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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:

The information content of option-implied information for volatility forecasting with investor sentiment
Sung Won Seo, Jun Sik Kim
Journal of Banking & Finance (2014) Vol. 50, pp. 106-120
Closed Access | Times Cited: 75

Showing 1-25 of 75 citing articles:

Forecasting crude oil market volatility using variable selection and common factor
Yaojie Zhang, M.I.M. Wahab, Yudong Wang
International Journal of Forecasting (2022) Vol. 39, Iss. 1, pp. 486-502
Closed Access | Times Cited: 73
“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
Multiple Large Shareholders and Controlling Shareholders' Equity Pledging
Caiyu Yan, Rui Li, Juan Li, et al.
International Journal of Finance & Economics (2025)
Closed Access | Times Cited: 1
Can economic policy uncertainty help to forecast the volatility: A multifractal perspective
Zhicao Liu, Yong Ye, Feng Ma, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 482, pp. 181-188
Closed Access | Times Cited: 78
Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect
Cai Yang, Xu Gong, Hongwei Zhang
Resources Policy (2018) Vol. 61, pp. 548-563
Closed Access | Times Cited: 77
Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH
Dimitrios I. Vortelinos
Research in International Business and Finance (2015) Vol. 39, pp. 824-839
Closed Access | Times Cited: 50
Option profit and loss attribution and pricing in the Chinese options market
Xiaolan Jia, Zheqi Fan, Xinfeng Ruan
Pacific-Basin Finance Journal (2025), pp. 102682-102682
Closed Access
Modeling and predicting oil VIX: Internet search volume versus traditional mariables
Ismael Cañete, Gonzalo Cortázar, Tomás Reyes
Energy Economics (2017) Vol. 66, pp. 194-204
Closed Access | Times Cited: 48
Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market
Ziyu Song, Xiaomin Gong, Cheng Zhang, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 528-545
Closed Access | Times Cited: 22
Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries
Mohamed Albaity, Ray Saadaoui Mallek, Hasan Mustafa
Risks (2022) Vol. 10, Iss. 2, pp. 43-43
Open Access | Times Cited: 19
A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
Werner Kristjanpoller
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 4
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: 4
News sentiment and jumps in energy spot and futures markets
Svetlana Maslyuk, Kristian Rotaru, Alexander Dokumentov
Pacific-Basin Finance Journal (2016) Vol. 45, pp. 186-210
Closed Access | Times Cited: 38
Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets
Gaoxiu Qiao, Yuxin Teng, Weiping Li, et al.
The North American Journal of Economics and Finance (2019) Vol. 49, pp. 133-151
Closed Access | Times Cited: 31
VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective
Gaoxiu Qiao, Jiyu Yang, Weiping Li
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101186-101186
Closed Access | Times Cited: 29
Extrapolation and option-implied kurtosis in volatility forecasting
Ging‐Ginq Pan, Yung‐Ming Shiu, Tu‐Cheng Wu
Pacific-Basin Finance Journal (2024) Vol. 84, pp. 102286-102286
Closed Access | Times Cited: 3
Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?
Aktham Maghyereh, Hussein Abdoh, Basel Awartani
Journal of commodity markets (2021) Vol. 26, pp. 100194-100194
Closed Access | Times Cited: 22
Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting
Leandro Maciel, Fernando Gomide, Rosângela Ballini
Computational Economics (2015) Vol. 48, Iss. 3, pp. 379-398
Closed Access | Times Cited: 27
Credit risk contagion coupling with sentiment contagion
Shanshan Jiang, Hong Fan
Physica A Statistical Mechanics and its Applications (2018) Vol. 512, pp. 186-202
Closed Access | Times Cited: 27
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
Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA
Rilwan Sakariyahu, Sofia Johan, Rodiat Lawal, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 89, pp. 101866-101866
Open Access | Times Cited: 7
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhikai Zhang, Mengxi He, Yaojie Zhang, et al.
Economic Modelling (2021) Vol. 103, pp. 105614-105614
Closed Access | Times Cited: 16
Implied volatility information of Chinese SSE 50 ETF options
Lingke Wu, Dehong Liu, Jianglei Yuan, et al.
International Review of Economics & Finance (2022) Vol. 82, pp. 609-624
Closed Access | Times Cited: 11
A forecast comparison of volatility models using realized volatility: evidence from the Bitcoin market
Takahiro Hattori
Applied Economics Letters (2019) Vol. 27, Iss. 7, pp. 591-595
Closed Access | Times Cited: 19
Application of ensemble of recurrent neural networks for forecasting of stock market sentiments
Nijolė Maknickienė, Indrė Lapinskaitė, Algirdas Maknickas
Equilibrium Quarterly Journal of Economics and Economic Policy (2018) Vol. 13, Iss. 1, pp. 7-27
Open Access | Times Cited: 18
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