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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:

Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market
José Da Fonseca, Katja Ignatieva
Journal of Banking & Finance (2018) Vol. 99, pp. 45-62
Closed Access | Times Cited: 25

Showing 25 citing articles:

Do Bitcoin and other cryptocurrencies jump together?
Elie Bouri, David Roubaud, Syed Jawad Hussain Shahzad
The Quarterly Review of Economics and Finance (2019) Vol. 76, pp. 396-409
Closed Access | Times Cited: 91
Co-jump dynamicity in the cryptocurrency market: A network modelling perspective
Lei Zhang, Elie Bouri, Yan Chen
Finance research letters (2023) Vol. 58, pp. 104372-104372
Closed Access | Times Cited: 21
Economic policy uncertainty, jump dynamics, and oil price volatility
Feng Liu, Shuai Shao, Xin Li, et al.
Energy Economics (2023) Vol. 120, pp. 106635-106635
Closed Access | Times Cited: 17
Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory
Haiying Wang, Ying Yuan, Yiou Li, et al.
Economic Modelling (2020) Vol. 94, pp. 401-414
Open Access | Times Cited: 45
Economic determinants of oil futures volatility: A term structure perspective
Boda Kang, Christina Sklibosios Nikitopoulos, Marcel Prokopczuk
Energy Economics (2020) Vol. 88, pp. 104743-104743
Open Access | Times Cited: 37
Discontinuous movements and asymmetries in cryptocurrency markets
Κωνσταντίνος Γκίλλας, Paraskevi Katsiampa, Christoforos Konstantatos, et al.
European Journal of Finance (2022) Vol. 30, Iss. 16, pp. 1907-1931
Open Access | Times Cited: 20
Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks
Zhihao Hu, Ben-zhang Yang, Xin‐Jiang He, et al.
Mathematics and Computers in Simulation (2023) Vol. 219, pp. 212-230
Closed Access | Times Cited: 11
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices
Jiling Cao, Xinfeng Ruan, Wenjun Zhang
Journal of Futures Markets (2020) Vol. 40, Iss. 6, pp. 945-973
Closed Access | Times Cited: 24
Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models
Wang Jia, MengChu Zhou, Xiwang Guo, et al.
IEEE Transactions on Computational Social Systems (2024) Vol. 11, Iss. 3, pp. 3391-3406
Closed Access | Times Cited: 2
Implied roughness in the term structure of oil market volatility
Mesias Alfeus, Christina Sklibosios Nikitopoulos, Ludger Overbeck
Quantitative Finance (2024) Vol. 24, Iss. 3-4, pp. 347-363
Closed Access | Times Cited: 1
Modelling high frequency crude oil dynamics using affine and non-affine jump–diffusion models
Katja Ignatieva, Patrick Wong
Energy Economics (2022) Vol. 108, pp. 105873-105873
Closed Access | Times Cited: 7
Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market
Wuyi Ye, Wenjing Xia, Bin Wu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102277-102277
Closed Access | Times Cited: 6
Jumps in energy and non‐energy commodities
Elie Bouri, Rangan Gupta
OPEC Energy Review (2020) Vol. 44, Iss. 1, pp. 91-111
Open Access | Times Cited: 8
The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases
Adrian Fernández-Pérez, Raquel López Garcí­a
Journal of Futures Markets (2023) Vol. 43, Iss. 11, pp. 1499-1530
Closed Access | Times Cited: 2
A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics
Len Patrick Dominic M. Garces, Gerald H. L. Cheang
Quantitative Finance (2021) Vol. 21, Iss. 12, pp. 2025-2054
Open Access | Times Cited: 5
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure
Wuyi Ye, Bin Wu, Pengzhan Chen
Probability in the Engineering and Informational Sciences (2022) Vol. 37, Iss. 1, pp. 245-274
Closed Access | Times Cited: 3
Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models
Katja Ignatieva, Patrick Wong
Journal of Empirical Finance (2024) Vol. 78, pp. 101519-101519
Open Access
STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS
Pengzhan Chen, YE Wu-yi
Probability in the Engineering and Informational Sciences (2020) Vol. 35, Iss. 3, pp. 513-531
Closed Access | Times Cited: 3
Oil Futures Volatility and the Economy
Boda Kang, Christina Sklibosios Nikitopoulos, Marcel Prokopczuk
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 3
Jump activity analysis of the equity index and the corresponding volatility: Evidence from the Chinese market
Bin Wu, Pengzhan Chen, Wuyi Ye
Journal of Futures Markets (2021) Vol. 41, Iss. 7, pp. 1055-1073
Closed Access | Times Cited: 3
Modelling and filtering for dynamic investment in the precious-metals market
Jonathan B. Mamplata, Rogemar Mamon, Guido David
International Journal of Computer Mathematics (2022) Vol. 99, Iss. 12, pp. 2382-2409
Closed Access | Times Cited: 1
Hints of Earlier and Other Creation: Unsupervised Machine Learning in Financial Time-Series Analysis
James Ming Chen, Charalampos Agiropoulos
SSRN Electronic Journal (2023)
Closed Access
Hints of Earlier and Other Creation: Unsupervised Machine Learning in Financial Time-Series Analysis
James Ming Chen, Charalampos Agiropoulos
(2023)
Open Access
An Advanced Approach for Improving the Prediction Accuracy of Natural Gas Price
Quanjia Zuo, Fanyi Meng, Yang Bai
Energy Engineering (2020) Vol. 118, Iss. 2, pp. 303-322
Open Access
Crisis transmission degree measurement under crisis propagation model
Imen Bédoui-Belghith, Slaheddine Hallara, Faouzi Jilani
SN Business & Economics (2022) Vol. 3, Iss. 1
Open Access
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