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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:

Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
Ole E. Barndorff‐Nielsen, Fred Espen Benth, Almut E. D. Veraart
Banach Center Publications (2015) Vol. 104, pp. 25-60
Open Access | Times Cited: 46

Showing 1-25 of 46 citing articles:

Modelling Electricity Futures by Ambit Fields
Ole E. Barndorff‐Nielsen, Fred Espen Benth, Almut E. D. Veraart
Advances in Applied Probability (2014) Vol. 46, Iss. 3, pp. 719-745
Open Access | Times Cited: 39
Limit theorems for power variations of ambit fields driven by white noise
Mikko S. Pakkanen
Stochastic Processes and their Applications (2014) Vol. 124, Iss. 5, pp. 1942-1973
Open Access | Times Cited: 21
Ambit Fields: Survey and New Challenges
Mark Podolskij
Progress in probability (2015), pp. 241-279
Closed Access | Times Cited: 20
Stochastics of Environmental and Financial Economics
Bernt Øksendal, Agnès Sulem
Springer proceedings in mathematics & statistics (2015)
Open Access | Times Cited: 18
Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
Danijel Grahovac, Nikolai Leonenko, Murad S. Taqqu
Stochastic Processes and their Applications (2019) Vol. 129, Iss. 12, pp. 5113-5150
Open Access | Times Cited: 18
Lévy-driven Volterra Equations in Space and Time
Carsten Chong
Journal of Theoretical Probability (2016) Vol. 30, Iss. 3, pp. 1014-1058
Closed Access | Times Cited: 18
Selfdecomposable Fields
Ole E. Barndorff‐Nielsen, Orimar Sauri, Benedykt Szozda
Journal of Theoretical Probability (2015) Vol. 30, Iss. 1, pp. 233-267
Closed Access | Times Cited: 12
Cross-Commodity Modelling by Multivariate Ambit Fields
Ole E. Barndorff‐Nielsen, Fred Espen Benth, Almut E. D. Veraart
Fields Institute communications (2015), pp. 109-148
Closed Access | Times Cited: 9
Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference
Huong Lan Thi Nguyen, Almut E. D. Veraart
Scandinavian Journal of Statistics (2016) Vol. 44, Iss. 1, pp. 46-80
Open Access | Times Cited: 9
A multi-factor approach to modelling the impact of wind energy on electricity spot prices
Paulina A. Rowińska, Almut E. D. Veraart, Pierre Gruet
Energy Economics (2021) Vol. 104, pp. 105640-105640
Closed Access | Times Cited: 9
Likelihood Inference for Exponential-Trawl Processes
Neil Shephard, Justin Yang
Springer eBooks (2015), pp. 251-281
Closed Access | Times Cited: 7
Mixing Properties of Multivariate Infinitely Divisible Random Fields
Riccardo Passeggeri, Almut E. D. Veraart
Journal of Theoretical Probability (2018) Vol. 32, Iss. 4, pp. 1845-1879
Open Access | Times Cited: 7
Intermittency of trawl processes
Danijel Grahovac, Nikolai Leonenko, Murad S. Taqqu
Statistics & Probability Letters (2018) Vol. 137, pp. 235-242
Open Access | Times Cited: 7
Volterra-type Ornstein–Uhlenbeck processes in space and time
Viet Son Pham, Carsten Chong
Stochastic Processes and their Applications (2017) Vol. 128, Iss. 9, pp. 3082-3117
Open Access | Times Cited: 6
A Multifactor Approach to Modelling the Impact of Wind Energy on Electricity Spot Prices
Paulina A. Rowińska, Almut E. D. Veraart, Pierre Gruet
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 6
Paracontrolled distribution approach to stochastic Volterra equations
David J. Prömel, Mathias Trabs
Journal of Differential Equations (2021) Vol. 302, pp. 222-272
Open Access | Times Cited: 6
Stationary and multi-self-similar random fields with stochastic volatility
Almut E. D. Veraart
Stochastics (2015) Vol. 87, Iss. 5, pp. 848-870
Open Access | Times Cited: 5
Some Recent Developments in Ambit Stochastics
Ole E. Barndorff‐Nielsen, Emil Hedevang, Jürgen Schmiegel, et al.
Springer proceedings in mathematics & statistics (2015), pp. 3-25
Open Access | Times Cited: 5
Representation and approximation of ambit fields in Hilbert space
Fred Espen Benth, Heidar Eyjolfsson
Stochastics (2016) Vol. 89, Iss. 1, pp. 311-347
Open Access | Times Cited: 4
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields
Imma Valentina Curato, Robert Stelzer, Bennet Ströh
The Annals of Applied Probability (2022) Vol. 32, Iss. 3
Open Access | Times Cited: 4
Modelling spatial heteroskedasticity by volatility modulated moving averages
Huong Lan Thi Nguyen, Almut E. D. Veraart
Spatial Statistics (2017) Vol. 20, pp. 148-190
Open Access | Times Cited: 4
Paracontrolled distribution approach to stochastic Volterra equations
David J. Prömel, Mathias Trabs
arXiv (Cornell University) (2018)
Closed Access | Times Cited: 4
Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes
Huong Lan Thi Nguyen, Almut E. D. Veraart
Stochastics (2018) Vol. 90, Iss. 7, pp. 1023-1052
Open Access | Times Cited: 4
Non-elliptic SPDEs and Ambit Fields: Existence of Densities
Marta Sanz–Solé, André Süß
Springer proceedings in mathematics & statistics (2015), pp. 121-144
Closed Access | Times Cited: 3
Incremental similarity and turbulence
Ole E. Barndorff‐Nielsen, Emil Hedevang, Jürgen Schmiegel
Теория вероятностей и ее применения (2016) Vol. 61, Iss. 3, pp. 588-595
Open Access | Times Cited: 2
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