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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:

Implied volatility indices – A review
Athanasios Fassas, Costas Siriopoulos
The Quarterly Review of Economics and Finance (2020) Vol. 79, pp. 303-329
Closed Access | Times Cited: 55

Showing 1-25 of 55 citing articles:

Volatility impacts on the European banking sector: GFC and COVID-19
Jonathan A. Batten, Tonmoy Choudhury, Harald Kinateder, et al.
Annals of Operations Research (2022) Vol. 330, Iss. 1-2, pp. 335-360
Open Access | Times Cited: 80
Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
Štefan Lyócsa, Tomáš Plíhal
Finance research letters (2022) Vol. 48, pp. 102995-102995
Open Access | Times Cited: 58
Prediction of realized volatility and implied volatility indices using AI and machine learning: A review
Elias Søvik Gunnarsson, Håkon Ramon Isern, Aris Kaloudis, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103221-103221
Open Access | Times Cited: 10
The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices
Meiyu Tian, Wanyang Li, Fenghua Wen
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101310-101310
Closed Access | Times Cited: 51
Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure
Stephanos Papadamou, Athanasios Fassas, Dimitris Kenourgios, et al.
The Journal of Economic Asymmetries (2023) Vol. 28, pp. e00317-e00317
Open Access | Times Cited: 20
Can news-based economic sentiment predict bubbles in precious metal markets?
Aktham Maghyereh, Hussein Abdoh
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 24
Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysis
Najaf Iqbal, Elie Bouri, Guangrui Liu, et al.
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 975-995
Closed Access | Times Cited: 24
The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index
Nicholas Apergis, Ghulam Mustafa, Shafaq Malik
The Quarterly Review of Economics and Finance (2023) Vol. 89, pp. 27-35
Open Access | Times Cited: 14
The role of investors’ fear in crude oil volatility forecasting
Nicole Haukvik, Hamid Cheraghali, Péter Molnár
Research in International Business and Finance (2024) Vol. 70, pp. 102353-102353
Open Access | Times Cited: 4
A look across the big pond and into the abyss — Performance of earnout deals in Europe and in times of crisis
Niklas Dahlen, Yannik Dittmann, Maximilian Schreiter
Finance research letters (2025), pp. 106686-106686
Closed Access
COVID-19 related stringencies and financial market volatility: sectoral evidence from India
Pragati Priya, Chandan Sharma
Journal of Financial Economic Policy (2022) Vol. 15, Iss. 1, pp. 16-34
Closed Access | Times Cited: 20
The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias
Stefan Albers, Lars N. Kestner
Finance research letters (2024) Vol. 62, pp. 105186-105186
Open Access | Times Cited: 3
Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective
Sangita Choudhary, Anshul Jain, Pratap Chandra Biswal
Finance research letters (2024) Vol. 62, pp. 105220-105220
Closed Access | Times Cited: 3
Multi-model transfer function approach tuned by PSO for predicting stock market implied volatility explained by uncertainty indexes
Kais Tissaoui, Sahbi Boubaker, Besma Hkiri, et al.
Scientific Reports (2024) Vol. 14, Iss. 1
Open Access | Times Cited: 2
How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses
OlaOluwa S. Yaya, Luis A. Gil‐Alana, Oluwasegun B. Adekoya, et al.
Resources Policy (2021) Vol. 74, pp. 102273-102273
Open Access | Times Cited: 17
Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index
Jan Jakub Szczygielski, Ailie Charteris, Lidia Obojska, et al.
Research in International Business and Finance (2024) Vol. 72, pp. 102448-102448
Closed Access | Times Cited: 1
Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Giovanna Nappo, Fabio Massimo Marchetti, Gianluca Vagnani
Finance research letters (2023) Vol. 53, pp. 103664-103664
Open Access | Times Cited: 4
A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the U.S. Equity Market Obsolete?
Stefan Albers
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models
Oscar V. De la Torre-Torres, Francisco Venegas-Martı́nez, Ma Isabel Martínez-Torre-Enciso
Mathematics (2021) Vol. 9, Iss. 2, pp. 185-185
Open Access | Times Cited: 10
ML-Based Interconnected Affecting Factors with Supporting Matrices for Assessment of Risk in Stock Market
Bhupinder Singh, Santosh Kumar Henge, Amit Sharma, et al.
Wireless Communications and Mobile Computing (2022) Vol. 2022, pp. 1-15
Open Access | Times Cited: 7
The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation
Νikolaos Kyriazis
Sustainability (2021) Vol. 13, Iss. 10, pp. 5383-5383
Open Access | Times Cited: 8
Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments
Oluwasegun B. Adekoya, Johnson A. Oliyide, Ademola B. Akinseye, et al.
Finance research letters (2021) Vol. 46, pp. 102210-102210
Closed Access | Times Cited: 7
Volatility Risk Premium, Return Predictability, and ESG Sentiment: Evidence from China’s Spots and Options’ Markets
Zhaohua Liu, Susheng Wang, Siyi Liu, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 5
Knowledge Discovery to Support WTI Crude Oil Price Risk Management
Radosław Puka, Bartosz Łamasz, Iwona Skalna, et al.
Energies (2023) Vol. 16, Iss. 8, pp. 3486-3486
Open Access | Times Cited: 2
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
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