Citation Analysis

Forecasting Oil Volatility through Network Models with GARCH-Informed Correlation Weights
Fayçal Djebari, Kahina Mehidi, Khelifa Mazouz, Philipp Otto
https://arxiv.org/abs/2507.15046
134
Citation mentions
88
Cited references
14
Sections
9,653
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 Mattera, Raffaele and Otto, Philipp (self) 2024 9 6 15.5 0.067 1.000 100%
2 Otto, Philipp and Do\u g (self) 2024 7 4 10.0 0.052 1.000 100%
3 Harvey, David I. and Leybourne, Stephen J. and Zu,... 2024 5 3 9.0 0.037 1.000 100%
4 Diebold, Francis X and Mariano, Robert S 2002 4 3 7.0 0.030 0.928 100%
5 Bollerslev, Tim 1990 4 4 6.5 0.030 0.928 100%
6 Engle, Robert 2002 4 4 6.5 0.030 0.928 100%
7 Van der Weide, Roy 2002 3 3 4.5 0.022 0.843 100%
8 Piccolo, Domenico 1990 4 2 8.0 0.030 0.811 100%
9 Al Rousan, Sahel and Sbia, Rashid and Tas, Bedri K... 2018 3 2 4.0 0.022 0.737 100%
10 Kilian, Lutz 2008 3 2 3.0 0.022 0.737 100%
11 Regnier, Eva 2007 2 2 1.5 0.015 0.644 100%
12 Hansen, Peter R. and Lunde, Asger and Nason, James... 2011 2 2 3.0 0.015 0.644 100%
13 Mignon, Valérie and Saadaoui, Jamel 2024 2 2 2.5 0.015 0.644 100%
14 Bourghelle, David and Jawadi, Fredj and Rozin, Phi... 2021 2 2 2.5 0.015 0.644 100%
15 Thai-Ha Le and Sabri Boubaker and Manh Tien Bui an... 2023 2 2 2.5 0.015 0.644 100%
16 Otto, Philipp and Doğan, Osman and Taşpınar, Süley... (self) 2024 2 2 2.5 0.015 0.644 100%
17 Maharaj, Elizabeth Ann and D’Urso, Pierpaolo and C... 2019 2 2 2.5 0.015 0.644 100%
18 Diebold, Francis X. and Yilmaz, Kamil 2014 2 1 2.0 0.015 0.511 100%
19 Engle, Robert F. 1982 2 2 1.0 0.015 0.511 50%
20 Bollerslev, Tim 1986 2 2 1.0 0.015 0.511 50%
21 Kilian, Lutz 2009 1 1 1.0 0.007 0.406 100%
22 Barigozzi, Matteo and Hallin, Marc 2016 1 1 1.0 0.007 0.406 100%
23 Betancourt, Brenda and Rodríguez, Abel and Boyd, N... 2019 1 1 1.0 0.007 0.406 100%
24 Demiris, Nikolaos and Kypraios, Theodore and Vanes... 2013 1 1 1.0 0.007 0.406 100%
25 Vinciotti, Veronica and Tosetti, Elisa and Moscone... 2019 1 1 1.0 0.007 0.406 100%
26 Zhou, Yingrui and Chen, Zengqiang and Liu, Zhongxi... 2023 1 1 1.0 0.007 0.406 100%
27 Ji, Qiang and Geng, Jiang-Bo and Tiwari, Aviral Ku... 2018 1 1 1.0 0.007 0.406 100%
28 Baruník, Jozef and Křehlík, Tomáš 2018 1 1 1.0 0.007 0.406 100%
29 Barigozzi, Matteo and Brownlees, Christian 2019 1 1 1.0 0.007 0.406 100%
30 Bykhovskaya, Anna 2023 1 1 1.0 0.007 0.406 100%
31 Dai, Zhifeng and Tang, Rui and Zhang, Xinhua 2023 1 1 1.0 0.007 0.406 100%
32 Uddin, Gazi Salah and Luo, Tianqi and Yahya, Muham... 2023 1 1 1.0 0.007 0.406 100%
33 Barigozzi, Matteo and Cavaliere, Giuseppe and Mora... 2025 1 1 1.0 0.007 0.406 100%
34 Diebold, Francis X. and Yilmaz, Kamil 2009 1 1 1.0 0.007 0.406 100%
35 Diebold, Francis X. and Yilmaz, Kamil 2012 1 1 1.0 0.007 0.406 100%
36 Wu, Junran and Xu, Ke and Chen, Xueyuan and Li, Sh... 2022 1 1 1.0 0.007 0.406 100%
37 Huang, Danyang and Hu, Wei and Jing, Bingyi and Zh... 2023 1 1 1.0 0.007 0.406 100%
38 Bauwens, Luc and Laurent, Sébastien and Rombouts, ... 2006 1 1 1.0 0.007 0.406 100%
39 Ashfaq, Saleha and Tang, Yong and Maqbool, Rashid 2020 1 1 1.0 0.007 0.406 100%
40 Wang, Hu and Li, Shouwei 2021 1 1 1.0 0.007 0.406 100%
41 Sánchez García, Javier and Cruz Rambaud, Salvador 2023 1 1 1.0 0.007 0.406 100%
42 Ben Salem, Leila and Zayati, Montassar and Nouira,... 2024 1 1 1.0 0.007 0.406 100%
43 OPEC Statute 1 1 0.5 0.007 0.406 100%
44 OPEC Brief History 1 1 0.5 0.007 0.406 100%
45 Jo, Soojin 2014 1 1 0.5 0.007 0.406 100%
46 Jing Liu and Feng Ma and Yingkai Tang and Yaojie Z... 2019 1 1 0.5 0.007 0.406 100%
47 Hamilton, James D 2014 1 1 0.5 0.007 0.406 100%
48 Sachs, Jeffrey D and Warner, Andrew M 1995 1 1 0.5 0.007 0.406 100%
49 Kilian, Lutz 2014 1 1 0.5 0.007 0.406 100%
50 Finn, Mary G. 2000 1 1 0.5 0.007 0.406 100%
51 Elder, John and Serletis, Apostolos 2010 1 1 0.5 0.007 0.406 100%
52 Long Hai Vo and Thai-Ha Le 2021 1 1 0.5 0.007 0.406 100%
53 Federica Cappelli and Giovanni Carnazza and Pierlu... 2023 1 1 0.5 0.007 0.406 100%
54 Baumeister, Christiane and Kilian, Lutz 2016 1 1 0.5 0.007 0.406 100%
55 Pindyck, Robert S. 1991 1 1 0.5 0.007 0.406 100%
56 Henriques, Irene and Sadorsky, Perry 2011 1 1 0.5 0.007 0.406 100%
57 Ratti, Ronald A. and Seol, Youn and Yoon, Kyung Hw... 2011 1 1 0.5 0.007 0.406 100%
58 Wang, Yong and Xiang, Erwei and Cheung, Adrian (Wa... 2017 1 1 0.5 0.007 0.406 100%
59 Demirbas, Ayhan and Omar Al-Sasi 2017 1 1 0.5 0.007 0.406 100%
60 Otto, Philipp and Schmid, Wolfgang and Garthoff, R... (self) 2018 1 1 0.5 0.007 0.406 100%
61 Sato, Takaki and Matsuda, Yasumasa 2021 1 1 0.5 0.007 0.406 100%
62 Basel Awartani and Aktham Issa Maghyereh 2013 1 1 0.5 0.007 0.406 100%
63 Kousik Guhathakurta and Saumya Ranjan Dash and Deb... 2020 1 1 0.5 0.007 0.406 100%
64 Bo Guan and Khelifa Mazouz and Yongdeng Xu (self) 2024 1 1 0.5 0.007 0.406 100%
65 Nguyen, Ha and Nguyen, Huong and Pham, Anh 2020 1 1 0.5 0.007 0.406 100%
66 Creti, Anna and Ftiti, Zied and Guesmi, Khaled 2014 1 1 0.5 0.007 0.406 100%
67 Baumeister, Christiane and Kilian, Lutz 2016 1 1 2.0 0.007 0.406 100%
68 Prest, Brian C. 2018 1 1 2.0 0.007 0.406 100%
69 Qi Zhang and Kun Yang and Yi Hu and Jianbin Jiao a... 2023 1 1 2.0 0.007 0.406 100%
70 Hamilton, James D 2011 1 1 2.0 0.007 0.406 100%
71 Jarque, Carlos M. and Bera, Anil K. 1980 1 1 2.0 0.007 0.406 100%
72 Bera, Anil K. and Higgins, Matthew L. 1993 1 1 2.0 0.007 0.406 100%
73 Bollerslev, Tim and Engle, Robert F. and Wooldridg... 1988 1 1 2.0 0.007 0.406 100%
74 Otto, Philipp and Doğan, Osman and Taşpınar, S\"u (self) 2025 1 1 2.0 0.007 0.406 100%
75 Mantegna, R.N. 1999 1 1 2.0 0.007 0.406 100%
76 Fattouh, B. 2007 1 1 2.0 0.007 0.406 100%
77 Alkhathlan, Khalid and Gately, Dermot and Javid, M... 2014 1 1 2.0 0.007 0.406 100%
78 Nakhli, Seyyed Reza and Rafat, Monireh and Dastjer... 2021 1 1 2.0 0.007 0.406 100%
79 Diebold, Francis X. and Mariano, Roberto S. 1995 1 1 2.0 0.007 0.406 100%
80 Newey, Whitney K. and West, Kenneth D. 1987 1 1 2.0 0.007 0.406 100%
81 Engle, Robert F. and Kroner, Kenneth F. 1995 1 1 2.0 0.007 0.406 100%
82 Francq, Christian and Zakoian, Jean-Michel 2019 1 1 0.5 0.007 0.087 0%
83 Geweke, John 1986 1 1 0.5 0.007 0.087 0%
84 Pantula, Sastry G. 1986 1 1 0.5 0.007 0.087 0%
85 Milh\o 1987 1 1 0.5 0.007 0.087 0%
86 Francq, Christian and Wintenberger, Olivier and Za... 2013 1 1 0.5 0.007 0.087 0%
87 Ghysels, Eric and Harvey, Andrew C. and Renault, E... 1996 1 1 0.5 0.007 0.087 0%
88 Shephard, Neil 2005 1 1 0.5 0.007 0.087 0%
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.