Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Measuring Downside Risk - Realised Semivariance
Ole E. Barndorff‐Nielsen, Silja Kinnebrock, Neil Shephard
SSRN Electronic Journal (2008)
Open Access | Times Cited: 124

Showing 1-25 of 124 citing articles:

News—Good or Bad—and Its Impact on Volatility Predictions over Multiple Horizons
Xilong Chen, Éric Ghysels
Review of Financial Studies (2010) Vol. 24, Iss. 1, pp. 46-81
Closed Access | Times Cited: 271
Forecasting volatility of the U.S. oil market
Erik Haugom, Henrik Langeland, Péter Molnár, et al.
Journal of Banking & Finance (2014) Vol. 47, pp. 1-14
Closed Access | Times Cited: 240
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
Dexiang Mei, Feng Ma, Yin Liao, et al.
Energy Economics (2019) Vol. 86, pp. 104624-104624
Closed Access | Times Cited: 196
Asymmetric volatility spillover among Chinese sectors during COVID-19
Syed Jawad Hussain Shahzad, Muhammad Abubakr Naeem, Zhe Peng, et al.
International Review of Financial Analysis (2021) Vol. 75, pp. 101754-101754
Open Access | Times Cited: 177
The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market
Xu Gong, Boqiang Lin
Energy Economics (2018) Vol. 74, pp. 370-386
Closed Access | Times Cited: 169
Stock market volatility spillovers from U.S. to China: The pivotal role of Hong Kong
Yu‐Lun Chen, J. Jimmy Yang, Yu‐Ting Chang
Pacific-Basin Finance Journal (2025), pp. 102670-102670
Closed Access | Times Cited: 2
Realized higher-order moments spillovers between commodity and stock markets: Evidence from China
Hongwei Zhang, Chen Jin, Elie Bouri, et al.
Journal of commodity markets (2022) Vol. 30, pp. 100275-100275
Closed Access | Times Cited: 68
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era
Zaghum Umar, Francisco Jareño, Ana Escribano
Applied Economics (2021) Vol. 54, Iss. 9, pp. 1030-1054
Open Access | Times Cited: 67
Do all renewable energy stocks react to the war in Ukraine? Russo-Ukrainian conflict perspective
Kamel Si Mohammed, Muhammad Usman, Paiman Ahmad, et al.
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 13, pp. 36782-36793
Open Access | Times Cited: 61
Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector
Feng He, Feng Ma, Ziwei Wang, et al.
International Review of Financial Analysis (2021) Vol. 75, pp. 101739-101739
Closed Access | Times Cited: 58
Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash
Kamel Si Mohammed, Marco Tedeschi, Sabrine Mallek, et al.
Resources Policy (2023) Vol. 85, pp. 103798-103798
Closed Access | Times Cited: 27
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China
Jihong Xiao, Jiajie Jiang, Yaojie Zhang
Pacific-Basin Finance Journal (2024) Vol. 84, pp. 102303-102303
Closed Access | Times Cited: 14
Tails, Fears and Risk Premia
Tim Bollerslev, Viktor Todorov
SSRN Electronic Journal (2009)
Open Access | Times Cited: 101
Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect
Cai Yang, Xu Gong, Hongwei Zhang
Resources Policy (2018) Vol. 61, pp. 548-563
Closed Access | Times Cited: 77
Investigating the risk-return trade-off for crude oil futures using high-frequency data
Xu Gong, Fenghua Wen, X.H. Xia, et al.
Applied Energy (2016) Vol. 196, pp. 152-161
Closed Access | Times Cited: 66
Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic
Jinxin Cui, Aktham Maghyereh
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 38
Forecasting realized volatility with machine learning: Panel data perspective
Haibin Zhu, Lu Bai, Lidan He, et al.
Journal of Empirical Finance (2023) Vol. 73, pp. 251-271
Closed Access | Times Cited: 22
Realized higher-order moments spillovers across cryptocurrencies
Nicholas Apergis
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101763-101763
Closed Access | Times Cited: 19
Pricing cryptocurrency options with machine learning regression for handling market volatility
Alessio Brini, Jimmie Lenz
Economic Modelling (2024) Vol. 136, pp. 106752-106752
Closed Access | Times Cited: 8
A comparison of cryptocurrency volatility-benchmarking new and mature asset classes
Alessio Brini, Jimmie Lenz
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 7
Forecasting stock market volatility: Do realized skewness and kurtosis help?
Dexiang Mei, Jing Liu, Feng Ma, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 481, pp. 153-159
Closed Access | Times Cited: 61
Uncertainty index and stock volatility prediction: evidence from international markets
Xue Gong, Weiguo Zhang, Weijun Xu, et al.
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 26
How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis
Cao Yan, Sheng Cheng, Xinran Li
Resources Policy (2023) Vol. 86, pp. 104086-104086
Closed Access | Times Cited: 14
Realized GARCH: A Joint Model of Returns and Realized Measures of Volatility
Peter Reinhard Hansen, Zhuo Huang, Howard Shek
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 62
Volatility transmission in global financial markets
Adam Clements, Stan Hurn, Vladimir Volkov
Journal of Empirical Finance (2014) Vol. 32, pp. 3-18
Closed Access | Times Cited: 47
Page 1 - Next Page

Scroll to top