Kwangmin Jung : Citation Profile

Universität St. Gallen

3

H index

1

i10 index

48

Citations

RESEARCH PRODUCTION:

11

Articles

1

Papers

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 8
   Journals where Kwangmin Jung has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pju170
   Updated: 2025-12-27    RAS profile: 2025-01-08    
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Relations with other researchers

Works with:

Eling, Martin (3)

Kim, Donggyu (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kwangmin Jung.

Is cited by:

Kim, Donggyu (4)

Fan, Jianqing (1)

Andriosopoulos, Dimitris (1)

Cites to:

Eling, Martin (12)

Engle, Robert (10)

Fan, Jianqing (7)

Bollerslev, Tim (5)

Wirfs, Jan (4)

Fama, Eugene (4)

Laurent, Sébastien (4)

Biener, Christian (3)

HASAN, IFTEKHAR (3)

French, Kenneth (3)

Bekaert, Geert (2)

Main data

Where Kwangmin Jung has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics3
Humanities and Social Sciences Communications2

Recent works citing Kwangmin Jung (2025 and 2024)

YearTitle of citing document
2025Cyber Risk Assessment for Capital Management. (2025). Chong, Wing Fung ; Feng, Runhuan ; Zhang, Linfeng ; Hu, Hins. In: Papers. RePEc:arx:papers:2205.08435.

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2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2024On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis. (2024). Tan, Xingyun ; Taylor, Greg ; Wong, Bernard ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2310.04786.

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2024A novel k-generation propagation model for cyber risk and its application to cyber insurance. (2024). Zhang, Xin ; Ren, NA. In: Papers. RePEc:arx:papers:2408.14151.

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2024Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications. (2024). Sofronov, Georgy ; Jang, Jiwook ; Shevchenko, Pavel V ; Treuck, Stefan ; Peters, Gareth W ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2410.05297.

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2025Modelling and predicting enterprise-level cyber risks in the context of sparse data availability. (2025). Zngerle, Daniel ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:156328.

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2025Measuring the impact of cyber policy: A news-based cyber policy index and its spillover to U.S. stock sectors. (2025). Zong, LU ; Shi, Shimeng ; Zhai, Jia ; Tao, Zheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002867.

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2025A Privacy Assessment Framework for Data Tiers in Multilayered Ecosystem Architectures. (2025). Matei, Oliviu ; Chereja, Ionela ; Delinschi, Daniela ; Avram, Anca ; Pasca, Emil ; Erdei, Rudolf. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1116-:d:1622898.

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2024Evaluating the Intellectual Capital of Intensively Tourism-Dependent Countries Between, Prior, and During the COVID-19 Pandemic. (2024). Cherapanukorn, Vorathamon ; Wudhikarn, Ratapol ; Pattanasak, Photchanaphisut ; Paphawasit, Boontarika. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:4:p:1510-:d:1337020.

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2025The effect of corporate risk management on cyber risk mitigation: Evidence from the insurance industry. (2025). Yun, Jiyeon ; Kim, Chanjin ; Jung, Kwangmin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:50:y:2025:i:2:d:10.1057_s41288-024-00326-z.

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2025State-level political environments and executive compensation in the United States: evidence on pay inequality. (2025). Holtta, Jessika ; Lee, Jiyoon ; Park, Jiyoung. In: Economics of Governance. RePEc:spr:ecogov:v:26:y:2025:i:3:d:10.1007_s10101-025-00336-0.

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2025CEO political orientation and loan contract. (2025). Chung, Chune Young ; Choi, Chang Hwan ; Thanh, Do Thi. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00709-0.

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2024Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data. (2024). Fan, Jianqing ; Shin, Minseok ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202419.

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2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Choi, Sung Hoon ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202424.

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Works by Kwangmin Jung:

YearTitleTypeCited
2022Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data In: Papers.
[Full Text][Citation analysis]		paper6
2022Next generation models for portfolio risk management: An approach using financial big data.(2022) In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2024Optimal reinsurance with a systemic surplus shock In: Economics Letters.
[Full Text][Citation analysis]		article0
2022Unraveling heterogeneity in cyber risks using quantile regressions In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2018Copula approaches for modeling cross-sectional dependence of data breach losses In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article25
2020Risk aggregation in non-life insurance: Standard models vs. internal models In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2023Evidence of the time-varying impacts of the COVID-19 pandemic on online search activities relating to shopping products in South Korea In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]		article0
2023Correction: Evidence of the time-varying impacts of the COVID-19 pandemic on online search activities relating to shopping products in South Korea.(2023) In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Heterogeneity in cyber loss severity and its impact on cyber risk measurement In: Risk Management.
[Full Text][Citation analysis]		article1
2023CEO political orientation, risk taking, and firm performance: evidence from the U.S. property-liability insurance industry In: Economics of Governance.
[Full Text][Citation analysis]		article3
2024Tropical cyclone risk assessment reflecting the climate change trend: the case of South Korea In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
[Full Text][Citation analysis]		article0
2021Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk In: North American Actuarial Journal.
[Full Text][Citation analysis]		article9

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