VineCopula (R package): papers linking to it

CRAN · CRAN.R-project.org/package=VineCopula

← Code and data repositories cited in research papers

Research papers in the 480 tracked journals that link to VineCopula (R package) (https://CRAN.R-project.org/package=VineCopula), read from their Crossref records: by year, category and journal, the family tree of papers building on one another, and the linked repositories derived from it or that it derives from.

Key findings#

10 papers in the tracked journals link to VineCopula (R package) in their Crossref records, the first in 2017; most of them (4) in 2019.
By category: Statistics (4), Finance (3) and Information Systems (1); the journals with the most are The North American Journal of Economics and Finance (2), Computational Statistics & Data Analysis (2) and Insurance Mathematics and Economics (1).
2 of the papers build on one another: a later paper cites an earlier one that also links VineCopula (R package).

By year#

20172026

Papers linking to VineCopula (R package) by publication year
Year	Papers
2017	1
2019	4
2020	1
2021	1
2024	1
2025	1
2026	1

Journals#

Journals whose papers link to VineCopula (R package) most
Journal	Papers
The North American Journal of Economics and Finance	2
Computational Statistics & Data Analysis	2
Insurance Mathematics and Economics	1
Business & Information Systems Engineering	1
Annals of Operations Research	1

Family tree#

Each paper sits under the earlier paper it builds on; papers that cite no other paper here start a branch of their own.

Financial contagion across major stock markets: A study during crisis episodes The North American Journal of Economics and Finance, 2019
- Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S. The North American Journal of Economics and Finance, 2019 — cites the paper above

Papers linking to VineCopula (R package), most cited first
Published	Title	Journal	Authors	Citations	Link
2019-02-14	Financial contagion across major stock markets: A study during crisis episodes	The North American Journal of Economics and Finance	Imen BenMim, Ahmed BenSaïda	48	cites it
2021-03-10	Benchmarking Energy Quantification Methods to Predict Heating Energy Performance of Residential Buildings in Germany	Business & Information Systems Engineering	Simon Wenninger, Christian Wiethe	47	cites it
2019-11-16	Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.	The North American Journal of Economics and Finance	Peiwan Wang, Lu Zong	22	cites it
2017-08-21	Vine copula based likelihood estimation of dependence patterns in multivariate event time data	Computational Statistics & Data Analysis	Nicole Barthel, Candida Geerdens, Matthias Killiches et al.	20	cites it
2019-08-20	Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments	Journal of Statistical Planning and Inference	Anirban Mondal, Abhijit Mandal	16	cites it
2024-02-06	Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index	Computational Economics	Ozan Evkaya, İsmail Gür, Bükre Yıldırım Külekci et al.	9	cites it
2019-07-18	Common sampling orders of regular vines with application to model selection	Computational Statistics & Data Analysis	Kailun Zhu, Dorota Kurowicka, Gabriela F. Nane	7	cites it
2020-11-26	Pair-copula Models for Analyzing Family Data	Journal of Statistical Theory and Practice	Yihao Deng, Narasinga Rao Chaganty	6	cites it
2025-07-15	Copulas to model non-monotonic dependency: an application on the relationship between temperature and mortality	Annals of Operations Research	Davide Biancalana, Fabio Baione, Manfred Marvin Marchione	2	cites it
2026-08-27	Bivariate non-monotone dependence modeling with copulas: An application to the volume-return relationship	Insurance Mathematics and Economics	Manfred Marvin Marchione, Fabio Baione	0	cites it

How this is measured#

Links are read from each paper's Crossref record as its publisher deposited it: the URLs and repository DOIs in its reference list (the software and data it cites) and its supplementary links (“is-supplemented-by”: its own code or data). A paper that gives its code only in the text, a footnote or a data availability statement is not counted, and some publishers deposit reference lists without their URLs, so every count here is a lower bound. Repository details come from the GitHub REST API (stars, forks, and the repository a fork was made from), the Hugging Face Hub API (likes, downloads, and the base model a model was derived from) and DataCite (Zenodo and other data DOIs, and the GitHub release a Zenodo record archives), read again every month.

Cite this page

Scholar4AI. (2026). VineCopula (R package): papers linking to it. Journal and Conference Research Rankings. Retrieved November 3, 2026, from https://scholar4ai.com/code/cran-vinecopula

@misc{scholar4ai-code-cran-vinecopula,
  author = {{Scholar4AI}},
  title = {VineCopula (R package): papers linking to it},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/code/cran-vinecopula}},
  urldate = {2026-11-03},
  note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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