Christian Schlag : Citation Profile

Leibniz-Institut für Finanzmarktforschung SAFE (Sustainable Architecture for Finance in Europe) (10% share)
Goethe Universität Frankfurt am Main (90% share)

9

H index

8

i10 index

380

Citations

RESEARCH PRODUCTION:

18

Articles

15

Papers

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 15
   Journals where Christian Schlag has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc783
   Updated: 2026-01-17    RAS profile: 2025-03-02    
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Relations with other researchers

Works with:

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

Is cited by:

GUPTA, RANGAN (21)

Cepni, Oguzhan (11)

Donadelli, Michael (9)

Dimpfl, Thomas (7)

Meinerding, Christoph (7)

Jüppner, Marcus (7)

Frijns, Bart (7)

Karolyi, G. (5)

Mitchell, Olivia (5)

van der Ploeg, Frederick (Rick) (5)

Fernandes, Marcelo (5)

Cites to:

Epstein, Larry (9)

Chen, Zhiwu (7)

Cao, Charles (7)

Ljungqvist, Alexander (5)

pan, jun (5)

French, Kenneth (5)

Campbell, John (5)

Kogan, Leonid (4)

Zin, Stanley (4)

Shiller, Robert (4)

Bansal, Ravi (4)

Main data

Where Christian Schlag has published?

Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE5
CFS Working Paper Series / Center for Financial Studies (CFS)3
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2

Recent works citing Christian Schlag (2025 and 2024)

YearTitle of citing document
2024Worst-Case Optimal Investment in Incomplete Markets. (2024). Merkel, Sebastian ; Desmettre, Sascha ; Mickel, Annalena ; Steinicke, Alexander. In: Papers. RePEc:arx:papers:2311.10021.

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2024Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement. (2024). Zaugg, Nicola F ; Grzelak, Lech A. In: Papers. RePEc:arx:papers:2407.02901.

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2024Temperature Variability and Natural Disasters. (2024). Tang, Cheng ; Powdthavee, Nattavudh ; Oswald, Andrew J ; Mohanty, Aatishya. In: Papers. RePEc:arx:papers:2409.14936.

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2024Who should buy structured investment products and why?. (2024). Guidolin, Massimo ; Pedio, Manuela ; Leonetti, Giacomo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24222.

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2024Climate risks and forecastability of the weekly state‐level economic conditions of the United States. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting ; Ma, Jun. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:154-162.

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2024Integrated assessment models for resource–environment–economy coordinated development. (2024). Zhang, Haotian ; Chen, Feng ; Lu, Yang ; Wang, Yukun ; Fan, Pengru ; Li, Hao. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:13:y:2024:i:3:n:e514.

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2024Fiscal Impacts of Climate Anomalies. (2024). Sterken, Elmer ; Jacobs, Jan ; Pintus, Francesco Jacopo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11548.

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2024Temperature Variability and Natural Disasters. (2024). Powdthavee, Nattavudh ; Oswald, Andrew J ; Tang, CK ; Mohanty, Aatishya. In: CAGE Online Working Paper Series. RePEc:cge:wacage:725.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy. (2024). Ciccarelli, Matteo ; Marotta, Fulvia. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006618.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2024Temperature anomalies and foreign direct investment: City-level evidence from China. (2024). Chen, Xinming ; Fang, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004994.

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2024Can municipal bonds hedge US state-level climate risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009450.

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2024The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496.

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2025Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460.

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2024The profitability of lead–lag arbitrage at high frequency. (2024). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1002-1021.

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2025Climate risks and economic activity in France: Evidence from media coverage. (2025). Bennani, Hamza ; Houari, Oussama ; de Comres, Quentin Bro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000750.

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2025What goes around comes around: The US climate-economic cycle. (2025). Boss, Konstantin ; Testa, Alessandra. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000175.

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2025Policy transition risk, carbon premiums, and asset prices. (2025). van der Ploeg, Frederick (Rick) ; Hambel, Christoph. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000510.

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2024Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761.

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2024Risk premiums from temperature trends. (2024). Gregory, Richard P. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:505-525.

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2024Central banks and climate risks: Where we are and where we are going?. (2024). Fatima, R ; Care, R ; Boitan, I A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1200-1229.

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2024The role of macroprudential policies under carbon pricing. (2024). Punzi, Maria Teresa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:858-875.

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2024Co-movements between heterogeneous crude oil and food markets: Does temperature change really matter?. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002398.

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2024Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

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2025Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Ji, Qiang ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004604.

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2024Climate impacts on material wealth inequality: global evidence from a subnational dataset. (2024). Hoffmann, Roman ; Riom, Capucine ; Pardy, Martina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125447.

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2025Climate change: Understanding impacts on agrifood systems and evaluating policy options. (2025). Rosegrant, Mark W ; Thomas, Timothy S ; Bryan, Elizabeth ; Wiebe, Keith D. In: IFPRI book chapters. RePEc:fpr:ifpric:174179.

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2024Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee ; Polat, Onur. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:4:p:47-967:d:1506762.

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2025Climate risks and economic activity in France: Evidence from media coverage. (2025). Bennani, Hamza ; de Comres, Quentin Bro ; Houari, Oussama. In: Post-Print. RePEc:hal:journl:hal-05057381.

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2024Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model. (2024). Wu, Mu-En ; Yang, Dong-Yuh ; Sun, You-Jia ; Chen, Bo-Jen ; Dai, Tian-Shyr. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10555-y.

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2024The Macroeconomic Impact of Global and Country-Specific Climate Risk. (2024). Byrne, Joseph ; Vitenu-Sackey, Prince Asare. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00831-0.

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2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Caporin, Massimiliano ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202407.

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2024The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin ; Liao, Wenting. In: Working Papers. RePEc:pre:wpaper:202410.

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2024Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks. (2024). Plakandaras, Vasilios ; GUPTA, RANGAN ; Foglia, Matteo ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202415.

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2024Can Municipal Bonds Hedge US State-Level Climate Risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202419.

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2024Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Liphadzi, Asingamaanda. In: Working Papers. RePEc:pre:wpaper:202424.

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2024Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Polat, Onur ; Majumdar, Anandamayee. In: Working Papers. RePEc:pre:wpaper:202436.

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2025Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility. (2025). GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur ; Brahim, Mariem. In: Working Papers. RePEc:pre:wpaper:202517.

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2025Optimal portfolio choice in jump-diffusion markets with longevity risk. (2025). Feleppa, Davide ; Oliva, Immacolata. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:2:d:10.1007_s10287-025-00539-0.

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2024Investigation of the Sensitivity of EU Countries to Temperature Anomalies in Terms of Economic and Technological Indicators. (2024). Aslan, Alper ; Polat, Melike Atay ; Altinoz, Buket. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01291-z.

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2024The Role of Macroprudential Policies under Carbon Pricing. (2024). Punzi, Maria Teresa. In: Working and Discussion Papers. RePEc:svk:wpaper:1107.

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2024ASSET DIVERSIFICATION VERSUS CLIMATE ACTION. (2024). van der Ploeg, Frederick (Rick) ; Kraft, Holger ; Hambel, Christoph. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:3:p:1323-1355.

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2025The Variance Risk Premium Over Trading and Nontrading Periods. (2025). Dotsis, George ; Papagelis, Lucas. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:752-770.

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2024Temperature Variability and Natural Disasters. (2024). Powdthavee, Nattavudh ; Oswald, Adrew J ; Tang, CK ; Mohanty, Aatishya. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1519.

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Works by Christian Schlag:

YearTitleTypeCited
1996Expiration day effects of stock index derivatives in Germany In: European Financial Management.
[Full Text][Citation analysis]		article16
2001Price discovery in international equity trading In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper11
2008Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article9
2011Pricing Two Heterogeneous Trees In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article6
2015‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2015Nobody is perfect: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors.(2015) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2017Temperature shocks and welfare costs In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article85
2017Temperature shocks and welfare costs.(2017) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2005Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article117
2004Attainability of European path-independent claims in incomplete markets In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2005Price impacts of options volume In: Journal of Financial Markets.
[Full Text][Citation analysis]		article37
1999An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2008Optimal portfolios when volatility can jump In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article36
2004Why is the Index Smile So Steep? In: Review of Finance.
[Full Text][Citation analysis]		article14
2004Why is the index smile so steep?.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2004Why is the Index Smile So Steep?.(2004) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2007MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets In: Journal of Economics.
[Full Text][Citation analysis]		article0
2007Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up? In: Journal of Money, Credit and Banking.
[Citation analysis]		article1
2004Is volatility risk priced? Properties of tests based on option hedging errors In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper1
2019The Leading Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2017Asset Collateralizability and the Cross-Section of Expected Returns In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper0
2008Discussion of Bounded Rationality, Rights Offerings, and Optimal Subscription Prices In: Schmalenbach Business Review (sbr).
[Full Text][Citation analysis]		article0
2006Discrete-Time Implementation of Continuous-Time Portfolio Strategies In: Computing in Economics and Finance 2006.
[Citation analysis]		paper5
2010Discrete-time implementation of continuous-time portfolio strategies.(2010) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2012Hedging under model misspecification: All risk factors are equal, but some are more equal than others … In: Journal of Futures Markets.
[Citation analysis]		article10
2007OPTION BETAS: RISK MEASURES FOR OPTIONS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article2
2000Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper5
2002Money-back guarantees in individual pension accounts: Evidence from the German pension reform In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper6
2003Over-allotment options in IPOs on Germanys Neuer Markt: An empirical investigation In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper3
2014What does US money market mutual fund reform portend for the European Union? In: SAFE White Paper Series.
[Full Text][Citation analysis]		paper0
2016Commodities, financialization, and heterogeneous agents In: SAFE Working Paper Series.
[Citation analysis]		paper1
2016Commodities, financialization, and heterogeneous agents.(2016) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Equilibrium asset pricing in directed networks In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper4

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