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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:

The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets
Torben G. Andersen, Nicola Fusari, Viktor Todorov
Journal of Business and Economic Statistics (2019) Vol. 38, Iss. 3, pp. 662-678
Open Access | Times Cited: 77

Showing 1-25 of 77 citing articles:

What is Certain about Uncertainty?
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londoño, et al.
Journal of Economic Literature (2023) Vol. 61, Iss. 2, pp. 624-654
Open Access | Times Cited: 56
The tail risk premium in the oil market
Reinhard Ellwanger
Energy Economics (2024), pp. 108041-108041
Open Access | Times Cited: 6
Tail risk and return predictability for the Japanese equity market
Torben G. Andersen, Viktor Todorov, Masato Ubukata
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 344-363
Open Access | Times Cited: 40
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
Oil tail risk and the tail risk of the US Dollar exchange rates
Afees A. Salisu, Abeeb Olaniran, Jean‐Paul Tchankam
Energy Economics (2022) Vol. 109, pp. 105960-105960
Open Access | Times Cited: 21
International tail risk and World Fear
Fabian Hollstein, Duc Binh Benno Nguyen, Marcel Prokopczuk, et al.
Journal of International Money and Finance (2019) Vol. 93, pp. 244-259
Open Access | Times Cited: 32
Realized GARCH, CBOE VIX, and the Volatility Risk Premium
Peter Reinhard Hansen, Zhuo Huang, Chen Tong, et al.
Journal of Financial Econometrics (2022) Vol. 22, Iss. 1, pp. 187-223
Open Access | Times Cited: 16
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
The risk and return of equity and credit index options
Hitesh Doshi, Jan Ericsson, Mathieu Fournier, et al.
Journal of Financial Economics (2024) Vol. 161, pp. 103932-103932
Closed Access | Times Cited: 3
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*
Afees A. Salisu, Rangan Gupta, Ahamuefula E. Ogbonna
European Journal of Finance (2022) Vol. 29, Iss. 4, pp. 466-481
Open Access | Times Cited: 13
Forecasting oil prices over 150 years: The role of tail risks
Afees A. Salisu, Rangan Gupta, Qiang Ji
Resources Policy (2021) Vol. 75, pp. 102508-102508
Open Access | Times Cited: 13
Fast Filtering with Large Option Panels: Implications for Asset Pricing
Arnaud Dufays, Kris Jacobs, Yuguo Liu, et al.
Journal of Financial and Quantitative Analysis (2023), pp. 1-32
Closed Access | Times Cited: 5
Extreme risk connectedness among global major financial institutions: Links to globalization and emerging market fear
Yin Liao, Zheyao Pan
Pacific-Basin Finance Journal (2022) Vol. 76, pp. 101862-101862
Closed Access | Times Cited: 8
Risk aversion connectedness in five European countries
Andrea Cipollini, Iolanda Lo Cascio, Silvia Muzzioli
Economic Modelling (2017) Vol. 71, pp. 68-79
Closed Access | Times Cited: 14
Accrual mispricing, value-at-risk, and expected stock returns
Prodosh Simlai
Review of Quantitative Finance and Accounting (2021) Vol. 57, Iss. 4, pp. 1487-1517
Open Access | Times Cited: 11
On the right jump tail inferred from the VIX market
Zhenxiong Li, Xingzhi Yao, Marwan Izzeldin
International Review of Financial Analysis (2023) Vol. 86, pp. 102507-102507
Open Access | Times Cited: 4
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics
Jo�ão Nicolau, Paulo M.M. Rodrigues, Marian Z. Stoykov
Journal of Econometrics (2023) Vol. 235, Iss. 2, pp. 2266-2284
Open Access | Times Cited: 4
Explaining intraday crude oil returns with higher order risk-neutral moments
Patrick Wong
Journal of commodity markets (2023) Vol. 31, pp. 100331-100331
Closed Access | Times Cited: 4
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility
Štefan Lyócsa, Tomáš Plíhal, Tomáš Výrost
International Journal of Forecasting (2024) Vol. 40, Iss. 4, pp. 1275-1301
Closed Access | Times Cited: 1
Mind your language: Market responses to central bank speeches
Maximilian Ahrens, Deniz Erdemlioglu, Michael McMahon, et al.
Journal of Econometrics (2024), pp. 105921-105921
Open Access | Times Cited: 1
Tail Risk and Asset Prices in the Short-term
Caio Almeida, Gustavo Freire, René García, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 6
The sum of all fears: Forecasting international returns using option-implied risk measures
Marie‐Hélène Gagnon, Gabriel J. Power, Dominique Toupin
Journal of Banking & Finance (2022) Vol. 146, pp. 106701-106701
Closed Access | Times Cited: 6
Pre- and post-COVID-19: The impact of the pandemic and stock market psychology on the growth and sustainability of consumer goods industries
Naveed Jan, Zeyun Li, Xiyu Liu, et al.
Frontiers in Psychology (2022) Vol. 13
Open Access | Times Cited: 6
Semi-parametric single-index predictive regression models with cointegrated regressors
Weilun Zhou, Jiti Gao, David Harris, et al.
Journal of Econometrics (2023) Vol. 238, Iss. 1, pp. 105577-105577
Open Access | Times Cited: 3
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