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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:

Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors
Elena Andreou, Éric Ghysels
Journal of Econometrics (2020) Vol. 220, Iss. 2, pp. 366-398
Closed Access | Times Cited: 20

Showing 20 citing articles:

Bridging factor and sparse models
Jianqing Fan, Ricardo Masini, Marcelo C. Medeiros
The Annals of Statistics (2023) Vol. 51, Iss. 4
Open Access | Times Cited: 17
The predictive power of the oil variance risk premium
David G. McMillan, Salem Adel Ziadat
Resources Policy (2025) Vol. 103, pp. 105550-105550
Open Access
Celebrating 40 years of panel data analysis: Past, present and future
Vasilis Sarafidis, Tom Wansbeek
Journal of Econometrics (2020) Vol. 220, Iss. 2, pp. 215-226
Open Access | Times Cited: 29
Forecasting value at risk and expected shortfall using high‐frequency data of domestic and international stock markets
Man Wang, Yihan Cheng
Journal of Forecasting (2022) Vol. 41, Iss. 8, pp. 1595-1607
Closed Access | Times Cited: 10
Bridging Factor and Sparse Models
Jianqing Fan, Ricardo Masini, Marcelo C. Medeiros
SSRN Electronic Journal (2021)
Open Access | Times Cited: 12
A data-driven newsvendor problem: A high-dimensional and mixed-frequency method
Yang Cheng-hu, Haitang Wang, Xin Ma, et al.
International Journal of Production Economics (2023) Vol. 266, pp. 109042-109042
Closed Access | Times Cited: 4
Research on a Prediction Model and Influencing Factors of Cross-Regional Price Differences of Rebar Spot Based on Long Short-Term Memory Network
Sen Wu, Shuaiqi Liu, Huimin Zong, et al.
Sustainability (2023) Vol. 15, Iss. 6, pp. 4951-4951
Open Access | Times Cited: 3
Do financial markets predict macroeconomic performance? US evidence from risk‐based measures
David G. McMillan
Manchester School (2023) Vol. 91, Iss. 5, pp. 439-466
Open Access | Times Cited: 2
Forecasting VIX using Bayesian deep learning
Héctor J. Hortúa, Andrés Mora‐Valencia
International Journal of Data Science and Analytics (2024)
Open Access
Asymmetric impact of energy prices on financial cycles based on interval time series modeling
Zichun Yan, Chaonan Wu, Jingjia Zhang, et al.
International Review of Financial Analysis (2024), pp. 103624-103624
Closed Access
Quantitative trading strategy based on IVIX Index prediction and recurrence: Machine Learning Perspective
He Xiangyu, Nan Yang
(2024), pp. 230-238
Closed Access
Advanced CEEMD hybrid model for VIX forecasting: optimized decision trees and ARIMA integration
Zhuqin Liang, Mohd Tahir Ismail
Evolutionary Intelligence (2024) Vol. 18, Iss. 1
Closed Access
Data-driven optimization for production planning with multiple demand features
Xiao-Li Su, Lijun Zeng, Bo Shao, et al.
Kybernetes (2023)
Closed Access | Times Cited: 1
Forecasting variance swap payoffs
Jonathan Dark, Xin Gao, Thijs van der Heijden, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 12, pp. 2135-2164
Open Access | Times Cited: 1
Cross-Section of Option Returns and the Volatility Risk Premium
Simon Fritzsch, Felix Irresberger, Gregor Weiß
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Refining Crude Oil Uncertainty Using Corridor Variance Risk Premia
Dudley Gilder, Leonidas Tsiaras
SSRN Electronic Journal (2023)
Closed Access
Is It Expected Volatility or Expected Precision?
María T. González-Pérez, David E. Guerrero
SSRN Electronic Journal (2020)
Closed Access
The Predictive Power of the Oil Variance Risk Premium
David G. McMillan, Salem Adel Ziadat
SSRN Electronic Journal (2022)
Closed Access
A Review of Factors that influence Equity Premium Literature: A Mini-Review Approach
Iman Lubis, Zairihan Abdul Halim
International Journal of Finance Economics and Business (2022) Vol. 1, Iss. 1, pp. 18-42
Open Access
Do Financial Markets Predict Macroeconomic Performance? Evidence from Risk-Based Measures
David G. McMillan
SSRN Electronic Journal (2022)
Closed Access
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