Christian Gross : Citation Profile


Are you Christian Gross?

European Central Bank

1

H index

1

i10 index

13

Citations

RESEARCH PRODUCTION:

3

Articles

10

Papers

RESEARCH ACTIVITY:

   5 years (2015 - 2020). See details.
   Cites by year: 2
   Journals where Christian Gross has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr650
   Updated: 2020-08-01    RAS profile: 2020-02-18    
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Relations with other researchers


Works with:

Siklos, Pierre (2)

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

Is cited by:

Nigatu, Getachew (2)

Adjemian, Michael (2)

Fassas, Athanasios (1)

Siklos, Pierre (1)

Cites to:

Hallin, Marc (8)

Forni, Mario (8)

Lippi, Marco (8)

Diebold, Francis (7)

Yilmaz, Kamil (7)

Pesaran, M (4)

Tahbaz-Salehi, Alireza (3)

Breckenfelder, Johannes (3)

Acemoglu, Daron (3)

Bai, Jushan (3)

Longstaff, Francis (2)

Main data


Where Christian Gross has published?


Working Papers Series with more than one paper published# docs
CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster3

Recent works citing Christian Gross (2020 and 2019)


YearTitle of citing document
2017Price discovery in the European wheat market. (2017). von Cramon-Taubadel, Stephan ; Vollmer, Teresa. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261135.

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2018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Sulewski, Christoph ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

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2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

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2019The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301630.

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2020Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test. (2020). Chou, Ray Y ; Chang, Tzu-Pu ; Torun, Erdost. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300455.

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2020Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628.

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2018Price discovery dynamics in European agricultural markets. (2018). Bohl, Martin T ; Admmer, Philipp. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:5:p:549-562.

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2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

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2020BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness. (2020). Sohn, Sungbin ; Park, Heungju ; Choi, Jaehyuk ; Alexander, Carol. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:23-43.

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2019The influence of Brazilian exports on price transmission processes in the coffee sector: A Markov-switching approach. (2019). von Cramon-Taubadel, Stephan ; Vollmer, Teresa. In: DARE Discussion Papers. RePEc:zbw:daredp:1904.

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Works by Christian Gross:


YearTitleTypeCited
2017Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preis- absicherungsinstrument In: Thuenen Working Papers.
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2017Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preisabsicherungsinstrument.(2017) In: Thünen Working Papers.
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2015Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin? In: CQE Working Papers.
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2016Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?.(2016) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 11
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2015Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?.(2015) In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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This paper has another version. Agregated cites: 11
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2016The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets In: CQE Working Papers.
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2019The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets.(2019) In: International Review of Economics & Finance.
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This paper has another version. Agregated cites: 1
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2017Examining the Common Dynamics of Commodity Futures Prices In: CQE Working Papers.
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2019Analyzing credit risk transmission to the non-financial sector in Europe: A network approach In: CAMA Working Papers.
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2018Analyzing credit risk transmission to the non-financial sector in Europe: a network approach.(2018) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 1
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2020Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach.(2020) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 1
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2019Analyzing credit risk transmission to the non-financial sector in Europe: a network approach.(2019) In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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This paper has another version. Agregated cites: 1
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2020The global dimensions of macroprudential policy In: Report of the Advisory Scientific Committee.
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