5
H index
3
i10 index
72
Citations
Reinhard Ellwanger : Citation Profile
Bank of Canada | RESEARCH PRODUCTION: 1 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2016 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Reinhard Ellwanger. | Is cited by:
| Cites to:
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Main data
Where Reinhard Ellwanger has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 8 |
| Staff Analytical Notes / Bank of Canada | 3 |
Recent works citing Reinhard Ellwanger (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163. Full description at Econpapers || Download paper |
| 2024 | Chinas 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. Full description at Econpapers || Download paper |
| 2023 | On 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2023 | Forecasts 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. Full description at Econpapers || Download paper |
| 2024 | Quantitative 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. Full description at Econpapers || Download paper |
| 2023 | Explaining 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. Full description at Econpapers || Download paper |
| 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. Full description at Econpapers || Download paper |
| 2024 | Exploring 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. Full description at Econpapers || Download paper |
| 2023 | Behavior 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | COVID-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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Reinhard Ellwanger:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Factors Behind the 2014 Oil Price Decline In: Bank of Canada Review. [Full Text][Citation analysis] | article | 14 |
| 2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2017 | On the Tail Risk Premium in the Oil Market In: Staff Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2019 | The Simple Economics of Global Fuel Consumption In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | The New Benchmark for Forecasts of the Real Price of Crude Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News In: Staff Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2022 | Weather the Storms? Hurricanes, Technology and Oil Production In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Are Temporary Oil Supply Shocks Real? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Cost Pass-Through with Capacity Constraints and International Linkages In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Low for Longer? Why the Global Oil Market in 2014 Is Not Like 1986 In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 4 |
| 2017 | A Dynamic Factor Model for Commodity Prices In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
| 2019 | A Structural Model of the Global Oil Market In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team