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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:

Bitcoin: jumps, convenience yields, and option prices
Jimmy E. Hilliard, Julie T.D. Ngo
Quantitative Finance (2022) Vol. 22, Iss. 11, pp. 2079-2091
Open Access | Times Cited: 13

Showing 13 citing articles:

Pricing cryptocurrency options with machine learning regression for handling market volatility
Alessio Brini, Jimmie Lenz
Economic Modelling (2024) Vol. 136, pp. 106752-106752
Closed Access | Times Cited: 7
Impacts of bitcoin on monetary system: Is China's bitcoin ban necessary?
Xiao Li, Ruoxi Wu, Chen Wang
Research in International Business and Finance (2024) Vol. 69, pp. 102237-102237
Closed Access | Times Cited: 2
What can we learn from the convenience yield of Bitcoin? Evidence from the COVID-19 crisis
Gideon Bruce Arkorful, Haiqiang Chen, Ming Gu, et al.
International Review of Economics & Finance (2023) Vol. 88, pp. 141-153
Closed Access | Times Cited: 4
Crypto Inverse-Power Options and Fractional Stochastic Volatility
Boyi Li, Weixuan Xia
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Valuation and hedging of cryptocurrency inverse options
Vladimir Lucic, Artur Sepp
Quantitative Finance (2024) Vol. 24, Iss. 7, pp. 851-869
Closed Access | Times Cited: 1
Valuation and hedging of cryptocurrency inverse options: with backtest simulations using Deribit options data
Artur Sepp, Vladimir Lucic
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functions
Jimmy E. Hilliard, Jitka Hilliard, Julie T.D. Ngo
Journal of commodity markets (2024) Vol. 35, pp. 100408-100408
Open Access
Evaluation of bitcoin options with interest rate risk and systemic risk
P. L. Hsu, Chiang-Hui Wang
Journal of Asian Scientific Research (2024) Vol. 14, Iss. 3, pp. 360-373
Open Access
Pricing green financial options under the mixed fractal Brownian motions with jump diffusion environment
Kung‐Chi Chen, Kuo‐Shing Chen
AIMS Mathematics (2024) Vol. 9, Iss. 8, pp. 21496-21523
Open Access
Bayesian Lower and Upper Estimates for Ether Option Prices with Conditional Heteroscedasticity and Model Uncertainty
Tak Kuen Siu
Journal of risk and financial management (2024) Vol. 17, Iss. 10, pp. 436-436
Open Access
Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model
Edson Pindza, Jules Clément, Sutene Mwambetania Mwambi, et al.
Computational Economics (2024)
Open Access
Put–call parity in a crypto option market — Evidence from Binance
Nóra Felföldi-Szűcs, Balázs Králik, Kata Váradi
Finance research letters (2023) Vol. 61, pp. 104874-104874
Closed Access | Times Cited: 1
Backward and Forward Put Call Parity in a Crypto Option Market - Evidence from Binance
Nóra Felföldi-Szűcs, Balázs Králik, Kata Váradi
(2023)
Closed Access
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