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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:

VIX term structure forecasting: New evidence based on the realized semi-variances
Gaoxiu Qiao, Gongyue Jiang, Jiyu Yang
International Review of Financial Analysis (2022) Vol. 82, pp. 102199-102199
Closed Access | Times Cited: 13

Showing 13 citing articles:

Trading VIX on Volatility Forecasts: Another Volatility Puzzle?
Stavros Degiannakis, Panagiotis Delis, George Filis, et al.
Journal of Forecasting (2025)
Open Access
Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market
Gaoxiu Qiao, Xuekun Ma, Gongyue Jiang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 415-437
Closed Access | Times Cited: 3
Forecasting VIX using two-component realized EGARCH model
Xinyu Wu, An Zhao, Li Liu
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101934-101934
Closed Access | Times Cited: 5
Forecasting VIX with time-varying risk aversion
Xinyu Wu, Qizhi He, Haibin Xie
International Review of Economics & Finance (2023) Vol. 88, pp. 458-475
Closed Access | Times Cited: 5
Forecasting VIX using realized EGARCH model with dynamic jumps
Xinyu Wu, Junlin Pu, Yuyao Wang
Applied Economics Letters (2024), pp. 1-12
Closed Access | Times Cited: 1
Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility
Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, et al.
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
VIX futures pricing based on high‐frequency VIX: A hybrid approach combining SVR with parametric models
Gaoxiu Qiao, Gongyue Jiang
Journal of Futures Markets (2023) Vol. 43, Iss. 9, pp. 1238-1260
Closed Access | Times Cited: 3
Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX
Gongyue Jiang, Gaoxiu Qiao, Feng Ma, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 8, pp. 1518-1548
Closed Access | Times Cited: 4
Hybrid forecasting of crude oil volatility index: The cross‐market effects of stock market jumps
Gongyue Jiang, Gaoxiu Qiao, Lu Wang, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 6, pp. 2378-2398
Closed Access
Forecasting volatility in Chinese crude oil futures: insights from volatility-of-volatility and Markov regime-switching approaches
Gaoxiu Qiao, Yijun Pan, Chao Liang
Quantitative Finance (2024) Vol. 24, Iss. 12, pp. 1839-1856
Closed Access
Synthesized jumps and VIX forecasting: Spillover effects from Chinese stock market
Gaoxiu Qiao, Xuekun Ma, Gongyue Jiang, et al.
Applied Economics Letters (2023) Vol. 31, Iss. 17, pp. 1645-1650
Closed Access
Prediction and Deeper Analysis of Market Fear in Pre-COVID-19, COVID-19 and Russia-Ukraine Conflict: A Comparative Study of Facebook Prophet, Uber Orbit and Explainable AI
Sai Shyam Desetti, Indranil Ghosh
Communications in computer and information science (2023), pp. 213-227
Closed Access
Crude Oil Volatility Index Forecasting: The Asymmetric Effects from Chinese Stock Market Jumps
Gaoxiu Qiao, Ma Xuekun, Jiang Gongyue
SSRN Electronic Journal (2022)
Closed Access
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