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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:

VIX futures pricing with conditional skewness
Yang Xing-lin, Peng Wang
Journal of Futures Markets (2018) Vol. 38, Iss. 9, pp. 1126-1151
Closed Access | Times Cited: 16

Showing 16 citing articles:

VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective
Gaoxiu Qiao, Jiyu Yang, Weiping Li
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101186-101186
Closed Access | Times Cited: 29
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Qi Wang, Zerong Wang
Journal of Banking & Finance (2020) Vol. 116, pp. 105845-105845
Closed Access | Times Cited: 24
VIX term structure forecasting: New evidence based on the realized semi-variances
Gaoxiu Qiao, Gongyue Jiang, Jiyu Yang
International Review of Financial Analysis (2022) Vol. 82, pp. 102199-102199
Closed Access | Times Cited: 13
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Hung‐Wen Cheng, Li-Han Chang, Chien-Ling Lo, et al.
Journal of Empirical Finance (2023) Vol. 72, pp. 122-142
Closed Access | Times Cited: 7
Valuation of VIX and target volatility options with affine GARCH models
Hongkai Cao, Alexandru Badescu, Zhenyu Cui, et al.
Journal of Futures Markets (2020) Vol. 40, Iss. 12, pp. 1880-1917
Closed Access | Times Cited: 18
Directly pricing VIX futures: the role of dynamic volatility and jump intensity
Tianyi Wang, Sicong Cheng, Fangsheng Yin, et al.
Applied Economics (2022) Vol. 54, Iss. 32, pp. 3678-3694
Closed Access | Times Cited: 9
Pricing VIX options with realized volatility
Chen Tong, Zhuo Huang
Journal of Futures Markets (2021) Vol. 41, Iss. 8, pp. 1180-1200
Closed Access | Times Cited: 12
VIX Futures Pricing with Affine Jump-GARCH Dynamics and Variance-Dependent Pricing Kernels
Yang Xing-lin, Peng Wang, Ji Chen
The Journal of Derivatives (2019) Vol. 27, Iss. 1, pp. 110-127
Closed Access | Times Cited: 13
Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility
Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, et al.
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures
Christophe Chorro, Rahantamialisoa H. Fanirisoa
Journal of Financial Econometrics (2020) Vol. 20, Iss. 5, pp. 902-941
Open Access | Times Cited: 9
Pricing VIX Futures under the GJR–GARCH Process: An Analytical Approximation Method
Haibin Xie, Mo Zhou, Tinghui Ruan
The Journal of Derivatives (2020) Vol. 27, Iss. 4, pp. 77-88
Closed Access | Times Cited: 8
VIX futures and its closed‐form pricing through an affine GARCH model with realized variance
Qi Wang, Zerong Wang
Journal of Futures Markets (2020) Vol. 41, Iss. 1, pp. 135-156
Closed Access | Times Cited: 8
VIX futures pricing based on high‐frequency VIX: A hybrid approach combining SVR with parametric models
Gaoxiu Qiao, Gongyue Jiang
Journal of Futures Markets (2023) Vol. 43, Iss. 9, pp. 1238-1260
Closed Access | Times Cited: 3
Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX
Gongyue Jiang, Gaoxiu Qiao, Feng Ma, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 8, pp. 1518-1548
Closed Access | Times Cited: 4
Demand Risks and Term Structure of Volatility Index Futures
Yang Xing-lin, Juan Huang
Journal of Management Science and Engineering (2024)
Open Access
Options valuation and calibration for leveraged exchange-traded funds with Heston–Nandi and inverse Gaussian GARCH models
Hongkai Cao, Rupak Chatterjee, Zhenyu Cui
International Journal of Financial Engineering (2019) Vol. 06, Iss. 03, pp. 1950027-1950027
Closed Access | Times Cited: 1
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