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:

Gold, platinum and the predictability of bond risk premia
Elie Bouri, Rıza Demirer, Rangan Gupta, et al.
Finance research letters (2020) Vol. 38, pp. 101490-101490
Open Access | Times Cited: 13

Showing 13 citing articles:

Gold, platinum, and expected Bitcoin returns
Toan Luu Duc Huynh, Tobias Burggraf, Mei Wang
Journal of Multinational Financial Management (2020) Vol. 56, pp. 100628-100628
Closed Access | Times Cited: 41

Machine learning platinum price predictions
Bingzi Jin, Xiaojie Xu
The Engineering Economist (2025), pp. 1-27
Closed Access

A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
Rangan Gupta, Christian Pierdzioch, Wing‐Keung Wong
Energies (2021) Vol. 14, Iss. 20, pp. 6775-6775
Open Access | Times Cited: 18

Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios
Afees A. Salisu, Christian Pierdzioch, Rangan Gupta, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102300-102300
Closed Access | Times Cited: 13

Gold, platinum and the predictability of bubbles in global stock markets
Rıza Demirer, David Gabauer, Rangan Gupta, et al.
Resources Policy (2024) Vol. 90, pp. 104808-104808
Closed Access | Times Cited: 2

Does gold–platinum price ratio predict stock returns? International evidence
Dezhong Xu, Bin Li, Tarlok Singh
International Journal of Managerial Finance (2022) Vol. 19, Iss. 2, pp. 308-330
Open Access | Times Cited: 7

GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES
Rangan Gupta, Anandamayee Majumdar, Jacobus Nel, et al.
Annals of Financial Economics (2021) Vol. 16, Iss. 03
Open Access | Times Cited: 8

International commodity market and stock volatility predictability: Evidence from G7 countries
Jiashun Wang, Jiqian Wang, Feng Ma
International Review of Economics & Finance (2023) Vol. 90, pp. 62-71
Closed Access | Times Cited: 3

Time-varying risk aversion and forecastability of the US term structure of interest rates
Elie Bouri, Rangan Gupta, Anandamayee Majumdar, et al.
Finance research letters (2021) Vol. 42, pp. 101924-101924
Open Access | Times Cited: 5

Video apps user engagement and stock market volatility: Evidence from China
Jixiang Zhang, Ma Feng
Finance research letters (2024) Vol. 64, pp. 105504-105504
Closed Access

Artificial Intelligence-Assisted Machine Learning Methods for Forecasting Green Bond Index: A Comparative Analysis
Yunus Emre Gür, Ahmed İhsan Şimşek, Emre Bulut
Ekonomi Politika ve Finans Arastirmalari Dergisi (2024) Vol. 9, Iss. 4, pp. 628-655
Open Access

Extracting gold risk premium via dimension reduction tools: implication on the gold–inflation relationship
Tai‐Yong Roh, Byung Yoon Lee, Yahua Xu
Applied Economics Letters (2024), pp. 1-10
Closed Access

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