Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models
Jihong Xiao, Fenghua Wen, Yupei Zhao, et al.
International Review of Economics & Finance (2021) Vol. 74, pp. 311-333
Closed Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

Hybrid neural network-based metaheuristics for prediction of financial markets: a case study on global gold market
Mobina Mousapour Mamoudan, Ali Ostadi, Nima Pourkhodabakhsh, et al.
Journal of Computational Design and Engineering (2023) Vol. 10, Iss. 3, pp. 1110-1125
Open Access | Times Cited: 42
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: 20
What drive carbon price dynamics in China?
Fenghua Wen, Haocen Zhao, Lili Zhao, et al.
International Review of Financial Analysis (2021) Vol. 79, pp. 101999-101999
Closed Access | Times Cited: 79
Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes
Lin Chen, Fenghua Wen, Wanyang Li, et al.
Energy Economics (2022) Vol. 107, pp. 105857-105857
Closed Access | Times Cited: 55
Oil price uncertainty and stock price crash risk: Evidence from China
Jihong Xiao, Chen Xian, Yang Li, et al.
Energy Economics (2022) Vol. 112, pp. 106118-106118
Closed Access | Times Cited: 54
Stock market volatility predictability in a data-rich world: A new insight
Feng Ma, Jiqian Wang, M.I.M. Wahab, et al.
International Journal of Forecasting (2022) Vol. 39, Iss. 4, pp. 1804-1819
Closed Access | Times Cited: 39
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China
Jihong Xiao, Jiajie Jiang, Yaojie Zhang
Pacific-Basin Finance Journal (2024) Vol. 84, pp. 102303-102303
Closed Access | Times Cited: 13
Predicting Volatility Index According to Technical Index and Economic Indicators on the Basis of Deep Learning Algorithm
Sara Mehrab Daniali, Sergey Barykin, Irina Kapustina, et al.
Sustainability (2021) Vol. 13, Iss. 24, pp. 14011-14011
Open Access | Times Cited: 47
The impact of oil price shocks on the risk-return relation in the Chinese stock market
Fenghua Wen, Minzhi Zhang, Jihong Xiao, et al.
Finance research letters (2022) Vol. 47, pp. 102788-102788
Closed Access | Times Cited: 31
Asymmetric effects of non-ferrous metal price shocks on clean energy stocks: Evidence from a quantile-on-quantile method
Jinyu Chen, Yilin Wang, Xiaohang Ren
Resources Policy (2022) Vol. 78, pp. 102796-102796
Closed Access | Times Cited: 29
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
Introspecting predictability of market fear in Indian context during COVID-19 pandemic: An integrated approach of applied predictive modelling and explainable AI
Indranil Ghosh, Manas Kumar Sanyal
International Journal of Information Management Data Insights (2021) Vol. 1, Iss. 2, pp. 100039-100039
Open Access | Times Cited: 33
The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods
Bin-xia Chen, Yan-Lin Sun
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101831-101831
Closed Access | Times Cited: 25
Responses of stock market volatility to COVID-19 government interventions: evidence from Asian emerging stock markets
Noureddine Benlagha, Wael Hemrit
Review of Behavioral Finance (2025)
Closed Access
Forecasting Chinese stock market volatility: the role of rare event shocks from US stock market
Xinyu Wu, Anna Li
Applied Economics Letters (2025), pp. 1-5
Closed Access
Do Green Credit Affect Green Total Factor Productivity? Empirical Evidence from China
Qingqing Hu, Xue Li, Yanhong Feng
Frontiers in Energy Research (2022) Vol. 9
Open Access | Times Cited: 21
Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities?
Daxiang Jin, Mengxi He, Lü Xing, et al.
Resources Policy (2022) Vol. 78, pp. 102852-102852
Closed Access | Times Cited: 19
Artificial Intelligent based day-ahead stock market profit forecasting
Jia Luo, Ge Zhu, Hui Xiang
Computers & Electrical Engineering (2022) Vol. 99, pp. 107837-107837
Closed Access | Times Cited: 15
What Drives the Uranium Sector Risk? The Role of Attention, Economic and Geopolitical Uncertainty
Štefan Lyócsa, Neda Todorova
(2024)
Closed Access | Times Cited: 2
A multi-factor two-stage deep integration model for stock price prediction based on intelligent optimization and feature clustering
Jujie Wang, Shuzhou Zhu
Artificial Intelligence Review (2022) Vol. 56, Iss. 7, pp. 7237-7262
Closed Access | Times Cited: 12
The relationship between renewable energy attention and volatility: A HAR model with markov time-varying transition probability
Huayou Duan, Chenchen Zhao, Lu Wang, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102437-102437
Closed Access | Times Cited: 1
Industry volatility concentration and the predictability of aggregate stock market volatility
Mengxi He, Danyan Wen, Lü Xing, et al.
International Review of Economics & Finance (2024) Vol. 95, pp. 103488-103488
Closed Access | Times Cited: 1
African and international financial markets interdependencies: Does Covid-19 media coverage make any difference?
Godfred Amewu, Mohammed Armah, Saint Kuttu, et al.
Research in Globalization (2024) Vol. 9, pp. 100249-100249
Open Access | Times Cited: 1
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Yan Li, Luu Duc Toan Huynh, Yongan Xu, et al.
Energy Economics (2023) Vol. 127, pp. 107064-107064
Open Access | Times Cited: 3
The Pricing of ESG: Evidence From Overnight Return and Intraday Return
Xiaoqun Liu, Changrong Yang, Youcong Chao
Frontiers in Environmental Science (2022) Vol. 10
Open Access | Times Cited: 5
Page 1 - Next Page

Scroll to top