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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?
Jiahan Li, Ilias Tsiakas, Wei Wang
SSRN Electronic Journal (2014)
Open Access | Times Cited: 14

Showing 14 citing articles:

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
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Zibo Niu, Feng Ma, Hongwei Zhang
Energy Economics (2022) Vol. 112, pp. 106120-106120
Closed Access | Times Cited: 47
Forecasting Crude Oil Prices with a WT-FNN Model
Donghua Wang, Tianhui Fang
Energies (2022) Vol. 15, Iss. 6, pp. 1955-1955
Open Access | Times Cited: 14
Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis
Ibrahim Jamali, Ehab Abdel-Tawab Yamani
Journal of International Financial Markets Institutions and Money (2019) Vol. 61, pp. 241-263
Closed Access | Times Cited: 17
Model Uncertainty and Exchange Rate Forecasting
Roy Kouwenberg, Agnieszka Markiewicz, Ralph Verhoeks, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 3
Revealing Exchange Rate Fundamentals by Bootstrap
Pinho J. Ribeiro
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 2
On the Sources of Uncertainty in Exchange Rate Predictability
Joseph P. Byrne, Dimitris Korobilis, Pinho J. Ribeiro
SSRN Electronic Journal (2014)
Open Access | Times Cited: 2
Sparse and Stable Portfolio Selection with Parameter Uncertainty
Jiahan Li
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 2
Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation
José Afonso Faias
Journal of Financial Markets (2022) Vol. 63, pp. 100769-100769
Open Access | Times Cited: 2
On the Sources of Uncertainty in Exchange Rate Predictability: Supplementary Appendix
Joseph P. Byrne, Pinho J. Ribeiro, Dimitris Korobilis
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 1
Stocks Recommendation from Large Datasets Using Important Company and Economic Indicators
Kartikay Gupta, Niladri Chatterjee
Asia-Pacific Financial Markets (2021) Vol. 28, Iss. 4, pp. 667-689
Closed Access | Times Cited: 2
Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models
Joseph Zhi Bin Ling, Albert K. Tsui, Zhaoyong Zhang
Sustainability (2021) Vol. 13, Iss. 17, pp. 9820-9820
Open Access | Times Cited: 2
Forecasting Exchange Rates Better than the Random Walk Thanks to Machine Learning Techniques
Christophe Amat, Tomasz Michalski, Gilles Stoltz
SSRN Electronic Journal (2014)
Closed Access
Predicting Equity Risk Premium Using the Cross-Sectional Tail Risk
José Afonso Faias
SSRN Electronic Journal (2015)
Closed Access
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