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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:

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

Showing 1-25 of 29 citing articles:

Forecasting volatility of EUA futures: New evidence
Xiaozhu Guo, Yisu Huang, Chao Liang, et al.
Energy Economics (2022) Vol. 110, pp. 106021-106021
Closed Access | Times Cited: 20
Forecasting crude oil futures volatility with extreme-value information and dynamic jumps
Wesley Shu, Haowen Luo
Frontiers in Environmental Economics (2025) Vol. 4
Open Access
Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market
Gaoxiu Qiao, Xuekun Ma, Gongyue Jiang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 415-437
Closed Access | Times Cited: 3
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
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
Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market
Yirong Huang, Yi Luo
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102148-102148
Closed Access | Times Cited: 2
Detecting Jump Risk and Jump-Diffusion Model for Bitcoin Options Pricing and Hedging
Kuo‐Shing Chen, Yu‐Chuan Huang
Mathematics (2021) Vol. 9, Iss. 20, pp. 2567-2567
Open Access | Times Cited: 15
Forecasting VIX with time-varying risk aversion
Xinyu Wu, Qizhi He, Haibin Xie
International Review of Economics & Finance (2023) Vol. 88, pp. 458-475
Closed Access | Times Cited: 6
Forecasting VIX using two-component realized EGARCH model
Xinyu Wu, An Zhao, Li Liu
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101934-101934
Closed Access | Times Cited: 5
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 VIX using realized EGARCH model with dynamic jumps
Xinyu Wu, Junlin Pu, Yuyao Wang
Applied Economics Letters (2024), pp. 1-12
Closed Access | Times Cited: 1
Price dynamics and volatility jumps in bitcoin options
Kuo Shing Chen, J. Jimmy Yang
Financial Innovation (2024) Vol. 10, Iss. 1
Open 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
Modelling exchange rate volatility under jump process and application analysis
Guifang Liu, Yuhang Zheng, Fan Hu, et al.
AIMS Mathematics (2023) Vol. 8, Iss. 4, pp. 8610-8632
Open Access | Times Cited: 3
Setting the VIX Free: A Generalized Affine GARCH Model
Marcos Escobar, Lars Stentoft, Xize Ye
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
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
Forecasting Household Electricity Consumption Using Time Series Models
Patcharakorn Sokannit
International Journal of Machine Learning and Computing (2021) Vol. 11, Iss. 6, pp. 380-386
Open Access | Times Cited: 5
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 VIX using Bayesian deep learning
Héctor J. Hortúa, Andrés Mora‐Valencia
International Journal of Data Science and Analytics (2024)
Open Access
Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye
Finance research letters (2024) Vol. 69, pp. 106053-106053
Open Access
Advanced CEEMD hybrid model for VIX forecasting: optimized decision trees and ARIMA integration
Zhuqin Liang, Mohd Tahir Ismail
Evolutionary Intelligence (2024) Vol. 18, Iss. 1
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
Conditional Threshold Autoregression (CoTAR)
Kaiji Motegi, Jay Dennis, Shigeyuki Hamori
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
Predicting Bitcoin Prices via Machine Learning and Time Series Models
Yu-Min Lian, Jia-Ling Chen, Hsueh-Chien Cheng
(2022), pp. 25-43
Open Access | Times Cited: 1
Jump dynamics, spillover effect and option valuation
Zhiyuan Pan, Jiangyu Shuai, Zhilei Liang, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101717-101717
Closed Access | Times Cited: 1
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