iss. 2, pp. 302-314
Closed Access | Times Cited: 45
Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin
Walid M.A. Ahmed
Journal of Economics and Business (2019) Vol. 108, pp. 105886-105886
Closed Access | Times Cited: 30
Do Price Jumps Matter in Volatility Forecasts of US Treasury Futures?
Xueer Zhang, Jui‐Cheng Hung, Chien‐Liang Chiu
Journal of Futures Markets (2025)
Closed Access
From dotcom to Covid-19: A convergence analysis of Islamic investments
Christos Alexakis, Dimitris Kenourgios, Vasileios Pappas, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 75, pp. 101423-101423
Open Access | Times Cited: 19
Does natural gas volatility affect Bitcoin volatility? Evidence from the HAR-RV model
Akihiro Omura, Adrian Cheung, Jen Je Su
Applied Economics (2023) Vol. 56, Iss. 4, pp. 414-425
Open Access | Times Cited: 7
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts
Junjie Hu, Weiyu Kuo, Wolfgang Karl Härdle
SSRN Electronic Journal (2019)
Open Access | Times Cited: 16
The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
Jui‐Cheng Hung, Hung‐Chun Liu, J. Jimmy Yang
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102260-102260
Closed Access | Times Cited: 1
Conditional Volatility Persistence and Realized Volatility Asymmetry: Evidence from the Chinese Stock Markets
Fei Su, Lei Wang
Emerging Markets Finance and Trade (2019) Vol. 56, Iss. 14, pp. 3252-3269
Closed Access | Times Cited: 8
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market
Yajing Wang, Liang Fang, Tianyi Wang, et al.
Economic Modelling (2019) Vol. 87, pp. 148-157
Closed Access | Times Cited: 8
Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals
Akihiro Omura, Bin Li, Richard Chung, et al.
Economic Modelling (2017) Vol. 70, pp. 496-510
Closed Access | Times Cited: 7
Managing volatility in commodity momentum
Qi Xu, Ying Wang
Journal of Futures Markets (2021) Vol. 41, Iss. 5, pp. 758-782
Closed Access | Times Cited: 5
A general equilibrium approach to pricing volatility risk
Jianlei Han, Martina K. Linnenluecke, Zhangxin Liu, et al.
PLoS ONE (2019) Vol. 14, Iss. 4, pp. e0215032-e0215032
Open Access | Times Cited: 4
A generalized heterogeneous autoregressive model using market information
Rodrigo Hizmeri, Marwan Izzeldin, Ingmar Nolte, et al.
Quantitative Finance (2022) Vol. 22, Iss. 8, pp. 1513-1534
Open Access | Times Cited: 3
The role of asymmetry and dynamics in carry trade and general financial markets
Chang‐Che Wu, MeiChi Huang, Chih‐Chiang Wu
Financial Review (2020) Vol. 56, Iss. 2, pp. 331-353
Closed Access | Times Cited: 3
The Economic Value of Bitcoin: A Volatility Timing Perspective with Portfolio Rebalancing
Jui‐Cheng Hung, Hung‐Chun Liu, J. Jimmy Yang
(2023)
Closed Access | Times Cited: 1
Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions
Chunyang Zhou, Chongfeng Wu, Weidong Xu
Journal of Futures Markets (2019) Vol. 40, Iss. 3, pp. 460-478
Closed Access | Times Cited: 2
Testing for Jumps in a Discretely Observed Price Process with Endogenous Sampling Times
Yifan Li, Ingmar Nolte, Sandra Nolte, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts
Junjie Hu, Wolfgang Karl H ardleNat. Chengchi Univ., Weiyu Kuo
arXiv (Cornell University) (2019)
Closed Access | Times Cited: 1
Combinação de projeções de volatilidade baseadas em medidas de risco para dados em alta frequência
Alcides Carlos de Araújo
(2016)
Open Access
Economic Value of Prediction of Return Distribution
Cem Çakmaklı, Anıl Divarcı Çakmaklı, Han N. Özsöylev
Ekonomi Politika ve Finans Arastirmalari Dergisi (2023) Vol. 8, Iss. 1, pp. 40-58
Open Access
The Economic Value of Bitcoin: A Volatility Timing Perspective with Portfolio Rebalancing
Jui‐Cheng Hung, Hung‐Chun Liu, J. Jimmy Yang
(2023)
Closed Access
A Generalized Heterogeneous Autoregressive Model using the Market Index
Rodrigo Hizmeri, Marwan Izzeldin, Ingmar Nolte, et al.
SSRN Electronic Journal (2019)
Open Access
Volatility Forecasting for Low-Volatility Investing
Christian Conrad, Onno Kleen
SSRN Electronic Journal (2022)
Closed Access
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