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:

Hedging macroeconomic and financial uncertainty and volatility
Ian Dew-Becker, Stefano Giglio, Bryan Kelly
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 23-45
Open Access | Times Cited: 66

Showing 26-50 of 66 citing articles:

Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data
Xianfeng Hao, Yudong Wang, Chongfeng Wu, et al.
Journal of Financial Markets (2024) Vol. 70, pp. 100913-100913
Closed Access | Times Cited: 2
From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns
Lin Zhu, Fuwei Jiang, Guohao Tang, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103433-103433
Closed Access | Times Cited: 2
Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market
Gurdip Bakshi, Xiaohui Gao, Jinming Xue
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 4, pp. 1808-1842
Closed Access | Times Cited: 12
Generalized Disappointment Aversion and the Variance Term Structure
Mykola Babiak
Journal of Financial and Quantitative Analysis (2023) Vol. 59, Iss. 4, pp. 1796-1820
Open Access | Times Cited: 5
0DTE Asset Pricing
Caio Almeida, Gustavo Freire, Rodrigo Hizmeri
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Option Returns, Risk Premiums, and Demand Pressure in Energy Markets
Kris Jacobs, Bingxin Li
Journal of Banking & Finance (2022) Vol. 146, pp. 106687-106687
Closed Access | Times Cited: 7
Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks
Nicolas Himounet
International Economics (2022) Vol. 170, pp. 1-31
Open Access | Times Cited: 6
Financial uncertainty and stock market volatility
Ying Jiang, Xiaoquan Liu, Zhenyu Lu
European Financial Management (2023) Vol. 30, Iss. 3, pp. 1618-1667
Closed Access | Times Cited: 3
Market inefficiency spillover network across different regimes
Jie Yang, Yun Feng
Finance research letters (2023) Vol. 58, pp. 104577-104577
Closed Access | Times Cited: 3
The Price of Macroeconomic Uncertainty: Evidence from Daily Option Expirations
Juan M. Londoño, Mehrdad Samadi
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Skewness Risk Premia and the Cross-Section of Currency Returns
Junye Li, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Is The United States A Lucky Survivor: A Hierarchical Bayesian Approach
Jules H. van Binsbergen, Sophia V. Hua, Jessica A. Wachter
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 7
Pricing Event Risk: Evidence from Concave Implied Volatility Curves
Lykourgos Alexiou, Amit Goyal, Alexandros Kostakis, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 7
Financial Uncertainty and Stock Market Volatility
Ying Jiang, Xiaoquan Liu, Zhenyu Lu
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
A Factor Model for Stock Options
Turan G. Bali, Jie Cao, Fousseni Chabi-Yo, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Recent Developments in Financial Risk and the Real Economy
Ian Dew-Becker, Stefano Giglio
Annual Review of Financial Economics (2024) Vol. 16, Iss. 1, pp. 39-60
Closed Access
Variance dynamics and term structure of the natural gas market
Cheng-Wu Shao, Ramaprasad Bhar, David B. Colwell, et al.
Energy Economics (2024) Vol. 137, pp. 107780-107780
Closed Access
Combining density forecast accuracy tests: an application to agricultural, energy, and metal commodities
Bernardina Algieri, Arturo Leccadito, Danilo Sicoli, et al.
Journal of the Royal Statistical Society Series C (Applied Statistics) (2024)
Closed Access
The Transmission of Monetary Policy to the Cost of Hedging
Matthias R. Fengler, Winfried Koeniger, Stephan Minger
(2024)
Closed Access
Measuring Trade Policy Uncertainty and Its Impact on Financial Market Volatility: A Perception-Based Approach
Youssef Ait Benasser
SSRN Electronic Journal (2024)
Closed Access
Does Uncertainty Matter in Stock Liquidity? Evidence from the Covid-19 Pandemic
Haoyu Gao, Huiyu Wen
(2024)
Closed Access
Time-Varying Deterministic Volatility Model for Options on Wheat Futures
Marco Haase, Jacqueline Henn
Commodities (2024) Vol. 3, Iss. 3, pp. 334-354
Open Access
Pricing of Risk in Credit and Equity Index Options-A Role for Option Order Flow?
Pierre Collin‐Dufresne, Anders B. Trolle
(2024)
Closed Access
A Factor Model for Option Returns
Matthias Büchner, Bryan T. Kelly
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
Generalized Disappointment Aversion and the Variance Term Structure
Mykola Babiak
SSRN Electronic Journal (2017)
Open Access | Times Cited: 2

Scroll to top