References

• 2003Modeling and Forecasting Realized Volatility3,887 cited
• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
• 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
• 2020Financial markets under the global pandemic of COVID-192,349 cited
• 2020COVID-19 and finance: Agendas for future research1,596 cited
• 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
• 2020Stock markets’ reaction to COVID-19: Cases or fatalities?1,253 cited
• 2020The Unprecedented Stock Market Impact of COVID-19903 cited
• 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies880 cited
• 2010Forecasting crude oil market volatility: Further evidence using GARCH-class models374 cited
• 2016Forecasting the volatility of crude oil futures using HAR-type models with structural breaks269 cited
• 2017Forecasting the good and bad uncertainties of crude oil prices using a HAR framework184 cited
• 2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market183 cited
• 2019Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks