Reinhard Ellwanger : Citation Profile

Are you Reinhard Ellwanger?

Bank of Canada

5

H index

3

i10 index

72

Citations

RESEARCH PRODUCTION:

1

Articles

11

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 10
   Journals where Reinhard Ellwanger has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 2 (2.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pel242
   Updated: 2024-11-08    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Dunbar, Geoffrey (2)

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

Is cited by:

GUPTA, RANGAN (9)

Salisu, Afees (8)

Pierdzioch, Christian (6)

Ferriani, Fabrizio (3)

Fuertes, Ana-Maria (3)

veronese, giovanni (3)

Uctum, Remzi (3)

Razek, Noha (2)

Baumeister, Christiane (2)

Ertugrul, Hasan (2)

Soytas, Ugur (2)

Cites to:

Kilian, Lutz (55)

Baumeister, Christiane (29)

Zhou, Xiaoqing (9)

Murphy, Daniel (7)

Rogoff, Kenneth (6)

Rossi, Barbara (6)

Orefice, Gianluca (6)

Fontagné, Lionel (6)

Hamilton, James (6)

Alquist, Ron (5)

Kellogg, Ryan (5)

Main data

Where Reinhard Ellwanger has published?

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada8
Staff Analytical Notes / Bank of Canada3

Recent works citing Reinhard Ellwanger (2024 and 2023)

YearTitle of citing document
2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zhong, Juandan ; Zhang, Jixiang ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

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2023On the right jump tail inferred from the VIX market. (2023). Izzeldin, Marwan ; Yao, Xingzhi ; Li, Zhenxiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000236.

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2024The impact of oil shocks on the stock market. (2024). Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000395.

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2023Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619.

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2024Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3. (2024). Cao, Jin ; Zhang, Xinyu ; Lyu, Yongjian ; Yang, MO ; Liu, Jiatao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001900.

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2023Explaining intraday crude oil returns with higher order risk-neutral moments. (2023). Wong, Patrick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000211.

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2023“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625.

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2024Exploring the dynamic interaction between geopolitical risks and lithium prices: A time-varying analysis. (2024). Umar, Muhammad ; Qin, Meng ; Su, Chi-Wei ; Chang, Hsu-Ling ; Zhang, Xiaojing. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002071.

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2023Behavior of Banks’ Stock Market Prices during Long-Term Crises. (2023). Chua-Chow, Clare ; Ruzgar, Nursel Selver. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:31-:d:1059544.

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2023The Negative Pricing of the May 2020 WTI Contract. (2023). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-03933797.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Shi, Haili ; Sun, Yiru ; Zhang, Yongmin ; Zhao, Yingxue ; Ding, Shusheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2023.

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2024The dynamics of cross?boundary fire—Financial contagion between the oil and stock markets. (2021). Wang, Tianyang ; Yuan, Ying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1655-1673.

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2023The impact of COVID?19 on the interdependence between US and Chinese oil futures markets. (2022). Ding, Shusheng ; Zhang, Yongmin ; Shi, Haili. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:11:p:2041-2052.

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2024Contagion or flight?to?quality? The linkage between oil price and the US dollar based on the local Gaussian approach. (2022). Dong, Minyi ; Yang, Shenggang ; Shen, Yao ; Ming, Lei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:722-750.

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Works by Reinhard Ellwanger:

YearTitleTypeCited
2017Factors Behind the 2014 Oil Price Decline In: Bank of Canada Review.
[Full Text][Citation analysis]		article14
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers.
[Full Text][Citation analysis]		paper9
2017On the Tail Risk Premium in the Oil Market In: Staff Working Papers.
[Full Text][Citation analysis]		paper14
2019The Simple Economics of Global Fuel Consumption In: Staff Working Papers.
[Full Text][Citation analysis]		paper2
2020The New Benchmark for Forecasts of the Real Price of Crude Oil In: Staff Working Papers.
[Full Text][Citation analysis]		paper6
2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News In: Staff Working Papers.
[Full Text][Citation analysis]		paper22
2022Weather the Storms? Hurricanes, Technology and Oil Production In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2022Are Temporary Oil Supply Shocks Real? In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2023Cost Pass-Through with Capacity Constraints and International Linkages In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2016Low for Longer? Why the Global Oil Market in 2014 Is Not Like 1986 In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper4
2017A Dynamic Factor Model for Commodity Prices In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper0
2019A Structural Model of the Global Oil Market In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper1

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