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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:

Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?
Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, et al.
The Energy Journal (2019) Vol. 40, Iss. 2_suppl, pp. 131-156
Closed Access | Times Cited: 21

Showing 21 citing articles:

Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market
Zied Ftiti, Hachmi Ben Ameur, Waël Louhichi
Economic Modelling (2021) Vol. 99, pp. 105484-105484
Open Access | Times Cited: 87
On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era
Vincenzo Candila, Denis Alekseevich Maximov, Alexey Mikhaylov, et al.
Energies (2021) Vol. 14, Iss. 23, pp. 8046-8046
Open Access | Times Cited: 86
Market Shocks and Stock Volatility: Evidence from Emerging and Developed Markets
Mosab I. Tabash, Neenu Chalissery, T. Mohamed Nishad, et al.
International Journal of Financial Studies (2024) Vol. 12, Iss. 1, pp. 2-2
Open Access | Times Cited: 12
Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?
Zied Ftiti, Waël Louhichi, Hachmi Ben Ameur
Annals of Operations Research (2021) Vol. 330, Iss. 1-2, pp. 665-690
Open Access | Times Cited: 50
Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries
Waël Louhichi, Zied Ftiti, Hachmi Ben Ameur
Technological Forecasting and Social Change (2021) Vol. 167, pp. 120732-120732
Open Access | Times Cited: 37
Positive information shocks, investor behavior and stock price crash risk
Xin Cui, Ahmet Şensoy, Duc Khuong Nguyen, et al.
Journal of Economic Behavior & Organization (2022) Vol. 197, pp. 493-518
Closed Access | Times Cited: 24
Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysis
Najaf Iqbal, Elie Bouri, Guangrui Liu, et al.
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 975-995
Closed Access | Times Cited: 24
Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models
Haithem Awijen, Hachmi Ben Ameur, Zied Ftiti, et al.
Annals of Operations Research (2023)
Closed Access | Times Cited: 15
On the effect of oil price in the context of Covid‐19
Fredj Jawadi, Mohamed Sellami
International Journal of Finance & Economics (2021) Vol. 27, Iss. 4, pp. 3924-3933
Closed Access | Times Cited: 29
Banks’ stock price crash risk prediction with textual analysis: a machine learning approach
Dimitrios Anastasiou, Apostolos G. Katsafados, Christos Tzomakas
Annals of Operations Research (2025)
Open Access
The nexus between black and digital gold: evidence from US markets
Toan Luu Duc Huynh, Rizwan Ahmed, Muhammad Ali Nasir, et al.
Annals of Operations Research (2021) Vol. 334, Iss. 1-3, pp. 521-546
Open Access | Times Cited: 22
Volatility Forecasting of Crude Oil Market: Which Structural Change Based GARCH Models have Better Performance?
Yue‐Jun Zhang, Han Zhang
The Energy Journal (2023) Vol. 44, Iss. 1, pp. 175-194
Open Access | Times Cited: 8
Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?
Yue‐Jun Zhang, Han Zhang
International Review of Financial Analysis (2022) Vol. 85, pp. 102454-102454
Closed Access | Times Cited: 12
An innovative decision-making system integrating multifractal analysis and volatility forecasting
Jialu Gao, J Wang, Danxiang Wei, et al.
Annals of Operations Research (2024)
Closed Access | Times Cited: 1
Time-Varying Granger Causality of COVID-19 News on Emerging Financial Markets: The Latin American Case
Semei Coronado, José N. Martínez, Víctor Hugo Gualajara Estrada, et al.
Mathematics (2023) Vol. 11, Iss. 2, pp. 394-394
Open Access | Times Cited: 3
Understanding Intraday Oil Price Dynamics during the COVID-19 Pandemic: New Evidence from Oil and Stock Investor Sentiments
Mohamed Arbi Madani, Zied Ftiti
The Energy Journal (2023) Vol. 45, Iss. 3, pp. 57-86
Closed Access | Times Cited: 3
Transfer Entropy Granger Causality between News Indices and Stock Markets in U.S. and Latin America during the COVID-19 Pandemic
Semei Coronado, José N. Martínez, Víctor Hugo Gualajara Estrada, et al.
Entropy (2022) Vol. 24, Iss. 10, pp. 1420-1420
Open Access | Times Cited: 5
Co‐Jump Dependency and Transmission Across US Commodity Futures: A Network Analysis
Lei Zhang, Yan Chen, Elie Bouri
Journal of Futures Markets (2024) Vol. 44, Iss. 12, pp. 1851-1868
Closed Access
Improving Price Generation: A Novel Agent-Based Model for Capturing Persistent Jumps in Asset Prices
Shijia Song, Handong Li
Computational Economics (2024)
Closed Access
Reexamining the oil price & islamic finance relationship: a multicriteria time series analysis
Fredj Jawadi, Abdoul karim Idi Cheffou, Nabila Jawadi
Annals of Operations Research (2023)
Closed Access
Co-Jump Dynamicity in the Commodity Futures Markets
Lei Zhang, Elie Bouri, Yan Chen
(2023)
Closed Access
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