This short essay builds on one small part of the larger argument of “The Birth of Cosmic Horror from the S(ub)lime of Lucretius,” included in the essay collection New Directions in Supernatural Horror Literature, published by Palgrave in 2018 (if you’re looking for a peer-reviewed and properly citational version of the basic argument, use that.) I develop these connections further and more formally in my in-progress book, which offers a literary-historical genealogy of cosmic horror.
That's very much my cup of tea - Lovecraft (like George Lucas and Quentin Tarantino) had a magpie's eye for fantastic inspiration and was able to stitch it together into something new (with varying degrees of success) that inspired generations. I've had productive time mining the earlier authors that Lovecraft drew on or praised. It would definitely be interesting to read a detailed history of cosmic horror, as it will bring up more avenues of exploration.