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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 option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation
Yueh‐Neng Lin
Journal of Banking & Finance (2013) Vol. 37, Iss. 11, pp. 4432-4446
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
Daniel Egloff, Markus Leippold, Liuren Wu
Journal of Financial and Quantitative Analysis (2010) Vol. 45, Iss. 5, pp. 1279-1310
Open Access | Times Cited: 260
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets
Yue‐Jun Zhang, Julien Chevallier, Khaled Guesmi
Energy Economics (2017) Vol. 68, pp. 228-239
Closed Access | Times Cited: 135
Model-free volatility indexes in the financial literature: A review
María T. González-Pérez
International Review of Economics & Finance (2015) Vol. 40, pp. 141-159
Closed Access | Times Cited: 65
Quantile Connectedness between VIX and Global Stock Markets
Buket Kırcı Altınkeski, Sel Dibooğlu, Emrah İsmail Çevik, et al.
Borsa Istanbul Review (2024) Vol. 24, pp. 71-79
Open Access | Times Cited: 5
Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration
Bing Dong, Wei Xu, Zhenyu Cui
Journal of Futures Markets (2025)
Open Access
Consistent modeling of S&P 500 and VIX derivatives
Yueh‐Neng Lin, Chien-Hung Chang
Journal of Economic Dynamics and Control (2010) Vol. 34, Iss. 11, pp. 2302-2319
Closed Access | Times Cited: 57
Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices
Sun‐Yong Choi, Changsoo Hong
PLoS ONE (2020) Vol. 15, Iss. 5, pp. e0232508-e0232508
Open Access | Times Cited: 25
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Qi Wang, Zerong Wang
Journal of Banking & Finance (2020) Vol. 116, pp. 105845-105845
Closed Access | Times Cited: 24
A Term Structure Model for VIX Futures
Bujar Huskaj, Marcus Nossman
Journal of Futures Markets (2012) Vol. 33, Iss. 5, pp. 421-442
Closed Access | Times Cited: 29
VIX forecasting and variance risk premium: A new GARCH approach
Qiang Liu, Shuxin Guo, Gaoxiu Qiao
The North American Journal of Economics and Finance (2015) Vol. 34, pp. 314-322
Closed Access | Times Cited: 28
BORSA İSTANBUL KURUMSAL YÖNETİM ENDEKSİ (XKURY) İLE KORKU ENDEKSİ (CHICAGO BOARD OPTIONS EXCHANGE VOLATILITY INDEX-VIX) ARASINDAKİ İLİŞKİNİN ANALİZİ
Veysel Kula, Ender Baykut
İktisadi ve İdari Bilimler Fakültesi Dergisi (2017) Vol. 19, Iss. 2, pp. 27-37
Open Access | Times Cited: 27
Instantaneous squared VIX and VIX derivatives
Xingguo Luo, Jin E. Zhang, Wenjun Zhang
Journal of Futures Markets (2019) Vol. 39, Iss. 10, pp. 1193-1213
Closed Access | Times Cited: 19
The information content of the implied volatility term structure on future returns
Yaw‐Huei Wang, Kuang‐Chieh Yen
European Financial Management (2017) Vol. 25, Iss. 2, pp. 380-406
Open Access | Times Cited: 17
Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs
Jędrzej Białkowski, Huong Dang, Xiaopeng Wei
The Journal of Derivatives (2016) Vol. 24, Iss. 2, pp. 31-47
Open Access | Times Cited: 12
Forecasting the term structure of option implied volatility: The power of an adaptive method
Ying Chen, Qian Han, Linlin Niu
Journal of Empirical Finance (2018) Vol. 49, pp. 157-177
Open Access | Times Cited: 8
Stock Price Volatility of Banks and Other FinancialsEmanating from the Inception ofLeveraged, Inverse, and Traditional ETFs
Richard J. Curcio, Randy I. Anderson, Hany Guirguis
The Journal of Index Investing (2014) Vol. 5, Iss. 1, pp. 12-31
Closed Access | Times Cited: 7
A non-structural investigation of VIX risk neutral density
Andrea Barletta, Paolo Santucci de Magistris, Francesco Violante
Journal of Banking & Finance (2018) Vol. 99, pp. 1-20
Open Access | Times Cited: 7
VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK
Martino Grasselli, Lakshithe Wagalath
International Journal of Theoretical and Applied Finance (2020) Vol. 23, Iss. 05, pp. 2050033-2050033
Closed Access | Times Cited: 5
Do VIX futures contribute to the valuation of VIX options?
Chen Tong, Zhuo Huang, Tianyi Wang
Journal of Futures Markets (2021) Vol. 42, Iss. 9, pp. 1644-1664
Closed Access | Times Cited: 4
Model-Free Volatility Indexes in the Financial Literature: A Review
María T. González-Pérez
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 2
Arbitrage-free models for VIX and equity derivatives
Alexander Badran
(2014)
Closed Access | Times Cited: 2
Stock Price Volatility of Banks and Other Financials Emanating from the Inception of Leveraged, Inverse and Traditional ETFs
Richard J Curcio, Randy I Anderson, Hany Guirguis
The Journal of Index Investing (2014), pp. 140512050812007-140512050812007
Closed Access | Times Cited: 2
A general framework for a joint calibration of VIX and VXX options
Martino Grasselli, Andrea Mazzoran, Andrea Pallavicini
Annals of Operations Research (2023) Vol. 336, Iss. 1-2, pp. 3-26
Closed Access | Times Cited: 1
Reasonable evaluation of VIX options for the Taiwan stock index
Hung‐Hsi Huang, Shin-Hung Lin, Chiu-Ping Wang
The North American Journal of Economics and Finance (2019) Vol. 48, pp. 111-130
Closed Access | Times Cited: 2
VIX vs VXX: A Joint Analytical Framework
Martino Grasselli, Lakshithe Wagalath
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 1
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