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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:

Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection
Fang Tong, Tae‐Hwy Lee, Zhi Su
Journal of Empirical Finance (2020) Vol. 58, pp. 36-49
Closed Access | Times Cited: 96

Showing 26-50 of 96 citing articles:

Do dirty and clean energy investments react to infectious disease-induced uncertainty?
Anupam Dutta, Donghyun Park, Gazi Salah Uddin, et al.
Technological Forecasting and Social Change (2024) Vol. 205, pp. 123515-123515
Open Access | Times Cited: 4
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model
Afees A. S alisu, Wenting Liao, Rangan Gupta, et al.
Journal of Forecasting (2025)
Closed Access
Forecasting crude oil price volatility with uncertainty: New modeling with multivariate selection
Yunyi Zhang, Ting Hu, Shuang Xiao
Finance research letters (2025), pp. 107442-107442
Closed Access
Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH-MIDAS Model
Xinyu Wu, Xuebao Yin, Xueting Mei
Sustainability (2022) Vol. 14, Iss. 7, pp. 4306-4306
Open Access | Times Cited: 16
Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model
Han Liu, Peng Yang, Yongda He, et al.
Energy Economics (2023) Vol. 129, pp. 107204-107204
Closed Access | Times Cited: 10
International stock market volatility: A data-rich environment based on oil shocks
Xinjie Lu, Feng Ma, Tianyang Wang, et al.
Journal of Economic Behavior & Organization (2023) Vol. 214, pp. 184-215
Closed Access | Times Cited: 9
Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns
Xiaojun Zhao, Na Zhang, Yali Zhang, et al.
Journal of Empirical Finance (2024) Vol. 77, pp. 101487-101487
Closed Access | Times Cited: 3
Commodity Market Volatility and Climate Policy Uncertainty: A GARCH-MIDAS Approach
Lukman Lasisi, Franklin N. Ngwu, Kelechi C. Nnamdi
(2024)
Open Access | Times Cited: 2
Risky times: Seasonality and event risk of commodities
Dominik Boos
Journal of Futures Markets (2024) Vol. 44, Iss. 5, pp. 767-783
Open Access | Times Cited: 2
Dynamic spillover between crude oil, gold, and Chinese stock market sectors –analysis of spillovers during financial crisis data during the last two decades
YingTian Wu, Chun Mai
Heliyon (2024) Vol. 10, Iss. 9, pp. e30219-e30219
Open Access | Times Cited: 2
Forecasting realised volatility: Does the LASSO approach outperform HAR?
Yi Ding, Dimos S Kambouroudis, David G. McMillan
Journal of International Financial Markets Institutions and Money (2021) Vol. 74, pp. 101386-101386
Open Access | Times Cited: 16
Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility
Yanran Hong, Jize Yu, Yuquan Su, et al.
International Review of Economics & Finance (2022) Vol. 84, pp. 358-368
Closed Access | Times Cited: 11
Intraday trend prediction of stock indices with machine learning approaches
Pan Tang, Xin Tang, Wentao Yu
The Engineering Economist (2023) Vol. 68, Iss. 2, pp. 60-81
Closed Access | Times Cited: 6
Predicting long-term stock movements with fused textual features of Chinese research reports
Ming Zhang, Jiahao Yang, Meilin Wan, et al.
Expert Systems with Applications (2022) Vol. 210, pp. 118312-118312
Closed Access | Times Cited: 9
Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? Evidence from China
Hengzhen Lu, Qiujin Gao, Matthew C. Li
Applied Economics (2022) Vol. 55, Iss. 54, pp. 6427-6443
Closed Access | Times Cited: 9
Forecasting stock market realized volatility: The role of investor attention to the price of petroleum products
Dakai Li
International Review of Economics & Finance (2023) Vol. 90, pp. 115-122
Closed Access | Times Cited: 5
Novel grey wolf optimizer based parameters selection for GARCH and ARIMA models for stock price prediction
Sneha S. Bagalkot, Dinesha H. A, Nagaraj Naik
PeerJ Computer Science (2024) Vol. 10, pp. e1735-e1735
Open Access | Times Cited: 1
Volatility dynamics of agricultural futures markets under uncertainties
Anupam Dutta, Gazi Salah Uddin, Lin Wen Sheng, et al.
Energy Economics (2024) Vol. 136, pp. 107754-107754
Open Access | Times Cited: 1
Equation chapter 0 section 1Macro-driven stock market volatility prediction: Insights from a new hybrid machine learning approach
Qing Zeng, Xinjie Lu, Jin Xu, et al.
International Review of Financial Analysis (2024), pp. 103711-103711
Closed Access | Times Cited: 1
A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets
Gabriella Cagliesi, Francesco Guidi
International Review of Financial Analysis (2021) Vol. 74, pp. 101698-101698
Open Access | Times Cited: 10
Uncertainty‐driven oil volatility risk premium and international stock market volatility forecasting
Fang Tong, Deyu Miao, Zhi Su, et al.
Journal of Forecasting (2022) Vol. 42, Iss. 4, pp. 872-904
Closed Access | Times Cited: 6
The role of uncertainty in forecasting volatility comovements across stock markets
Andrea Bucci, Giulio Palomba, Eduardo Rossi
Economic Modelling (2023) Vol. 125, pp. 106309-106309
Closed Access | Times Cited: 3
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating
Rangan Gupta, Yuvana Jaichand, Christian Pierdzioch, et al.
Mathematics (2023) Vol. 11, Iss. 13, pp. 2964-2964
Open Access | Times Cited: 3
A volatility model based on adaptive expectations: An improvement on the rational expectations model
Yuan Yao, Yang Zhao, Yan Li
International Review of Financial Analysis (2022) Vol. 82, pp. 102202-102202
Closed Access | Times Cited: 5
Küresel Ekonomik Politik Belirsizliğin Türkiye’de BİST Endeksi ve Döviz Kuru Dalgalanmalarındaki Rolü: GARCH-MIDAS Yaklaşımı
Yağmur Tokatlıoğlu
Cankiri Karatekin Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi (2023)
Open Access | Times Cited: 2

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