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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:

Forecasting volatilities of oil and gas assets: A comparison of GAS, GARCH, and EGARCH models
Yingying Xu, Donald Lien
Journal of Forecasting (2021) Vol. 41, Iss. 2, pp. 259-278
Closed Access | Times Cited: 18

Showing 18 citing articles:

Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Chao Liang, Zhenglan Xia, Xiaodong Lai, et al.
Energy Economics (2022) Vol. 116, pp. 106437-106437
Closed Access | Times Cited: 37
A robust, resilience machine learning with risk approach: a case study of gas consumption
Reza Lotfi, Mehdi Changizi, Pedram MohajerAnsari, et al.
Annals of Operations Research (2024)
Closed Access | Times Cited: 5
A Novel Hybrid Nonlinear Forecasting Model for Interval‐Valued Gas Prices
Haowen Bao, Yongmiao Hong, Yuying Sun, et al.
Journal of Forecasting (2025)
Closed Access
A hybrid deep learning approach by integrating extreme gradient boosting‐long short‐term memory with generalized autoregressive conditional heteroscedasticity family models for natural gas load volatility prediction
Huibin Zeng, Bilin Shao, Genqing Bian, et al.
Energy Science & Engineering (2022) Vol. 10, Iss. 7, pp. 1998-2021
Open Access | Times Cited: 13
Volatility forecasts of stock index futures in China and the US–A hybrid LSTM approach
Xue Chen, Yan Hu
PLoS ONE (2022) Vol. 17, Iss. 7, pp. e0271595-e0271595
Open Access | Times Cited: 10
Daily natural gas load forecasting based on sequence autocorrelation
Xingren Xiang, Jiayuan Shen, Kaixiang Yang, et al.
2022 37th Youth Academic Annual Conference of Chinese Association of Automation (YAC) (2022)
Closed Access | Times Cited: 8
A GARCH model selection and estimation method based on neural network with the loss function of mean square error and model confidence set
Yanhao Huang, Ruibin Ren
Journal of Forecasting (2024) Vol. 43, Iss. 8, pp. 3177-3193
Open Access | Times Cited: 1
Natural Gas Price Forecasting by a New Hybrid Model Combining Quadratic Decomposition Technology and LSTM Model
Linjie Zhan, Zhenpeng Tang
Mathematical Problems in Engineering (2022) Vol. 2022, pp. 1-13
Open Access | Times Cited: 6
The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century
You‐How Go, Jia‐Jun Teo, Kam Fong Chan
Journal of Futures Markets (2023) Vol. 43, Iss. 11, pp. 1559-1575
Closed Access | Times Cited: 2
Bayesian predictive distributions of oil returns using mixed data sampling volatility models
Audronė Virbickaitė, Hoang Nguyen, Minh‐Ngoc Tran
Resources Policy (2023) Vol. 86, pp. 104167-104167
Open Access | Times Cited: 2
Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context
Jie Cheng
Computational Economics (2024) Vol. 64, Iss. 6, pp. 3617-3643
Open Access
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model
Siyao Wei, Pengfei Luo, Jiashan Song, et al.
Computational Economics (2024)
Closed Access
COVID-19 Pandemic and Stock Volatility Forecasts: A Comprehensive Evaluation and Comparisons
Chaoyi Chen, Olivér Nagy, Gábor Neszveda
(2024)
Closed Access
COVID-19 pandemic and stock volatility forecasts: A comprehensive evaluation and comparisons
Chaoyi Chen, Olivér Nagy, Gábor Neszveda
Elsevier eBooks (2024)
Closed Access
Benchmarking econometrics and deep learning methodologies for mid-frequency forecasting
Giuseppe Martucci
SSRN Electronic Journal (2024)
Closed Access
Modeling Electricity Price Dynamics Using Flexible Distributions
Sherzod N. Tashpulatov
Mathematics (2022) Vol. 10, Iss. 10, pp. 1757-1757
Open Access | Times Cited: 1
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models
Audronė Virbickaitė, Hoang Nguyen, Minh‐Ngoc Tran
(2023)
Open Access
MODELOS SCORE-DRIVEN NÃO-GAUSSIANOS PARA SÉRIES TEMPORAIS COM COMBINAÇÃO NÃO LINEAR DAS COMPONENTES DE TENDÊNCIA E SAZONALIDADE
MATHEUS CARNEIRO NOGUEIRA
(2023)
Open Access
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