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:

Forecasting global stock market volatilities in an uncertain world
Zhao-Chen Li, Chi Xie, Zhijian Zeng, et al.
International Review of Financial Analysis (2022) Vol. 85, pp. 102463-102463
Closed Access | Times Cited: 14

Showing 14 citing articles:

Real-time forecast of DSGE models with time-varying volatility in GARCH form
Semih Emre Çekin, Sergey Ivashchenko, Rangan Gupta, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103175-103175
Closed Access | Times Cited: 10

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

Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices
Haji Ahmed, Faheem Aslam, Paulo Ferreira
Fractal and Fractional (2024) Vol. 8, Iss. 2, pp. 96-96
Open Access | Times Cited: 3

How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options
Jue Gong, Gang‐Jin Wang, Chi Xie, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103440-103440
Closed Access | Times Cited: 3

Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information
Lu Wang, Rui Wu, Weichun Ma, et al.
International Review of Financial Analysis (2023) Vol. 89, pp. 102720-102720
Closed Access | Times Cited: 8

Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach
Yang Zhou, Chi Xie, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 329-358
Closed Access | Times Cited: 1

Energy price prediction based on decomposed price dynamics: A parallel neural network approach
Min Zhu, Siyue Zheng, Yu Guo, et al.
Applied Soft Computing (2024) Vol. 164, pp. 111972-111972
Closed Access | Times Cited: 1

Stock Market Forecasting Based on Spatiotemporal Deep Learning
Yung-Chen Li, Hsiao‐Yun Huang, Nan‐Ping Yang, et al.
Entropy (2023) Vol. 25, Iss. 9, pp. 1326-1326
Open Access | Times Cited: 3

Twitter-Based Market Uncertainty and Global Stock Volatility Predictability
Yong Ma, Shuaibing Li, Mingtao Zhou
(2024)
Closed Access

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

Twitter-based market uncertainty and global stock volatility predictability
Yong Ma, Shuaibing Li, Mingtao Zhou
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102256-102256
Closed Access

Research on Prediction and Early Warning of A-Share Market Volatility Based on HAR-Type Models
Zhaohao WEI, Jichang Dong, Zhi Dong
系统科学与信息学报(英文) (2023) Vol. 11, Iss. 6, pp. 671-690
Open Access

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