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:

Is implied volatility more informative for forecasting realized volatility: An international perspective
Chao Liang, Yu Wei, Yaojie Zhang
Journal of Forecasting (2020) Vol. 39, Iss. 8, pp. 1253-1276
Closed Access | Times Cited: 111

Showing 1-25 of 111 citing articles:

Research on the impact of green finance on carbon emissions: evidence from China
Jiancheng Bai, Zhonglu Chen, Xiang Yan, et al.
Economic Research-Ekonomska Istraživanja (2022) Vol. 35, Iss. 1, pp. 6965-6984
Open Access | Times Cited: 108
Forecasting crude oil market volatility using variable selection and common factor
Yaojie Zhang, M.I.M. Wahab, Yudong Wang
International Journal of Forecasting (2022) Vol. 39, Iss. 1, pp. 486-502
Closed Access | Times Cited: 74
Uncertainty and crude oil market volatility: new evidence
Chao Liang, Yu Wei, Xiafei Li, et al.
Applied Economics (2019) Vol. 52, Iss. 27, pp. 2945-2959
Closed Access | Times Cited: 137
Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?
Jiqian Wang, Xinjie Lu, Feng He, et al.
International Review of Financial Analysis (2020) Vol. 72, pp. 101596-101596
Open Access | Times Cited: 110
The information content of uncertainty indices for natural gas futures volatility forecasting
Chao Liang, Feng Ma, Lu Wang, et al.
Journal of Forecasting (2021) Vol. 40, Iss. 7, pp. 1310-1324
Closed Access | Times Cited: 85
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Yan Li, Chao Liang, Feng Ma, et al.
Finance research letters (2020) Vol. 36, pp. 101749-101749
Open Access | Times Cited: 78
Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information
Chao Liang, Yan Li, Feng Ma, et al.
International Review of Financial Analysis (2021) Vol. 75, pp. 101750-101750
Closed Access | Times Cited: 67
Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?
Zhonglu Chen, Chao Liang, Muhammad Umar
Resources Policy (2021) Vol. 74, pp. 102391-102391
Closed Access | Times Cited: 64
Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics
Kun Yang, Yu Wei, Shouwei Li, et al.
Energy Economics (2021) Vol. 96, pp. 105149-105149
Closed Access | Times Cited: 59
Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis
Walid Mensi, Xuan Vinh Vo, Hee-Un Ko, et al.
Economic Analysis and Policy (2022) Vol. 77, pp. 558-580
Open Access | Times Cited: 51
Stock market volatility predictability in a data-rich world: A new insight
Feng Ma, Jiqian Wang, M.I.M. Wahab, et al.
International Journal of Forecasting (2022) Vol. 39, Iss. 4, pp. 1804-1819
Closed Access | Times Cited: 39
Global financial stress index and long-term volatility forecast for international stock markets
Chao Liang, Qin Luo, Yan Li, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101825-101825
Open Access | Times Cited: 31
Novel optimization approach for realized volatility forecast of stock price index based on deep reinforcement learning model
Yuanyuan Yu, Yu Lin, Xianping Hou, et al.
Expert Systems with Applications (2023) Vol. 233, pp. 120880-120880
Closed Access | Times Cited: 26
Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method
Lu Wang, Ruan Hang, Yanran Hong, et al.
Research in International Business and Finance (2023) Vol. 64, pp. 101899-101899
Closed Access | Times Cited: 22
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: 1
Which types of commodity price information are more useful for predicting US stock market volatility?
Chao Liang, Feng Ma, Ziyang Li, et al.
Economic Modelling (2020) Vol. 93, pp. 642-650
Closed Access | Times Cited: 52
Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?
Lu Wang, Feng Ma, Jianyang Hao, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101756-101756
Closed Access | Times Cited: 43
Oil price volatility predictability: New evidence from a scaled PCA approach
Yangli Guo, Feng He, Chao Liang, et al.
Energy Economics (2021) Vol. 105, pp. 105714-105714
Closed Access | Times Cited: 42
Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model
Xiafei Li, Chao Liang, Feng Ma
Annals of Operations Research (2022)
Open Access | Times Cited: 34
Oil price volatility predictability based on global economic conditions
Yangli Guo, Feng Ma, Haibo Li, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102195-102195
Closed Access | Times Cited: 34
Which predictor is more predictive for Bitcoin volatility? And why?
Chao Liang, Yaojie Zhang, Xiafei Li, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 2, pp. 1947-1961
Closed Access | Times Cited: 41
The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models
Jihong Xiao, Fenghua Wen, Yupei Zhao, et al.
International Review of Economics & Finance (2021) Vol. 74, pp. 311-333
Closed Access | Times Cited: 40
Forecasting international equity market volatility: A new approach
Chao Liang, Yan Li, Feng Ma, et al.
Journal of Forecasting (2022) Vol. 41, Iss. 7, pp. 1433-1457
Closed Access | Times Cited: 26
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
Dynamic volatility spillovers and investment strategies between crude oil, new energy, and resource related sectors
Zhifeng Dai, Zhuang Luo, Chang Liu
Resources Policy (2023) Vol. 83, pp. 103681-103681
Closed Access | Times Cited: 15
Page 1 - Next Page

Scroll to top