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Citation Analysis

Modelling and forecasting energy market volatility using GARCH and machine learning approach
Seulki Chung
https://arxiv.org/abs/2405.19849
60
Citation mentions
43
Cited references
5
Sections
8,394
Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

# Reference Year Mentions Breadth Sec. Wtd Share Composite Main %
1 Engle, R. 1982 4 3 7.0 0.067 0.928 100%
2 Bollerslev, T. 1986 3 3 5.0 0.050 0.843 100%
3 Nelson, D. 1991 3 3 5.0 0.050 0.843 100%
4 Glosten, L. and Jagannathan, R. and Runkle, D. 1993 3 3 5.0 0.050 0.843 100%
5 Karali, B. and Ramirez, O. 2014 4 2 5.0 0.067 0.811 100%
6 Sadorsky, P. 1999 2 2 3.0 0.033 0.644 100%
7 Kilian, L. 2009 2 2 3.0 0.033 0.644 100%
8 Hamilton, J. 2009 2 2 3.0 0.033 0.644 100%
9 Efimova, O. and Serletis, A. 2014 2 1 2.0 0.033 0.511 100%
10 Ghoddusi, H. and Creamer, G. and Rafizadeh, N. 2019 2 1 2.0 0.033 0.511 100%
11 Kaufmann, R. and Connelly, C. 2020 1 1 1.0 0.017 0.406 100%
12 Hamilton, J. 1983 1 1 1.0 0.017 0.406 100%
13 Pindyck, R. 1999 1 1 1.0 0.017 0.406 100%
14 Henriques, I. and Sadorsky, P. 2011 1 1 1.0 0.017 0.406 100%
15 Pindyck, R. 2004 1 1 1.0 0.017 0.406 100%
16 Reboredo, J. 2011 1 1 1.0 0.017 0.406 100%
17 Lin, S. and Tamvakis, M. 2001 1 1 1.0 0.017 0.406 100%
18 Morana, C. 2001 1 1 1.0 0.017 0.406 100%
19 Haigh, M. and Holt, M. 2002 1 1 1.0 0.017 0.406 100%
20 Sadorsky, P. 2006 1 1 1.0 0.017 0.406 100%
21 Sadorsky, P. 2012 1 1 1.0 0.017 0.406 100%
22 Wang, Y. and Wu, C. 2012 1 1 1.0 0.017 0.406 100%
23 Dritsaki, C. 2017 1 1 1.0 0.017 0.406 100%
24 Huang, G. and Liu, Z. and Van Der Maaten, L. and W... 2017 1 1 1.0 0.017 0.406 100%
25 Lu, H. and Ma, X. and Ma, M. and Zhu, S. 2021 1 1 1.0 0.017 0.406 100%
26 Reboredo, J. and Uddin, G. 2016 1 1 1.0 0.017 0.406 100%
27 Suenaga, H. and Smith, A. 2011 1 1 2.0 0.017 0.406 100%
28 Ng, V. and Pirrong, S. 1994 1 1 2.0 0.017 0.406 100%
29 Pindyck, R. 2004 1 1 2.0 0.017 0.406 100%
30 Slade, M. and Thille, H. 2006 1 1 2.0 0.017 0.406 100%
31 De Cian, E. and Sue Wing, I. 2019 1 1 2.0 0.017 0.406 100%
32 Li, Y. and Wang, W. and Wang, Y. and Xin, Y. and H... 2021 1 1 2.0 0.017 0.406 100%
33 Kilian, L. and Park, C. 2009 1 1 2.0 0.017 0.406 100%
34 Brown, S. and Yücel, M. 2002 1 1 2.0 0.017 0.406 100%
35 Engle, R. and Kroner, K. 1995 1 1 2.0 0.017 0.406 100%
36 Ljung, G. and Box, G. 1978 1 1 2.0 0.017 0.406 100%
37 Ling, S. and McAleer, M. 2003 1 1 2.0 0.017 0.406 100%
38 Bollerslev, T. and Engle, R. and Nelson, D. 1994 1 1 2.0 0.017 0.406 100%
39 Diebold, F. and Lopez, J. 1996 1 1 2.0 0.017 0.406 100%
40 Lopez, J. 2001 1 1 2.0 0.017 0.406 100%
41 Nomikos, N. and Pouliasis, P. 2011 1 1 2.0 0.017 0.406 100%
42 Brailsford, T. and Faff, R. 1996 1 1 2.0 0.017 0.406 100%
43 Shapley, L. 1953 1 1 2.0 0.017 0.406 100%
Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.

Citation intensity data generated from LaTeX source analysis.