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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:

Option Valuation with Macro-Finance Variables
Christian Dorion
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 4, pp. 1359-1389
Closed Access | Times Cited: 25

Showing 25 citing articles:

Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models
Christian Conrad, Onno Kleen
Journal of Applied Econometrics (2019) Vol. 35, Iss. 1, pp. 19-45
Open Access | Times Cited: 101
Modelling Volatility Cycles: The MF2‐GARCH Model
Christian Conrad, Robert F. Engle
Journal of Applied Econometrics (2025)
Open Access
Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model
Zhiyuan Pan, Yudong Wang, Li Liu, et al.
Journal of Futures Markets (2019) Vol. 39, Iss. 6, pp. 744-776
Closed Access | Times Cited: 34
On the influence of US monetary policy on crude oil price volatility
Alessandra Amendola, Vincenzo Candila, Antonio Scognamillo
Empirical Economics (2016) Vol. 52, Iss. 1, pp. 155-178
Open Access | Times Cited: 29
VIX futures pricing with conditional skewness
Yang Xing-lin, Peng Wang
Journal of Futures Markets (2018) Vol. 38, Iss. 9, pp. 1126-1151
Closed Access | Times Cited: 16
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models
Christian Conrad, Melanie Schienle
Journal of Business and Economic Statistics (2018) Vol. 38, Iss. 2, pp. 229-242
Open Access | Times Cited: 16
Two Are Better Than One: Volatility Forecasting Using Multiplicative Component GARCH Models
Christian Conrad, Onno Kleen
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 16
Anticipating Long-Term Stock Market Volatility
Christian Conrad, Karin Loch
SSRN Electronic Journal (2012)
Open Access | Times Cited: 14
Option valuation via nonaffine dynamics with realized volatility
Yuanyuan Zhang, Qian Zhang, Zerong Wang, et al.
Journal of Empirical Finance (2024) Vol. 77, pp. 101486-101486
Closed Access | Times Cited: 1
A discrete-time hedging framework with multiple factors and fat tails: On what matters
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin
Journal of Econometrics (2021) Vol. 232, Iss. 2, pp. 416-444
Closed Access | Times Cited: 9
Option pricing with overnight and intraday volatility
Liang Fang, Lingshan Du, Zhuo Huang
Journal of Futures Markets (2023) Vol. 43, Iss. 11, pp. 1576-1614
Open Access | Times Cited: 3
Analysis of Factors Influencing Stock Market Volatility Based on GARCH-MIDAS Model
Dan Ma, Tianxing Yang, Liping Liu, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 5
Modelling Volatility Cycles: the (MF)^2 GARCH Model
Christian Conrad, Robert F. Engle
SSRN Electronic Journal (2021)
Open Access | Times Cited: 5
Pricing VIX futures with mixed frequency macroeconomic information
Yang Xing-lin, Yuhuang Shang
International Review of Economics & Finance (2024) Vol. 93, pp. 847-857
Closed Access
Exploiting News Analytics for Volatility Forecasting
Simon Tranberg Bodilsen, Asger Lunde
Journal of Applied Econometrics (2024)
Open Access
The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall: a Complete Realized Exponential GARCH-X approach
Antonio Naimoli
International Economics (2023) Vol. 176, pp. 100459-100459
Open Access | Times Cited: 1
The lead of oil price rises on US equity market beliefs and preferences
Jonathan Dark
Journal of Futures Markets (2021) Vol. 41, Iss. 11, pp. 1861-1887
Closed Access | Times Cited: 3
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Alexandru Badescu, Enoch Quaye, Radu Tunaru
Insurance Mathematics and Economics (2022) Vol. 103, pp. 119-138
Open Access | Times Cited: 2
The Sensitivity of Interest Rate Options to Monetary Policy Decisions: A Regime‐Shift Pricing Approach
René Ferland, Geneviève Gauthier, Simon Lalancette
Journal of Futures Markets (2015) Vol. 36, Iss. 1, pp. 66-87
Closed Access
JFQ volume 51 Issue 6 Cover and Back matter

Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 6, pp. b1-b14
Open Access
Exploiting News Analytics for Volatility Forecasting
Simon Tranberg Bodilsen, Asger Lunde
SSRN Electronic Journal (2023)
Closed Access
Unspanned macro risks in VIX futures
Yang Xing-lin
Journal of Futures Markets (2023) Vol. 43, Iss. 9, pp. 1305-1328
Closed Access
VIX Futures Pricing with Conditional Skewness

SSRN Electronic Journal (2018)
Closed Access
An Improved Estimation Method for a Family of GARCH Models
Pascal Létourneau
The Journal of Derivatives (2019) Vol. 27, Iss. 1, pp. 67-91
Closed Access
A Discrete-Time Hedging Framework with Multiple Factors and Fat Tails: On What Matters
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin
SSRN Electronic Journal (2020)
Closed Access
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