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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:

Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model
Zhiyuan Pan, Yudong Wang, Li Liu, et al.
Journal of Futures Markets (2019) Vol. 39, Iss. 6, pp. 744-776
Closed Access | Times Cited: 34

Showing 1-25 of 34 citing articles:

Volatility impacts on the European banking sector: GFC and COVID-19
Jonathan A. Batten, Tonmoy Choudhury, Harald Kinateder, et al.
Annals of Operations Research (2022) Vol. 330, Iss. 1-2, pp. 335-360
Open Access | Times Cited: 80
Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks
Ting Zeng, Mengying Yang, Yifan Shen
Economic Modelling (2020) Vol. 90, pp. 209-220
Closed Access | Times Cited: 131
Time‐varying pure contagion effect between energy and nonenergy commodity markets
Xu Gong, Yujing Jin, Chuanwang Sun
Journal of Futures Markets (2022) Vol. 42, Iss. 10, pp. 1960-1986
Closed Access | Times Cited: 31
Improving prediction efficiency of Chinese stock index futures intraday price by VIX-Lasso-GRU Model
Fang Wen, Shuwen Zhang, Chang Xu
Expert Systems with Applications (2023) Vol. 238, pp. 121968-121968
Closed Access | Times Cited: 18
Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets
Gaoxiu Qiao, Yuxin Teng, Weiping Li, et al.
The North American Journal of Economics and Finance (2019) Vol. 49, pp. 133-151
Closed Access | Times Cited: 31
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
Forecasting commodity prices returns: The role of partial least squares approach
Chufu Wen, Haoyang Zhu, Zhifeng Dai
Energy Economics (2023) Vol. 125, pp. 106825-106825
Closed Access | Times Cited: 6
Forecasting VIX using two-component realized EGARCH model
Xinyu Wu, An Zhao, Li Liu
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101934-101934
Closed Access | Times Cited: 5
Forecasting VIX with time-varying risk aversion
Xinyu Wu, Qizhi He, Haibin Xie
International Review of Economics & Finance (2023) Vol. 88, pp. 458-475
Closed Access | Times Cited: 5
Forecasting stock volatility with a large set of predictors: A new forecast combination method
Xue Gong, Weiguo Zhang, Yuan Zhao, et al.
Journal of Forecasting (2023) Vol. 42, Iss. 7, pp. 1622-1647
Closed Access | Times Cited: 4
Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market
Wuyi Ye, Wenjing Xia, Bin Wu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102277-102277
Closed Access | Times Cited: 6
Predicting Stock Market Crises Using Stock Index Derivatives: Evidence from China
Xiaohan Ma, Hui Lin
Emerging Markets Finance and Trade (2023) Vol. 60, Iss. 3, pp. 576-597
Open Access | Times Cited: 3
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
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
Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach
Danyan Wen, Mengxi He, Yaojie Zhang, et al.
Journal of Forecasting (2021) Vol. 41, Iss. 2, pp. 230-251
Closed Access | Times Cited: 7
Forecasting stock market volatility using implied volatility: evidence from extended realized EGARCH-MIDAS model
Xinyu Wu, Xiaona Wang, Wang Haiyun
Applied Economics Letters (2020) Vol. 28, Iss. 11, pp. 915-920
Closed Access | Times Cited: 6
Financial Uncertainty and Stock Market Volatility
Ying Jiang, Xiaoquan Liu, Zhenyu Lu
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
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
Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility
Adam Clements, Yin Liao, Yusui Tang
Journal of Forecasting (2021) Vol. 41, Iss. 1, pp. 86-99
Closed Access | Times Cited: 5
Forecasting VIX using Bayesian deep learning
Héctor J. Hortúa, Andrés Mora‐Valencia
International Journal of Data Science and Analytics (2024)
Open Access
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
Abdel Razzaq Al Rababa’a, Walid Mensi, David G. McMillan, et al.
Journal of Forecasting (2024)
Open Access
VIX constant maturity futures trading strategy: A walk-forward machine learning study
Sangyuan Wang, Keran Li, Yaling Liu, et al.
PLoS ONE (2024) Vol. 19, Iss. 4, pp. e0302289-e0302289
Open Access
Measuring the Volatility Spread of VIX Index on Borsa Istanbul
Kübra Sağlam, Mahmut Karğın
Yönetim ve Ekonomi Dergisi (2023) Vol. 30, Iss. 3, pp. 493-509
Open Access | Times Cited: 1
Exchange Rate Forecasting Based on Integration of Gated Recurrent Unit (GRU) and CBOE Volatility Index (VIX)
Hao Xu, Xu Cheng, Yanqi Sun, et al.
Computational Economics (2023) Vol. 64, Iss. 3, pp. 1539-1567
Open Access | Times Cited: 1
Risk Spillovers and Hedging in the Chinese Stock Market: An Asymmetric VAR-BEKK-AGARCH Analysis
Jia Wang, Xun Huang, Xu Wang
Acadlore Transactions on Applied Mathematics and Statistics (2023) Vol. 1, Iss. 3, pp. 111-129
Open Access | Times Cited: 1
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