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:
Uncertainty and the volatility forecasting power of option‐implied volatility
Byounghyun Jeon, Sung Won Seo, Jun Sik Kim
Journal of Futures Markets (2020) Vol. 40, Iss. 7, pp. 1109-1126
Closed Access | Times Cited: 15
Byounghyun Jeon, Sung Won Seo, Jun Sik Kim
Journal of Futures Markets (2020) Vol. 40, Iss. 7, pp. 1109-1126
Closed Access | Times Cited: 15
Showing 15 citing articles:
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: 73
Yaojie Zhang, M.I.M. Wahab, Yudong Wang
International Journal of Forecasting (2022) Vol. 39, Iss. 1, pp. 486-502
Closed Access | Times Cited: 73
Forecasting crude oil volatility with uncertainty indicators: New evidence
Xiafei Li, Chao Liang, Zhonglu Chen, et al.
Energy Economics (2022) Vol. 108, pp. 105936-105936
Closed Access | Times Cited: 56
Xiafei Li, Chao Liang, Zhonglu Chen, et al.
Energy Economics (2022) Vol. 108, pp. 105936-105936
Closed Access | Times Cited: 56
Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility
Dimos S Kambouroudis, David G. McMillan, Katerina Tsakou
Journal of Futures Markets (2021) Vol. 41, Iss. 10, pp. 1618-1639
Open Access | Times Cited: 36
Dimos S Kambouroudis, David G. McMillan, Katerina Tsakou
Journal of Futures Markets (2021) Vol. 41, Iss. 10, pp. 1618-1639
Open Access | Times Cited: 36
Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?
Xiang Yan, Jiancheng Bai, Xiafei Li, et al.
Resources Policy (2021) Vol. 75, pp. 102521-102521
Closed Access | Times Cited: 25
Xiang Yan, Jiancheng Bai, Xiafei Li, et al.
Resources Policy (2021) Vol. 75, pp. 102521-102521
Closed Access | Times Cited: 25
Natural gas volatility predictability in a data-rich world
Fei Lü, Feng Ma, Pan Li, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102218-102218
Closed Access | Times Cited: 15
Fei Lü, Feng Ma, Pan Li, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102218-102218
Closed Access | Times Cited: 15
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhikai Zhang, Mengxi He, Yaojie Zhang, et al.
Economic Modelling (2021) Vol. 103, pp. 105614-105614
Closed Access | Times Cited: 16
Zhikai Zhang, Mengxi He, Yaojie Zhang, et al.
Economic Modelling (2021) Vol. 103, pp. 105614-105614
Closed Access | Times Cited: 16
Impact of fiscal stimulus on volatility: A cross-country analysis
Tiantian Gu, Anand Venkateswaran, Marc Erath
Research in International Business and Finance (2023) Vol. 65, pp. 101955-101955
Closed Access | Times Cited: 2
Tiantian Gu, Anand Venkateswaran, Marc Erath
Research in International Business and Finance (2023) Vol. 65, pp. 101955-101955
Closed Access | Times Cited: 2
Option‐Implied Ambiguity and Equity Return Predictability
Yanchu Liu, Chen Liu, Yiyao Chen, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 9, pp. 1556-1577
Closed Access
Yanchu Liu, Chen Liu, Yiyao Chen, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 9, pp. 1556-1577
Closed Access
Implied volatility modeling and forecasting: evidence from China
Yuhan Jiao, Shuxin Guo, Qiang Liu
China Finance Review International (2024)
Closed Access
Yuhan Jiao, Shuxin Guo, Qiang Liu
China Finance Review International (2024)
Closed Access
On the Exchange Rate Dynamics of the Norwegian Krone
Morten Risstad, Airin Thodesen, Kristian August Thune, et al.
Journal of risk and financial management (2023) Vol. 16, Iss. 7, pp. 308-308
Open Access | Times Cited: 1
Morten Risstad, Airin Thodesen, Kristian August Thune, et al.
Journal of risk and financial management (2023) Vol. 16, Iss. 7, pp. 308-308
Open Access | Times Cited: 1
Forecasting the equity premium using weighted regressions: Does the jump variation help?
Zhikai Zhang, Yaojie Zhang, Yudong Wang
Empirical Economics (2023) Vol. 66, Iss. 5, pp. 2049-2082
Closed Access | Times Cited: 1
Zhikai Zhang, Yaojie Zhang, Yudong Wang
Empirical Economics (2023) Vol. 66, Iss. 5, pp. 2049-2082
Closed Access | Times Cited: 1
Forward looking up-/down correlations
Wolfgang Schadner
Quantitative Finance and Economics (2021) Vol. 5, Iss. 3, pp. 471-495
Open Access | Times Cited: 2
Wolfgang Schadner
Quantitative Finance and Economics (2021) Vol. 5, Iss. 3, pp. 471-495
Open Access | Times Cited: 2
Uncertainty measure: As a proxy for the degree of market imperfection
Hailiang Zhang, Muhammad Atif Sattar, Haijun Wang
International Review of Economics & Finance (2023) Vol. 89, pp. 159-171
Closed Access
Hailiang Zhang, Muhammad Atif Sattar, Haijun Wang
International Review of Economics & Finance (2023) Vol. 89, pp. 159-171
Closed Access
Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity
Hui Qu, Tianyang Wang, Peng Shangguan, et al.
Journal of Futures Markets (2023) Vol. 44, Iss. 2, pp. 218-251
Closed Access
Hui Qu, Tianyang Wang, Peng Shangguan, et al.
Journal of Futures Markets (2023) Vol. 44, Iss. 2, pp. 218-251
Closed Access
Mean–variance relationship and uncertainty
Jun Sik Kim
Journal of Derivatives and Quantitative Studies 선물연구 (2021) Vol. 30, Iss. 1, pp. 23-45
Open Access
Jun Sik Kim
Journal of Derivatives and Quantitative Studies 선물연구 (2021) Vol. 30, Iss. 1, pp. 23-45
Open Access
