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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:

Financial turbulence, systemic risk and the predictability of stock market volatility
Afees A. Salisu, Rıza Demirer, Rangan Gupta
Global Finance Journal (2022) Vol. 52, pp. 100699-100699
Open Access | Times Cited: 19

Showing 19 citing articles:

Energy-related uncertainty and international stock market volatility
Afees A. Salisu, Ahamuefula E. Ogbonna, Rangan Gupta, et al.
The Quarterly Review of Economics and Finance (2024) Vol. 95, pp. 280-293
Open Access | Times Cited: 17
Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets
Xiyong Dong, Seong‐Min Yoon
Energy Economics (2023) Vol. 121, pp. 106680-106680
Closed Access | Times Cited: 29
Climate risks and state-level stock market realized volatility
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Journal of Financial Markets (2023) Vol. 66, pp. 100854-100854
Open Access | Times Cited: 22
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model
Afees A. S alisu, Wenting Liao, Rangan Gupta, et al.
Journal of Forecasting (2025)
Closed Access
Damping effect of the percentage-based scheme: a novel resilient salesforce compensation to battle market turbulence
Wenhui Zhou, Ruimin Dai, Yanhong Gan
Journal of Management Science and Engineering (2025)
Open Access
Introducing NBEATSx to realized volatility forecasting
Hugo Gobato Souto, Amir Moradi
Expert Systems with Applications (2023) Vol. 242, pp. 122802-122802
Open Access | Times Cited: 12
Forecasting the Volatility of the Russian Stock Market in the Context of International Economic Sanctions
A. G. Glebova, А. А. Ковалева
Finance Theory and Practice (2024) Vol. 28, Iss. 1, pp. 20-29
Open Access | Times Cited: 4
Forecasting realized volatility through financial turbulence and neural networks
Hugo Gobato Souto, Amir Moradi
Economics and Business Review/˜The œPoznań University of Economics Review (2023) Vol. 9, Iss. 2
Open Access | Times Cited: 11
Time Series Forecasting Models for S&P 500 Financial Turbulence
Hugo Gobato Souto
Journal of Mathematical Finance (2023) Vol. 13, Iss. 01, pp. 112-129
Open Access | Times Cited: 8
Tax and price stability in selected African countries: A GARCH-MIDAS approach
Usenobong Akpan, Ada Tony Odu, Nuhu Ado, et al.
Scientific African (2024) Vol. 23, pp. e02077-e02077
Open Access | Times Cited: 2
Modelling financial stress during the COVID-19 pandemic: Prediction and deeper insights
Indranil Ghosh, Rabin K. Jana, David Roubaud, et al.
International Review of Economics & Finance (2024) Vol. 91, pp. 680-698
Closed Access | Times Cited: 2
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach
Afees A. Salisu, Rangan Gupta, Oğuzhan Çepni, et al.
Review of Quantitative Finance and Accounting (2024) Vol. 63, Iss. 4, pp. 1473-1510
Closed Access | Times Cited: 1
Distribution Analysis of S&P 500 Financial Turbulence
Hugo Gobato Souto
Journal of Mathematical Finance (2023) Vol. 13, Iss. 01, pp. 67-88
Open Access | Times Cited: 3
Introducing Nbeatsx to Realized Volatility Forecasting
Hugo Gobato Souto, Amir Moradi
(2023)
Closed Access | Times Cited: 3
Forecasting Volatilities of Asian Markets Using U.S. Macroeconomic Variables
Kae‐Yih Tzeng
Emerging Markets Finance and Trade (2022) Vol. 59, Iss. 3, pp. 676-687
Closed Access | Times Cited: 3
THE RELATIONSHIP BETWEEN FINANCIAL INDICATORS AND FINANCIAL INTERMEDIARIES’ STOCK PRICE VOLATILITY LISTED ON THE BM&FBOVESPA INDEX IN THE CRISIS PERIOD OF 2008 AND 2020 (COVID-19)
Daiane Inacio da Silva Nottar, Gislaine Siebre Cezar, Vinicius Abílio Martins, et al.
Journal of Globalization Competitiveness and Governability (2023) Vol. 17, Iss. 2
Open Access
Business applications and state‐level stock market realized volatility: A forecasting experiment
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Journal of Forecasting (2023) Vol. 43, Iss. 2, pp. 456-472
Open Access
A Profitable Portfolio Allocation Strategy Based on Money Net-Flow Adjusted Deep Reinforcement Learning
Samira Khonsha, Mehdi Agha Sarram, Razieh Sheikhpour
Faṣlnāmah-ʹi payām-i hājir. (2023) Vol. 7, Iss. 4, pp. 59-89
Open Access
Estimating the precision of market risk within the tiger cub economies’ region through VaR backtesting
Ahmad Fauze Abdul Hamit, Ninalyn Fridrict, Siti Julea Supar, et al.
Journal of Emerging Economies and Islamic Research (2022) Vol. 10, Iss. 3, pp. 63-78
Open Access
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