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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:

Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
J. Li, Ilias Tsiakas, Wenbin Wang
Journal of Financial Econometrics (2014) Vol. 13, Iss. 2, pp. 293-341
Open Access | Times Cited: 89

Showing 1-25 of 89 citing articles:

Exchange Rate Predictability
Barbara Rossi
Journal of Economic Literature (2013) Vol. 51, Iss. 4, pp. 1063-1119
Open Access | Times Cited: 545
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
Yaojie Zhang, Feng Ma, Yudong Wang
Journal of Empirical Finance (2019) Vol. 54, pp. 97-117
Closed Access | Times Cited: 244
Forecasting oil price volatility: Forecast combination versus shrinkage method
Yaojie Zhang, Yu Wei, Yi Zhang, et al.
Energy Economics (2019) Vol. 80, pp. 423-433
Closed Access | Times Cited: 157
On the Causes and Effects of Exchange Rate Volatility on Economic Growth: Evidence from Ghana
Paul Alagidede, Muazu Ibrahim
Journal of African Business (2016) Vol. 18, Iss. 2, pp. 169-193
Closed Access | Times Cited: 134
Forecasting crude oil futures market returns: A principal component analysis combination approach
Yaojie Zhang, Yudong Wang
International Journal of Forecasting (2022) Vol. 39, Iss. 2, pp. 659-673
Closed Access | Times Cited: 53
Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?
Jiqian Wang, Feng Ma, Elie Bouri, et al.
Journal of Forecasting (2022) Vol. 42, Iss. 4, pp. 970-988
Closed Access | Times Cited: 41
Sparse and Stable Portfolio Selection With Parameter Uncertainty
Jiahan Li
Journal of Business and Economic Statistics (2014) Vol. 33, Iss. 3, pp. 381-392
Closed Access | Times Cited: 86
Equity premium prediction: The role of economic and statistical constraints
Jiahan Li, Ilias Tsiakas
Journal of Financial Markets (2016) Vol. 36, pp. 56-75
Open Access | Times Cited: 81
Fundamentals and exchange rate forecastability with simple machine learning methods
Christophe Amat, Tomasz Michalski, Gilles Stoltz
Journal of International Money and Finance (2018) Vol. 88, pp. 1-24
Open Access | Times Cited: 75
Forecasting stock return volatility: The role of shrinkage approaches in a data‐rich environment
Zhifeng Dai, Tingyu Li, Mi Yang
Journal of Forecasting (2021) Vol. 41, Iss. 5, pp. 980-996
Closed Access | Times Cited: 46
The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China
Zibo Niu, Yuanyuan Liu, Wang Gao, et al.
Resources Policy (2021) Vol. 73, pp. 102173-102173
Open Access | Times Cited: 45
Forecasting exchange rates under parameter and model uncertainty
Joscha Beckmann, Rainer Alexander Schüssler
Journal of International Money and Finance (2015) Vol. 60, pp. 267-288
Closed Access | Times Cited: 62
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY
Joseph P. Byrne, Dimitris Korobilis, Pinho J. Ribeiro
International Economic Review (2017) Vol. 59, Iss. 1, pp. 329-357
Open Access | Times Cited: 58
Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach
Feng Ma, Yangli Guo, Qin Luo, et al.
Journal of International Money and Finance (2025), pp. 103324-103324
Closed Access
Forecasting Cryptocurrency Returns with Dynamic Model Learning: An Analysis of Cryptocurrency Valuation*,***
호진 이, Kyung-Jin Park
Korean Accounting Journal (2025) Vol. 34, Iss. 1, pp. 127-154
Closed Access
Fundamentals Models Versus Random Walk: Evidence From an Emerging Economy
Hélder Ferreira de Mendonça, Luciano Vereda, L Araujo
Journal of Forecasting (2025)
Open Access
Exchange rate predictability and dynamic Bayesian learning
Joscha Beckmann, Gary Koop, Dimitris Korobilis, et al.
Journal of Applied Econometrics (2020) Vol. 35, Iss. 4, pp. 410-421
Open Access | Times Cited: 33
Heterogeneous agents, the financial crisis and exchange rate predictability
Daniel Bunčić, Gion Donat Piras
Journal of International Money and Finance (2015) Vol. 60, pp. 313-359
Open Access | Times Cited: 37
The Real Exchange Rate, the Ghanaian Trade Balance, and the J-curve
Bernard Njindan Iyke, Sin‐Yu Ho
Journal of African Business (2017) Vol. 18, Iss. 3, pp. 380-392
Open Access | Times Cited: 35
The role of technical indicators in exchange rate forecasting
Ekaterini Panopoulou, Ioannis Souropanis
Journal of Empirical Finance (2019) Vol. 53, pp. 197-221
Open Access | Times Cited: 33
Do industry returns predict the stock market? A reprise using the random forest
Cetin Ciner
The Quarterly Review of Economics and Finance (2018) Vol. 72, pp. 152-158
Closed Access | Times Cited: 30
Forecasting US stock market volatility: How to use international volatility information
Yaojie Zhang, Yudong Wang, Feng Ma
Journal of Forecasting (2020) Vol. 40, Iss. 5, pp. 733-768
Closed Access | Times Cited: 26
Statistical learning and exchange rate forecasting
Emilio Colombo, Matteo Pelagatti
International Journal of Forecasting (2020) Vol. 36, Iss. 4, pp. 1260-1289
Closed Access | Times Cited: 24
Non-Linear Interactions and Exchange Rate Prediction: Empirical Evidence Using Support Vector Regression
Yaohao Peng, Pedro Henrique Melo Albuquerque
Applied Mathematical Finance (2019) Vol. 26, Iss. 1, pp. 69-100
Closed Access | Times Cited: 22
Equity‐premium prediction: Attention is all you need
Luiz Renato Lima, Lucas Lúcio Godeiro
Journal of Applied Econometrics (2022) Vol. 38, Iss. 1, pp. 105-122
Closed Access | Times Cited: 10
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