5
H index
3
i10 index
67
Citations
Bank of Canada | 5 H index 3 i10 index 67 Citations RESEARCH PRODUCTION: 1 Articles 12 Papers RESEARCH ACTIVITY: 7 years (2016 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pel242 |
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: |
Working Papers Series with more than one paper published | # docs |
---|---|
Staff Working Papers / Bank of Canada | 8 |
Staff Analytical Notes / Bank of Canada | 4 |
Year | Title of citing document |
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2023 | Sponsored data: A game-theoretic model with consumer multihoming behaviour. (2023). Zha, Yong ; Dong, YU ; Li, Yunbing ; Wu, Jie. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:731-744. 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 |
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 |
2023 | We didn’t start the fire: Effects of a natural disaster on consumers’ financial distress. (2023). Huynh, Kim ; Vallee, Genevieve ; Jacho-Chavez, David T. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:119:y:2023:i:c:s0095069623000086. 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 | 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 |
Year | Title | Type | Cited |
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2017 | Factors Behind the 2014 Oil Price Decline In: Bank of Canada Review. [Full Text][Citation analysis] | article | 13 |
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 | 5 |
2020 | The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News In: Staff Working Papers. [Full Text][Citation analysis] | paper | 13 |
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 |
2020 | Household indebtedness risks in the wake of COVID?19 In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 6 |
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