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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 realized volatility of international REITs: The role of realized skewness and realized kurtosis
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Journal of Forecasting (2021) Vol. 41, Iss. 2, pp. 303-315
Open Access | Times Cited: 29

Showing 1-25 of 29 citing articles:

Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 73
Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets
Waqas Hanif, Hee-Un Ko, Linh Pham, et al.
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 40
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
Higher-order moment connectedness between stock and commodity markets and portfolio management
Walid Mensi, Hee-Un Ko, Ahmet Şensoy, et al.
Resources Policy (2024) Vol. 89, pp. 104647-104647
Closed Access | Times Cited: 7
Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Dijia Liao
International Review of Economics & Finance (2024) Vol. 95, pp. 103470-103470
Closed Access | Times Cited: 5
Oil shocks and the transmission of higher-moment information in US industry: Evidence from an asymmetric puzzle
Muhammad Abubakr Naeem, Raazia Gul, Ahmet Faruk Aysan, et al.
Borsa Istanbul Review (2024) Vol. 24, Iss. 6, pp. 1190-1204
Open Access | Times Cited: 4
The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach
Wang Gao, Xiaoman Jin, Hongwei Zhang, et al.
Energy Economics (2025), pp. 108171-108171
Closed Access
Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information
Xu Bao-Li, Zhimin Wu
The North American Journal of Economics and Finance (2025), pp. 102368-102368
Closed Access
Evaluating the Efficacy of NHITS for Forecasting Stock Realized Volatility: A Comparative Analysis with Established Models
Hugo Gobato Souto
Computational Economics (2025)
Closed Access
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Afees A. Salisu, Rangan Gupta, Elie Bouri
The Quarterly Review of Economics and Finance (2023) Vol. 88, pp. 303-314
Closed Access | Times Cited: 10
A novel loss function for neural network models exploring stock realized volatility using Wasserstein Distance
Hugo Gobato Souto, Amir Moradi
Decision Analytics Journal (2023) Vol. 10, pp. 100369-100369
Open Access | Times Cited: 9
Do oil-price shocks predict the realized variance of U.S. REITs?
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Energy Economics (2021) Vol. 104, pp. 105689-105689
Open Access | Times Cited: 18
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks
Shixuan Wang, Rangan Gupta, Matteo Bonato, et al.
The Journal of Real Estate Finance and Economics (2024)
Open Access | Times Cited: 2
Not all REITs are alike: modelling the dynamic connectedness of sectoral REITs and the US yield curve
Zaghum Umar, Тамара Теплова
Applied Economics (2024), pp. 1-17
Closed Access | Times Cited: 2
Charting new avenues in financial forecasting with TimesNet: The impact of intraperiod and interperiod variations on realized volatility prediction
Hugo Gobato Souto
Expert Systems with Applications (2024) Vol. 255, pp. 124851-124851
Closed Access | Times Cited: 2
The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models
Hongwei Zhang, Xinyi Zhao, Wang Gao, et al.
Journal of commodity markets (2023) Vol. 32, pp. 100352-100352
Closed Access | Times Cited: 6
Forecasting international REITs volatility: the role of oil-price uncertainty
Jiqian Wang, Rangan Gupta, Oğuzhan Çepni, et al.
European Journal of Finance (2022) Vol. 29, Iss. 14, pp. 1579-1597
Open Access | Times Cited: 8
A generalization of the Topological Tail Dependence theory: From indices to individual stocks
Hugo Gobato Souto, Amir Moradi
Decision Analytics Journal (2024) Vol. 12, pp. 100512-100512
Open Access | Times Cited: 1
Moments and momentum in the returns of securitized real estate: A cross-country study of risk factors driving real estate investment trusts before and during COVID-19
Wendi Zhang, Bin Li, Eduardo Roca
Heliyon (2023) Vol. 9, Iss. 8, pp. e18476-e18476
Open Access | Times Cited: 4
NHITS for Forecasting Stock Realized Volatility
Hugo Gobato Souto
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
Volatility Transmission: Evidence from U.K. REIT & Stock Market Implied Volatility
Mutale Katyoka, Simon Stevenson
Journal of Real Estate Portfolio Management (2023) Vol. 30, Iss. 1, pp. 20-35
Open Access | Times Cited: 3
Wasserstein distance loss function for financial time series deep learning
Hugo Gobato Souto, Amir Moradi
Software Impacts (2024) Vol. 20, pp. 100639-100639
Open Access
Model specification for volatility forecasting benchmark
Yaojie Zhang, Mengxi He, Yudong Wang, et al.
International Review of Financial Analysis (2024) Vol. 97, pp. 103850-103850
Closed Access
Forecasting stock volatility using pseudo-out-of-sample information
Xiaodan Li, Xue Gong, Futing Ge, et al.
International Review of Economics & Finance (2023) Vol. 90, pp. 123-135
Closed Access | Times Cited: 1
TimesNet for Realized Volatility Prediction
Hugo Gobato Souto
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
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