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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:

Dynamic portfolio allocation with time-varying jump risk
Chunyang Zhou, Chongfeng Wu, Yudong Wang
Journal of Empirical Finance (2019) Vol. 50, pp. 113-124
Closed Access | Times Cited: 23

Showing 23 citing articles:

Outliers and Time-Varying Jumps in the Cryptocurrency Markets
Anupam Dutta, Elie Bouri
Journal of risk and financial management (2022) Vol. 15, Iss. 3, pp. 128-128
Open Access | Times Cited: 24
Forecasting realized volatility: New evidence from time‐varying jumps in VIX
Anupam Dutta, Debojyoti Das
Journal of Futures Markets (2022) Vol. 42, Iss. 12, pp. 2165-2189
Open Access | Times Cited: 23
Time-varying jump intensity and volatility forecasting of crude oil returns
Lei Zhang, Yan Chen, Elie Bouri
Energy Economics (2023) Vol. 129, pp. 107236-107236
Closed Access | Times Cited: 13
Forecasting crude oil futures volatility with extreme-value information and dynamic jumps
Wesley Shu, Haowen Luo
Frontiers in Environmental Economics (2025) Vol. 4
Open Access
In search of time-varying jumps during the turmoil periods: Evidence from crude oil futures markets
Anupam Dutta, Uğur Soytaş, Debojyoti Das, et al.
Energy Economics (2022) Vol. 114, pp. 106275-106275
Open Access | Times Cited: 18
Impact of crude oil volatility jumps on sustainable investments: Evidence from India
Anupam Dutta, Kakali Kanjilal, Sajal Ghosh, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 10, pp. 1450-1468
Open Access | Times Cited: 9
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
Chuangxia Huang, Xian Zhao, Yunke Deng, et al.
International Review of Economics & Finance (2021) Vol. 78, pp. 81-94
Closed Access | Times Cited: 21
COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis
Xingyu Dai, Matthew C. Li, Ling Xiao, et al.
Resources Policy (2022) Vol. 79, pp. 103055-103055
Open Access | Times Cited: 15
Optimization of investment portfolio management
Viktor Oliinyk, Olha Kozmenko
Serbian Journal of Management (2019) Vol. 14, Iss. 2, pp. 373-387
Open Access | Times Cited: 23
Monetary Policy, Investor Sentiment, and the Asymmetric Jump Risk of Chinese Stock Market
Wang Jia, Pu Chen, Jiacun Wang, et al.
IEEE Transactions on Computational Social Systems (2023) Vol. 11, Iss. 2, pp. 1631-1643
Closed Access | Times Cited: 5
Does oil price volatility matter for the US transportation industry?
Anupam Dutta, Elie Bouri, Timo Rothovius, et al.
Energy (2023) Vol. 290, pp. 130194-130194
Open Access | Times Cited: 5
Dynamic optimal portfolio choice under time-varying risk aversion
Antonio Díaz, Carlos Esparcia
International Economics (2021) Vol. 166, pp. 1-22
Closed Access | Times Cited: 10
Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series
Ao Kong, Robert Azencott, Hongliang Zhu, et al.
Computational Economics (2023) Vol. 63, Iss. 4, pp. 1401-1429
Closed Access | Times Cited: 2
Assessing the Risk of Bitcoin Futures Market: New Evidence
Anupam Dutta
Annals of Data Science (2024)
Open Access
Heterogeneity effect of positive and negative jumps on the realized volatility： evidence from China
Yuping Song, Jiefei Huang, Qichao Zhang, et al.
Economic Modelling (2024) Vol. 136, pp. 106745-106745
Closed Access
Median-adaptive portfolios: a minimum criteria approach to asset allocation
Foteini Kyriazi, Sophia Tarani, Dimitrios D. Thomakos
Annals of Operations Research (2023)
Open Access | Times Cited: 1
Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions
Chunyang Zhou, Chongfeng Wu, Weidong Xu
Journal of Futures Markets (2019) Vol. 40, Iss. 3, pp. 460-478
Closed Access | Times Cited: 2
Relationships among US S&P500 Stock Index, its Futures and NASDAQ Index Futures with Volatility Spillover and Jump Diffusion: Modeling and Hedging Performance
Hsiang Hsi Liu, Yu Cheng Lin
(2021)
Open Access | Times Cited: 2
The profitability of trading on large Lévy jumps
Kam Fong Chan, Philip Gray, Zheyao Pan
International Review of Finance (2019) Vol. 21, Iss. 2, pp. 627-635
Closed Access | Times Cited: 1
Jump Connectedness in the European Foreign Exchange Market
Emawtee Bissoondoyal‐Bheenick, Robert Brooks, Hung Xuan
Contributions to economics (2022), pp. 31-47
Closed Access | Times Cited: 1
The role of tail network topological characteristic in portfolio selection: A TNA‐PMC model
Mengting Li, Qifa Xu, Cuixia Jiang, et al.
International Review of Finance (2022) Vol. 23, Iss. 1, pp. 37-57
Closed Access | Times Cited: 1
Pattern recognition in micro-trading behaviors before stock price jumps: A framework based on multivariate time series analysis.
Ao Kong, Robert Azencott, Hongliang Zhu, et al.
arXiv (Cornell University) (2020)
Closed Access
Modelling and Forecasting the Volatility of the Nordic Power Market: An Application of the GARCH-Jump Process
Anupam Dutta
(2022), pp. 143-158
Closed Access
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