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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:

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

Showing 1-25 of 31 citing articles:

Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants
Wei Chen, Huilin Xu, Lifen Jia, et al.
International Journal of Forecasting (2020) Vol. 37, Iss. 1, pp. 28-43
Closed Access | Times Cited: 172
Economic policy uncertainty and stock market returns: New evidence
Yongan Xu, Jianqiong Wang, Zhonglu Chen, et al.
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101525-101525
Closed Access | Times Cited: 55
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
Forecast on silver futures linked with structural breaks and day-of-the-week effect
Wenlan Li, Yuxiang Cheng, Qiang Fang
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101192-101192
Closed Access | Times Cited: 34
Can the Chinese volatility index reflect investor sentiment?
Wen Long, Manyi Zhao, Ye-ran Tang
International Review of Financial Analysis (2020) Vol. 73, pp. 101612-101612
Open 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
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
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
Chuangxia Huang, Xian Zhao, Yunke Deng, et al.
International Review of Economics & Finance (2021) Vol. 78, pp. 81-94
Closed Access | Times Cited: 21
VIX term structure forecasting: New evidence based on the realized semi-variances
Gaoxiu Qiao, Gongyue Jiang, Jiyu Yang
International Review of Financial Analysis (2022) Vol. 82, pp. 102199-102199
Closed Access | Times Cited: 14
Option pricing under sub-mixed fractional Brownian motion based on time-varying implied volatility using intelligent algorithms
Jingjun Guo, Weiyi Kang, Yubing Wang
Soft Computing (2023) Vol. 27, Iss. 20, pp. 15225-15246
Closed Access | Times Cited: 8
Volatility index prediction based on a hybrid deep learning system with multi-objective optimization and mode decomposition
Chaonan Tian, Tong Niu, Wei Wei
Expert Systems with Applications (2022) Vol. 213, pp. 119184-119184
Closed Access | Times Cited: 8
VIX futures pricing based on high‐frequency VIX: A hybrid approach combining SVR with parametric models
Gaoxiu Qiao, Gongyue Jiang
Journal of Futures Markets (2023) Vol. 43, Iss. 9, pp. 1238-1260
Closed Access | Times Cited: 4
Forecasting Chinese crude oil futures volatility: New evidence based on dual feature processing of large‐scale variables
Gaoxiu Qiao, Yijun Pan, Chao Liang, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 7, pp. 2495-2521
Closed Access | Times Cited: 1
Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility
Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, et al.
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
Forecasting the Volatility of CSI 300 Index with a Hybrid Model of LSTM and Multiple GARCH Models
Brian Tian, Tianyu Yan, Hong Yin
Computational Economics (2024)
Closed Access | Times Cited: 1
The cross-market dynamic effects of liquidity on volatility: evidence from Chinese stock index and futures markets
Gaoxiu Qiao, Yuxin Teng, Yanyan Xu, et al.
Applied Economics (2019) Vol. 52, Iss. 1, pp. 85-99
Closed Access | Times Cited: 8
Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX
Gongyue Jiang, Gaoxiu Qiao, Feng Ma, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 8, pp. 1518-1548
Closed Access | Times Cited: 5
Out-of-sample realized volatility forecasting: does the support vector regression compete combination methods
Gaoxun Zhang, Gaoxiu Qiao
Applied Economics (2021) Vol. 53, Iss. 19, pp. 2192-2205
Closed Access | Times Cited: 7
Realized volatility forecasting based on rolling SW-SVR method: evidence from CSI 300 index
Hongliang Li, Gaoxiu Qiao
Applied Economics Letters (2022) Vol. 30, Iss. 7, pp. 975-980
Closed Access | Times Cited: 3
Liquidity and realized covariance forecasting: a hybrid method with model uncertainty
Gaoxiu Qiao, Yangli Cao, Feng Ma, et al.
Empirical Economics (2022) Vol. 64, Iss. 1, pp. 437-463
Closed Access | Times Cited: 3
The information content of Chinese volatility index for volatility forecasting
Zhe Li, Weiguo Zhang, Yue Zhang
Applied Economics Letters (2020) Vol. 28, Iss. 5, pp. 365-372
Closed Access | Times Cited: 3
Exchange Rate Forecasting Based on Integration of Gated Recurrent Unit (GRU) and CBOE Volatility Index (VIX)
Hao Xu, Xu Cheng, Yanqi Sun, et al.
Computational Economics (2023) Vol. 64, Iss. 3, pp. 1539-1567
Open Access | Times Cited: 1
Hybrid forecasting of crude oil volatility index: The cross‐market effects of stock market jumps
Gongyue Jiang, Gaoxiu Qiao, Lu Wang, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 6, pp. 2378-2398
Closed Access
Forecasting volatility in Chinese crude oil futures: insights from volatility-of-volatility and Markov regime-switching approaches
Gaoxiu Qiao, Yijun Pan, Chao Liang
Quantitative Finance (2024) Vol. 24, Iss. 12, pp. 1839-1856
Closed Access
Volatility Forecasting of China Silver Futures: the Contributions of Chinese Investor Sentiment and CBOE Gold and Silver ETF Volatility Indices
Wenbin Hu
E3S Web of Conferences (2021) Vol. 253, pp. 02023-02023
Open Access | Times Cited: 2
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