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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 role of jumps and leverage in forecasting volatility in international equity markets
Daniel Bunčić, Katja Gisler
Journal of International Money and Finance (2017) Vol. 79, pp. 1-19
Closed Access | Times Cited: 69

Showing 1-25 of 69 citing articles:

Climate risk and predictability of global stock market volatility
Mingtao Zhou, Yong Ma
Journal of International Financial Markets Institutions and Money (2025) Vol. 101, pp. 102135-102135
Closed Access | Times Cited: 2
Is implied volatility more informative for forecasting realized volatility: An international perspective
Chao Liang, Yu Wei, Yaojie Zhang
Journal of Forecasting (2020) Vol. 39, Iss. 8, pp. 1253-1276
Closed Access | Times Cited: 112
Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?
Jiqian Wang, Xinjie Lu, Feng He, et al.
International Review of Financial Analysis (2020) Vol. 72, pp. 101596-101596
Open Access | Times Cited: 110
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
Which uncertainty is powerful to forecast crude oil market volatility? New evidence
Xiafei Li, Yu Wei, Xiaodan Chen, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 4, pp. 4279-4297
Closed Access | Times Cited: 79
Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information
Chao Liang, Yan Li, Feng Ma, et al.
International Review of Financial Analysis (2021) Vol. 75, pp. 101750-101750
Closed Access | Times Cited: 67
Stock market volatility predictability in a data-rich world: A new insight
Feng Ma, Jiqian Wang, M.I.M. Wahab, et al.
International Journal of Forecasting (2022) Vol. 39, Iss. 4, pp. 1804-1819
Closed Access | Times Cited: 39
Cryptocurrency volatility forecasting: A Markov regime‐switching MIDAS approach
Feng Ma, Chao Liang, Yuanhui Ma, et al.
Journal of Forecasting (2020) Vol. 39, Iss. 8, pp. 1277-1290
Closed Access | Times Cited: 60
Oil price volatility predictability: New evidence from a scaled PCA approach
Yangli Guo, Feng He, Chao Liang, et al.
Energy Economics (2021) Vol. 105, pp. 105714-105714
Closed Access | Times Cited: 42
Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets
Feng Ma, M.I.M. Wahab, Yaojie Zhang
Pacific-Basin Finance Journal (2019) Vol. 54, pp. 132-146
Closed Access | Times Cited: 49
Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches
Yaojie Zhang, Feng Ma, Yu Wei
Energy Economics (2019) Vol. 81, pp. 1109-1120
Closed Access | Times Cited: 49
Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching
Yaojie Zhang, Likun Lei, Yu Wei
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101145-101145
Closed Access | Times Cited: 41
The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models
Jihong Xiao, Fenghua Wen, Yupei Zhao, et al.
International Review of Economics & Finance (2021) Vol. 74, pp. 311-333
Closed Access | Times Cited: 40
Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility
Dimos Kambouroudis, David G. McMillan, Katerina Tsakou
Journal of Futures Markets (2021) Vol. 41, Iss. 10, pp. 1618-1639
Open Access | Times Cited: 38
Forecasting international equity market volatility: A new approach
Chao Liang, Yan Li, Feng Ma, et al.
Journal of Forecasting (2022) Vol. 41, Iss. 7, pp. 1433-1457
Closed Access | Times Cited: 26
Leverage analysis of carbon market price fluctuation in China
Jian Liu, Yuying Huang, Chun‐Ping Chang
Journal of Cleaner Production (2019) Vol. 245, pp. 118557-118557
Closed Access | Times Cited: 35
Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets
Gaoxiu Qiao, Yuxin Teng, Weiping Li, et al.
The North American Journal of Economics and Finance (2019) Vol. 49, pp. 133-151
Closed Access | Times Cited: 31
VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective
Gaoxiu Qiao, Jiyu Yang, Weiping Li
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101186-101186
Closed Access | Times Cited: 29
Forecasting China's crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic
Zhonglu Chen, Yong Ye, Xiafei Li
Resources Policy (2021) Vol. 75, pp. 102453-102453
Open Access | Times Cited: 24
Combining Realized Volatility Estimators Based on Economic Performance
Vasiliki D. Skintzi, Stavroula P. Fameliti
(2025)
Closed Access
Causality Nexus Between Volatility, Liquidity and Foreign Ownership: Evidence from Borsa Istanbul
Mehmet Benturk
Journal of Quantitative Economics (2025)
Closed Access
Impact of crude oil volatility jumps on sustainable investments: Evidence from India
Anupam Dutta, Kakali Kanjilal, Sajal Ghosh, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 10, pp. 1450-1468
Open Access | Times Cited: 9
International stock volatility predictability: New evidence from uncertainties
Jiqian Wang, Feng Ma, Tianyang Wang, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101781-101781
Closed Access | Times Cited: 8
The role of model bias in predicting volatility: evidence from the US equity markets
Yan Li, Luo Lian, Chao Liang, et al.
China Finance Review International (2020) Vol. 13, Iss. 1, pp. 140-155
Closed Access | Times Cited: 21
Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump
Xiafei Li, Dongxin Li, Xuhui Zhang, et al.
Journal of Forecasting (2021) Vol. 40, Iss. 8, pp. 1501-1523
Closed Access | Times Cited: 19
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