
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 long-term stock market volatility: A GARCH-MIDAS model with variable selection
Fang Tong, Tae‐Hwy Lee, Zhi Su
Journal of Empirical Finance (2020) Vol. 58, pp. 36-49
Closed Access | Times Cited: 96
Fang Tong, Tae‐Hwy Lee, Zhi Su
Journal of Empirical Finance (2020) Vol. 58, pp. 36-49
Closed Access | Times Cited: 96
Showing 1-25 of 96 citing articles:
Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty
Idris A. Adediran, Raymond Swaray
Economic Modelling (2023) Vol. 123, pp. 106279-106279
Open Access | Times Cited: 49
Idris A. Adediran, Raymond Swaray
Economic Modelling (2023) Vol. 123, pp. 106279-106279
Open Access | Times Cited: 49
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks
Mawuli Segnon, Rangan Gupta, Bernd Wilfling
International Journal of Forecasting (2023) Vol. 40, Iss. 1, pp. 29-43
Closed Access | Times Cited: 44
Mawuli Segnon, Rangan Gupta, Bernd Wilfling
International Journal of Forecasting (2023) Vol. 40, Iss. 1, pp. 29-43
Closed Access | Times Cited: 44
More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?
Chao Liang, Lu Wang, Duy Duong
Journal of Economic Behavior & Organization (2023) Vol. 218, pp. 1-19
Closed Access | Times Cited: 42
Chao Liang, Lu Wang, Duy Duong
Journal of Economic Behavior & Organization (2023) Vol. 218, pp. 1-19
Closed Access | Times Cited: 42
Forecasting crude oil volatility with uncertainty indicators: New evidence
Xiafei Li, Chao Liang, Zhonglu Chen, et al.
Energy Economics (2022) Vol. 108, pp. 105936-105936
Closed Access | Times Cited: 56
Xiafei Li, Chao Liang, Zhonglu Chen, et al.
Energy Economics (2022) Vol. 108, pp. 105936-105936
Closed Access | Times Cited: 56
Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?
Jiqian Wang, Feng Ma, Elie Bouri, et al.
Journal of Forecasting (2022) Vol. 42, Iss. 4, pp. 970-988
Closed Access | Times Cited: 41
Jiqian Wang, Feng Ma, Elie Bouri, et al.
Journal of Forecasting (2022) Vol. 42, Iss. 4, pp. 970-988
Closed Access | Times Cited: 41
Stock market volatility predictability in a data-rich world: A new insight
Feng Ma, Jiqian Wang, M.I.M. Wahab, et al.
International Journal of Forecasting (2022) Vol. 39, Iss. 4, pp. 1804-1819
Closed Access | Times Cited: 39
Feng Ma, Jiqian Wang, M.I.M. Wahab, et al.
International Journal of Forecasting (2022) Vol. 39, Iss. 4, pp. 1804-1819
Closed Access | Times Cited: 39
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?
Lu Wang, Jiangbin Wu, Yang Cao, et al.
Energy Economics (2022) Vol. 111, pp. 106056-106056
Closed Access | Times Cited: 38
Lu Wang, Jiangbin Wu, Yang Cao, et al.
Energy Economics (2022) Vol. 111, pp. 106056-106056
Closed Access | Times Cited: 38
Global financial stress index and long-term volatility forecast for international stock markets
Chao Liang, Qin Luo, Yan Li, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101825-101825
Open Access | Times Cited: 31
Chao Liang, Qin Luo, Yan Li, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101825-101825
Open Access | Times Cited: 31
Measuring the response of clean energy stock price volatility to extreme shocks
Li Zhang, Lu Wang, Lijuan Peng, et al.
Renewable Energy (2023) Vol. 206, pp. 1289-1300
Closed Access | Times Cited: 26
Li Zhang, Lu Wang, Lijuan Peng, et al.
Renewable Energy (2023) Vol. 206, pp. 1289-1300
Closed Access | Times Cited: 26
Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model
Xin Dong, Jinguo Gong, Qin Wang
Energy Economics (2025), pp. 108227-108227
Closed Access | Times Cited: 1
Xin Dong, Jinguo Gong, Qin Wang
Energy Economics (2025), pp. 108227-108227
Closed Access | Times Cited: 1
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models
Feng Ma, Xinjie Lu, Lu Wang, et al.
Journal of Forecasting (2020) Vol. 40, Iss. 6, pp. 1070-1085
Closed Access | Times Cited: 52
Feng Ma, Xinjie Lu, Lu Wang, et al.
Journal of Forecasting (2020) Vol. 40, Iss. 6, pp. 1070-1085
Closed Access | Times Cited: 52
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions
Afees A. Salisu, Rangan Gupta, Elie Bouri, et al.
Journal of Forecasting (2021) Vol. 41, Iss. 1, pp. 134-157
Open Access | Times Cited: 42
Afees A. Salisu, Rangan Gupta, Elie Bouri, et al.
Journal of Forecasting (2021) Vol. 41, Iss. 1, pp. 134-157
Open Access | Times Cited: 42
Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach
Jing Zhao
Resources Policy (2022) Vol. 79, pp. 103031-103031
Closed Access | Times Cited: 37
Jing Zhao
Resources Policy (2022) Vol. 79, pp. 103031-103031
Closed Access | Times Cited: 37
Oil futures volatility predictability: New evidence based on machine learning models
Xinjie Lu, Feng Ma, Jin Xu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102299-102299
Closed Access | Times Cited: 33
Xinjie Lu, Feng Ma, Jin Xu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102299-102299
Closed Access | Times Cited: 33
Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index
Maria Ghani, Qiang Guo, Feng Ma, et al.
International Review of Economics & Finance (2022) Vol. 80, pp. 1180-1189
Closed Access | Times Cited: 28
Maria Ghani, Qiang Guo, Feng Ma, et al.
International Review of Economics & Finance (2022) Vol. 80, pp. 1180-1189
Closed Access | Times Cited: 28
Predicting natural gas futures’ volatility using climate risks
Kun Guo, Fengqi Liu, Xiaolei Sun, et al.
Finance research letters (2023) Vol. 55, pp. 103915-103915
Closed Access | Times Cited: 19
Kun Guo, Fengqi Liu, Xiaolei Sun, et al.
Finance research letters (2023) Vol. 55, pp. 103915-103915
Closed Access | Times Cited: 19
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
Feng Liu, Shuai Shao, Xin Li, et al.
Energy Economics (2023) Vol. 120, pp. 106635-106635
Closed Access | Times Cited: 17
Oil and stock markets volatility during pandemic times: a review of G7 countries
Tahir Mumtaz Awan, Muhammad Shoaib Khan, Inzamam Ul Haq, et al.
Green Finance (2021) Vol. 3, Iss. 1, pp. 15-27
Open Access | Times Cited: 38
Tahir Mumtaz Awan, Muhammad Shoaib Khan, Inzamam Ul Haq, et al.
Green Finance (2021) Vol. 3, Iss. 1, pp. 15-27
Open Access | Times Cited: 38
Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model
Yinhong Yao, Xiuwen Chen, Zhensong Chen
The North American Journal of Economics and Finance (2025), pp. 102385-102385
Closed Access
Yinhong Yao, Xiuwen Chen, Zhensong Chen
The North American Journal of Economics and Finance (2025), pp. 102385-102385
Closed Access
Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach
Lukman Lasisi, Franklin N. Ngwu, Mohammed K. Taliat, et al.
SN Business & Economics (2025) Vol. 5, Iss. 3
Closed Access
Lukman Lasisi, Franklin N. Ngwu, Mohammed K. Taliat, et al.
SN Business & Economics (2025) Vol. 5, Iss. 3
Closed Access
Estimating the Trends of Volatility in the Risk Equity Market Over the Short and Long Terms
Valeriana Lukitosari, Eva O. Pristia, Sentot Didik Surjanto, et al.
Computational and Mathematical Methods (2025) Vol. 2025, Iss. 1
Open Access
Valeriana Lukitosari, Eva O. Pristia, Sentot Didik Surjanto, et al.
Computational and Mathematical Methods (2025) Vol. 2025, Iss. 1
Open Access
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
Alain Hecq, Marie Ternes, Ines Wilms
Journal of Forecasting (2025)
Open Access
Alain Hecq, Marie Ternes, Ines Wilms
Journal of Forecasting (2025)
Open Access
Uncertainty and oil volatility: Evidence from shrinkage method
Jiqian Wang, Xiaofeng He, Feng Ma, et al.
Resources Policy (2021) Vol. 75, pp. 102482-102482
Closed Access | Times Cited: 30
Jiqian Wang, Xiaofeng He, Feng Ma, et al.
Resources Policy (2021) Vol. 75, pp. 102482-102482
Closed Access | Times Cited: 30
Forecasting volatility of EUA futures: New evidence
Xiaozhu Guo, Yisu Huang, Chao Liang, et al.
Energy Economics (2022) Vol. 110, pp. 106021-106021
Closed Access | Times Cited: 19
Xiaozhu Guo, Yisu Huang, Chao Liang, et al.
Energy Economics (2022) Vol. 110, pp. 106021-106021
Closed Access | Times Cited: 19
Do dirty and clean energy investments react to infectious disease-induced uncertainty?
Anupam Dutta, Donghyun Park, Gazi Salah Uddin, et al.
Technological Forecasting and Social Change (2024) Vol. 205, pp. 123515-123515
Open Access | Times Cited: 4
Anupam Dutta, Donghyun Park, Gazi Salah Uddin, et al.
Technological Forecasting and Social Change (2024) Vol. 205, pp. 123515-123515
Open Access | Times Cited: 4