
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:
Forecasting realised volatility: Does the LASSO approach outperform HAR?
Yi Ding, Dimos S Kambouroudis, David G. McMillan
Journal of International Financial Markets Institutions and Money (2021) Vol. 74, pp. 101386-101386
Open Access | Times Cited: 16
Yi Ding, Dimos S Kambouroudis, David G. McMillan
Journal of International Financial Markets Institutions and Money (2021) Vol. 74, pp. 101386-101386
Open Access | Times Cited: 16
Showing 16 citing articles:
Forecasting of clean energy market volatility: The role of oil and the technology sector
Štefan Lyócsa, Neda Todorova
Energy Economics (2024) Vol. 132, pp. 107451-107451
Closed Access | Times Cited: 9
Štefan Lyócsa, Neda Todorova
Energy Economics (2024) Vol. 132, pp. 107451-107451
Closed Access | Times Cited: 9
Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Lingbing Feng, Jiajun Qi, Brian M. Lucey
International Review of Financial Analysis (2024) Vol. 94, pp. 103239-103239
Closed Access | Times Cited: 7
Lingbing Feng, Jiajun Qi, Brian M. Lucey
International Review of Financial Analysis (2024) Vol. 94, pp. 103239-103239
Closed Access | Times Cited: 7
Framework for multivariate carbon price forecasting: A novel hybrid model
Xuankai Zhang, Ying Zong, Pei Du, et al.
Journal of Environmental Management (2024) Vol. 369, pp. 122275-122275
Closed Access | Times Cited: 7
Xuankai Zhang, Ying Zong, Pei Du, et al.
Journal of Environmental Management (2024) Vol. 369, pp. 122275-122275
Closed Access | Times Cited: 7
Combining Realized Volatility Estimators Based on Economic Performance
Vasiliki D. Skintzi, Stavroula P. Fameliti
(2025)
Closed Access
Vasiliki D. Skintzi, Stavroula P. Fameliti
(2025)
Closed Access
Financial risk management innovation in energy market: Evidence from a machine learning hybrid model
Zepei Li, Feng Ma, Xinjie Lu
Energy Economics (2025), pp. 108360-108360
Closed Access
Zepei Li, Feng Ma, Xinjie Lu
Energy Economics (2025), pp. 108360-108360
Closed Access
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
Alain Hecq, Marie Ternes, Ines Wilms
Journal of Forecasting (2025)
Open Access
Alain Hecq, Marie Ternes, Ines Wilms
Journal of Forecasting (2025)
Open Access
Forecasting volatility of EUA futures: New evidence
Xiaozhu Guo, Yisu Huang, Chao Liang, et al.
Energy Economics (2022) Vol. 110, pp. 106021-106021
Closed Access | Times Cited: 19
Xiaozhu Guo, Yisu Huang, Chao Liang, et al.
Energy Economics (2022) Vol. 110, pp. 106021-106021
Closed Access | Times Cited: 19
The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models
Hongwei Zhang, Xinyi Zhao, Wang Gao, et al.
Journal of commodity markets (2023) Vol. 32, pp. 100352-100352
Closed Access | Times Cited: 7
Hongwei Zhang, Xinyi Zhao, Wang Gao, et al.
Journal of commodity markets (2023) Vol. 32, pp. 100352-100352
Closed Access | Times Cited: 7
Volatility forecasting on China's oil futures: New evidence from interpretable ensemble boosting trees
Lingbing Feng, Haicheng Rao, Brian M. Lucey, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 1595-1615
Closed Access | Times Cited: 2
Lingbing Feng, Haicheng Rao, Brian M. Lucey, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 1595-1615
Closed Access | Times Cited: 2
Volatility dynamics of agricultural futures markets under uncertainties
Anupam Dutta, Gazi Salah Uddin, Lin Wen Sheng, et al.
Energy Economics (2024) Vol. 136, pp. 107754-107754
Open Access | Times Cited: 1
Anupam Dutta, Gazi Salah Uddin, Lin Wen Sheng, et al.
Energy Economics (2024) Vol. 136, pp. 107754-107754
Open Access | Times Cited: 1
International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
Wang Jia, Xinyi Wang, Xu Wang
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102065-102065
Closed Access | Times Cited: 3
Wang Jia, Xinyi Wang, Xu Wang
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102065-102065
Closed Access | Times Cited: 3
Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set
Zhao-Chen Li, Chi Xie, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 673-711
Closed Access
Zhao-Chen Li, Chi Xie, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 673-711
Closed Access
Predicting stock realized variance based on an asymmetric robust regression approach
Yaojie Zhang, Mengxi He, Yuqi Zhao, et al.
Bulletin of Economic Research (2023) Vol. 75, Iss. 4, pp. 1022-1047
Closed Access
Yaojie Zhang, Mengxi He, Yuqi Zhao, et al.
Bulletin of Economic Research (2023) Vol. 75, Iss. 4, pp. 1022-1047
Closed Access
Anticipating Credit Developments with Regularization and Shrinkage Methods: Evidence for Turkish Banking Industry
tarik aydogdu, Salih Zeki Atılgan, Mehmet Selman Çolak, et al.
SSRN Electronic Journal (2023)
Closed Access
tarik aydogdu, Salih Zeki Atılgan, Mehmet Selman Çolak, et al.
SSRN Electronic Journal (2023)
Closed Access
Sparse Heterogeneous Auto-Regressive Model for Volatility Forecasting
Mingmian Cheng
SSRN Electronic Journal (2023)
Closed Access
Mingmian Cheng
SSRN Electronic Journal (2023)
Closed Access
An Improved Whale Optimization Algorithm for Global Optimization and Realized Volatility Prediction
Xiang Wang, Liangsa Wang, Han Li, et al.
Computers, materials & continua/Computers, materials & continua (Print) (2023) Vol. 77, Iss. 3, pp. 2935-2969
Open Access
Xiang Wang, Liangsa Wang, Han Li, et al.
Computers, materials & continua/Computers, materials & continua (Print) (2023) Vol. 77, Iss. 3, pp. 2935-2969
Open Access