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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:

Hedging macroeconomic and financial uncertainty and volatility
Ian Dew-Becker, Stefano Giglio, Bryan Kelly
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 23-45
Open Access | Times Cited: 66

Showing 1-25 of 66 citing articles:

Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Mörke, et al.
Review of Financial Studies (2023) Vol. 36, Iss. 9, pp. 3548-3602
Closed Access | Times Cited: 100
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
The Journal of Finance (2025)
Open Access | Times Cited: 2
A factor model for option returns
Matthias Büchner, Bryan Kelly
Journal of Financial Economics (2022) Vol. 143, Iss. 3, pp. 1140-1161
Closed Access | Times Cited: 59
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
Federal Reserve Bank of San Francisco, Working Paper Series (2021), pp. 01-57
Open Access | Times Cited: 57
Tail-event driven NETwork dependence in emerging markets
Muhammad Abubakr Naeem, Imran Yousaf, Sitara Karim, et al.
Emerging Markets Review (2022) Vol. 55, pp. 100971-100971
Open Access | Times Cited: 40
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data
Ian Dew-Becker, Stefano Giglio
American Economic Journal Macroeconomics (2023) Vol. 15, Iss. 2, pp. 65-96
Open Access | Times Cited: 18
The tail risk premium in the oil market
Reinhard Ellwanger
Energy Economics (2024), pp. 108041-108041
Open Access | Times Cited: 6
Lessons from Estimating the Average Option-implied Volatility Term Structure for the Spanish Banking Sector
María T. González-Pérez
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 38
Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis
Jiatong Liu, Weifang Mao, Xingzhi Qiao
The North American Journal of Economics and Finance (2023) Vol. 65, pp. 101883-101883
Closed Access | Times Cited: 14
The jump leverage risk premium
Tim Bollerslev, Viktor Todorov
Journal of Financial Economics (2023) Vol. 150, Iss. 3, pp. 103723-103723
Closed Access | Times Cited: 14
The Transmission of Monetary Policy to the Cost of Hedging
Matthias R. Fengler, Winfried Koeniger, Stephan Minger
(2025)
Closed Access
The Transmission of Monetary Policy to the Cost of Hedging
Matthias R. Fengler, Winfried Koeniger, Stephan Minger
SSRN Electronic Journal (2025)
Closed Access
Volatility-adapted network model for hedging equity index options
Jingyi Hou, Zhen Dong
Automatika (2025) Vol. 66, Iss. 3, pp. 370-381
Open Access
Hedging climate risk: The role of green energy exchange-traded funds
Libo Yin, jingzhen zhang, Wensheng Wang, et al.
Research in International Business and Finance (2025), pp. 102899-102899
Closed Access
Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims
Georgy Chabakauri, Kathy Yuan, Konstantinos E. Zachariadis
The Review of Economic Studies (2021) Vol. 89, Iss. 5, pp. 2445-2490
Open Access | Times Cited: 23
The impact of financial risk on green innovation: Global evidence
Jun Wen, Xinxin Zhao, Qiang Fu, et al.
Pacific-Basin Finance Journal (2022) Vol. 77, pp. 101896-101896
Closed Access | Times Cited: 18
Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
Donghai Zhou, Xiaoxing Liu, Chun Tang
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102192-102192
Closed Access | Times Cited: 3
Measuring tail risk
Maik Dierkes, Fabian Hollstein, Marcel Prokopczuk, et al.
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105769-105769
Open Access | Times Cited: 3
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
SSRN Electronic Journal (2019)
Open Access | Times Cited: 28
Pricing of index options in incomplete markets
Caio Almeida, Gustavo Freire
Journal of Financial Economics (2021) Vol. 144, Iss. 1, pp. 174-205
Closed Access | Times Cited: 21
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
Georgy Chabakauri, Kathy Yuan, Konstantinos E. Zachariadis
SSRN Electronic Journal (2017)
Open Access | Times Cited: 25
Unlocking ESG Premium from Options
Jie Cao, Amit Goyal, Xintong Zhan, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 18
Retail Traders Love 0DTE Options... But Should They?
Heiner Beckmeyer, Nicole Branger, Leander Gayda
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 7
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data
Xianfeng Hao, Yudong Wang, Chongfeng Wu, et al.
Journal of Financial Markets (2024) Vol. 70, pp. 100913-100913
Closed Access | Times Cited: 2
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