1,721,045 research outputs found
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Commodities and financial variables: Analyzing relationships in a changing regime environment
No full textMetal volatility in presence of oil and interest rate shocks
No full textAbstract This study uses three "two factor" volatility models of the GARCH family to examine the volatility behavior of three strategic commodities: gold, silver and copper, in the presence of crude oil and interest rate shocks. The results of the standard GARCH models suggest that gold and silver have almost the same volatility persistence which is greater than that of copper. The CGARCH estimates indicate that the (shortrun) transitory component of volatility converges to zero much faster for copper than for gold and silver in this sequence. However, the permanent volatility component demonstrates equally strong persistence in the long-run for all three metals. The EGARCH results suggest that the leverage effect is present and significant for copper only, implying that gold and silver can be good investment in anticipation of bad times. Past oil shock does not impact all three metals similarly. Monetary policy and to leaser extent the oil shocks have calming effects on precious metals but not on copper if the T bill rate is used. Crises such as the 2003 Iraq war heighten metal volatility. These results have implications for derivatives valuations, using gold as a reserve asset, risk analysis, and for the commodity-exporting countries and commodity-producing firms
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets
No full textAppropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
- …
