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Reinhard Ellwanger

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First Name:Reinhard
Middle Name:
Last Name:Ellwanger
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RePEc Short-ID:pel242
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Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Reinhard Ellwanger & Hinnerk Gnutzmann & Piotr Śpiewanowski, 2023. "Cost Pass-Through with Capacity Constraints and International Linkages," Staff Working Papers 23-16, Bank of Canada.
  2. Johan Brannlund & Geoffrey R. Dunbar & Reinhard Ellwanger & Matthew Krutkiewicz, 2022. "Weather the Storms? Hurricanes, Technology and Oil Production," Staff Working Papers 22-36, Bank of Canada.
  3. Johan Brannlund & Geoffrey R. Dunbar & Reinhard Ellwanger, 2022. "Are Temporary Oil Supply Shocks Real?," Staff Working Papers 22-52, Bank of Canada.
  4. Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020. "The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News," Staff Working Papers 2020-8, Bank of Canada.
  5. Olga Bilyk & Anson T. Y. Ho & Mikael Khan & Geneviève Vallée, 2020. "Household indebtedness risks in the wake of COVID‑19," Staff Analytical Notes 2020-8, Bank of Canada.
  6. Amor Aniss Benmoussa & Reinhard Ellwanger & Stephen Snudden, 2020. "The New Benchmark for Forecasts of the Real Price of Crude Oil," Staff Working Papers 20-39, Bank of Canada.
  7. Doga Bilgin & Reinhard Ellwanger, 2019. "The Simple Economics of Global Fuel Consumption," Staff Working Papers 19-35, Bank of Canada.
  8. Reinhard Ellwanger, 2019. "A Structural Model of the Global Oil Market," Staff Analytical Notes 2019-17, Bank of Canada.
  9. Reinhard Ellwanger, 2017. "On the Tail Risk Premium in the Oil Market," Staff Working Papers 17-46, Bank of Canada.
  10. Doga Bilgin & Reinhard Ellwanger, 2017. "A Dynamic Factor Model for Commodity Prices," Staff Analytical Notes 17-12, Bank of Canada.
  11. Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian, 2017. "Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?," Staff Working Papers 17-35, Bank of Canada.
  12. Bahattin Buyuksahin & Reinhard Ellwanger & Kun Mo & Konrad Zmitrowicz, 2016. "Low for Longer? Why the Global Oil Market in 2014 Is Not Like 1986," Staff Analytical Notes 16-11, Bank of Canada.

Articles

  1. Reinhard Ellwanger & Benjamin Sawatzky & Konrad Zmitrowicz, 2017. "Factors Behind the 2014 Oil Price Decline," Bank of Canada Review, Bank of Canada, vol. 2017(Autumn), pages 1-13.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Johan Brannlund & Geoffrey R. Dunbar & Reinhard Ellwanger & Matthew Krutkiewicz, 2022. "Weather the Storms? Hurricanes, Technology and Oil Production," Staff Working Papers 22-36, Bank of Canada.

    Cited by:

    1. Johan Brannlund & Geoffrey R. Dunbar & Reinhard Ellwanger, 2022. "Are Temporary Oil Supply Shocks Real?," Staff Working Papers 22-52, Bank of Canada.

  2. Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020. "The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News," Staff Working Papers 2020-8, Bank of Canada.

    Cited by:

    1. Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2023. "The Negative Pricing of the May 2020 WTI Contract," Post-Print hal-03933797, HAL.
    2. Sadeghi, Abdorasoul & Roudari, Soheil, 2022. "Heterogeneous effects of oil structure and oil shocks on stock prices in different regimes: Evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, vol. 76(C).
    3. Yongmin Zhang & Yiru Sun & Haili Shi & Shusheng Ding & Yingxue Zhao, 2024. "COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.
    4. Haiying Wang & Ying Yuan & Tianyang Wang, 2021. "The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(10), pages 1655-1673, October.
    5. Lyu, Yongjian & Zhang, Xinyu & Cao, Jin & Liu, Jiatao & Yang, Mo, 2024. "Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3," Journal of International Money and Finance, Elsevier, vol. 140(C).
    6. Semeyutin, Artur & Gozgor, Giray & Lau, Chi Keung Marco & Xu, Bing, 2021. "Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets," Energy Economics, Elsevier, vol. 104(C).
    7. Gong, Xu & Guan, Keqin & Chen, Liqing & Liu, Tangyong & Fu, Chengbo, 2021. "What drives oil prices? — A Markov switching VAR approach," Resources Policy, Elsevier, vol. 74(C).
    8. H. Kent Baker & Satish Kumar & Nitesh Pandey, 2021. "Forty years of the Journal of Futures Markets: A bibliometric overview," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(7), pages 1027-1054, July.
    9. Seyedeh Fatemeh Razmi & Leila Torki & Seyed Mohammad Javad Razmi & Ehsan Mohaghegh Dowlatabadi, 2022. "The Indirect Effects of Oil Price on Consumption through Assets," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 236-242.
    10. Lei Ming & Yao Shen & Shenggang Yang & Minyi Dong, 2022. "Contagion or flight‐to‐quality? The linkage between oil price and the US dollar based on the local Gaussian approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(4), pages 722-750, April.
    11. Xu Gong & Keqin Guan & Qiyang Chen, 2022. "The role of textual analysis in oil futures price forecasting based on machine learning approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1987-2017, October.
    12. Ting Yao & Yue‐Jun Zhang, 2024. "The impact of air pollution on crude oil futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(6), pages 1055-1068, June.
    13. Yongmin Zhang & Shusheng Ding & Haili Shi, 2022. "The impact of COVID‐19 on the interdependence between US and Chinese oil futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(11), pages 2041-2052, November.
    14. Yang Liu & Tongshuai Qiao & Liyan Han, 2022. "Does clean energy matter? Revisiting the spillovers between energy and foreign exchange markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(11), pages 2068-2083, November.
    15. Castro, César & Jiménez-Rodríguez, Rebeca, 2024. "The impact of oil shocks on the stock market," Global Finance Journal, Elsevier, vol. 60(C).
    16. Zeng, Qing & Zhang, Jixiang & Zhong, Juandan, 2024. "China's futures market volatility and sectoral stock market volatility prediction," Energy Economics, Elsevier, vol. 132(C).
    17. Qin Zhang & Jin Boon Wong, 2022. "Do oil shocks impact stock liquidity?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 472-491, March.

  3. Olga Bilyk & Anson T. Y. Ho & Mikael Khan & Geneviève Vallée, 2020. "Household indebtedness risks in the wake of COVID‑19," Staff Analytical Notes 2020-8, Bank of Canada.

    Cited by:

    1. Beeler, Lisa & Zablah, Alex R. & Rapp, Adam, 2022. "Ability is in the eye of the beholder: How context and individual factors shape consumer perceptions of digital assistant ability," Journal of Business Research, Elsevier, vol. 148(C), pages 33-46.
    2. James (Jim) C. MacGee & Thomas Michael Pugh & Kurt See, 2020. "The Heterogeneous Effects of COVID-19 on Canadian Household Consumption, Debt and Savings," Staff Working Papers 20-51, Bank of Canada.
    3. Anson T. Y. Ho & Kim Huynh & David T. Jacho-Chávez & Geneviève Vallée, 2023. "We Didn’t Start the Fire: Effects of a Natural Disaster on Consumers’ Financial Distress," Staff Working Papers 23-15, Bank of Canada.
    4. Wu, Jie & Li, Yunbing & Dong, Yu & Zha, Yong, 2023. "Sponsored data: A game-theoretic model with consumer multihoming behaviour," European Journal of Operational Research, Elsevier, vol. 307(2), pages 731-744.
    5. Grażyna Szustak & Witold Gradoń & Łukasz Szewczyk, 2021. "Household Financial Situation during the COVID-19 Pandemic with Particular Emphasis on Savings—An Evidence from Poland Compared to Other CEE States," Risks, MDPI, vol. 9(9), pages 1-15, September.
    6. Chatterji, Pinka & Li, Yue, 2021. "Effects of COVID-19 on school enrollment," Economics of Education Review, Elsevier, vol. 83(C).

  4. Amor Aniss Benmoussa & Reinhard Ellwanger & Stephen Snudden, 2020. "The New Benchmark for Forecasts of the Real Price of Crude Oil," Staff Working Papers 20-39, Bank of Canada.

    Cited by:

    1. Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2022. "The illusion of oil return predictability: The choice of data matters!," Journal of Banking & Finance, Elsevier, vol. 134(C).
    2. Reinhard Ellwanger, Stephen Snudden, 2021. "Predictability of Aggregated Time Series," LCERPA Working Papers bm0127, Laurier Centre for Economic Research and Policy Analysis.
    3. Hardy, Nicolás & Ferreira, Tiago & Quinteros, Maria J. & Magner, Nicolás S., 2023. "“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone," Resources Policy, Elsevier, vol. 86(PA).
    4. Krzysztof Drachal, 2022. "Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression," Energies, MDPI, vol. 16(1), pages 1-29, December.
    5. Ellwanger, Reinhard & Snudden, Stephen, 2023. "Forecasts of the real price of oil revisited: Do they beat the random walk?," Journal of Banking & Finance, Elsevier, vol. 154(C).
    6. Marek Kwas & Michał Rubaszek, 2021. "Forecasting Commodity Prices: Looking for a Benchmark," Forecasting, MDPI, vol. 3(2), pages 1-13, June.

  5. Doga Bilgin & Reinhard Ellwanger, 2019. "The Simple Economics of Global Fuel Consumption," Staff Working Papers 19-35, Bank of Canada.

    Cited by:

    1. Reinhard Ellwanger, 2019. "A Structural Model of the Global Oil Market," Staff Analytical Notes 2019-17, Bank of Canada.
    2. Ederington, Louis H. & Fernando, Chitru S. & Hoelscher, Seth A. & Lee, Thomas K. & Linn, Scott C., 2019. "A review of the evidence on the relation between crude oil prices and petroleum product prices," Journal of Commodity Markets, Elsevier, vol. 13(C), pages 1-15.
    3. Güngör, Bekir Oray & Ertuğrul, H. Murat & Soytaş, Uğur, 2021. "Impact of Covid-19 outbreak on Turkish gasoline consumption," Technological Forecasting and Social Change, Elsevier, vol. 166(C).

  6. Reinhard Ellwanger, 2019. "A Structural Model of the Global Oil Market," Staff Analytical Notes 2019-17, Bank of Canada.

    Cited by:

    1. Étienne Latulippe & Kun Mo, 2019. "Outlook for Electric Vehicles and Implications for the Oil Market," Staff Analytical Notes 2019-19, Bank of Canada.

  7. Reinhard Ellwanger, 2017. "On the Tail Risk Premium in the Oil Market," Staff Working Papers 17-46, Bank of Canada.

    Cited by:

    1. Wong, Patrick, 2023. "Explaining intraday crude oil returns with higher order risk-neutral moments," Journal of Commodity Markets, Elsevier, vol. 31(C).
    2. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers 202146, University of Pretoria, Department of Economics.
    3. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers 202122, University of Pretoria, Department of Economics.
    4. Georges Prat & Remzi Uctum, 2021. "Modeling ex-ante risk premia in the oil market," Post-Print hal-03318785, HAL.
    5. Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022. "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    6. Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, vol. 75(C).
    7. Syed Abul, Basher, 2019. "Oil and other energy commodities," MPRA Paper 97318, University Library of Munich, Germany.
    8. Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021. "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers 202127, University of Pretoria, Department of Economics.
    9. Li, Zhenxiong & Yao, Xingzhi & Izzeldin, Marwan, 2023. "On the right jump tail inferred from the VIX market," International Review of Financial Analysis, Elsevier, vol. 86(C).

  8. Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian, 2017. "Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?," Staff Working Papers 17-35, Bank of Canada.

    Cited by:

    1. Erten Bilge & Tuzcuoglu Kerem, 2018. "Output Effects of Global Food Commodity Shocks," Journal of Globalization and Development, De Gruyter, vol. 9(1), pages 1-18, June.
    2. Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
    3. Efthymios G. Pavlidis & Ivan Paya & David A. Peel, 2018. "Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 833-856, August.
    4. Pozo, Veronica F. & Bejan, Vladimir & Bachmeier, Lance, 2017. "Are Price Transmissions between U.S. Energy and Corn Markets Asymmetric?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258232, Agricultural and Applied Economics Association.
    5. Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
    6. Fretheim, Torun, 2019. "An empirical analysis of the correlation between large daily changes in grain and oil futures prices," Journal of Commodity Markets, Elsevier, vol. 14(C), pages 66-75.
    7. Lawell, Cynthia Lin & Yi, Fujin & Thome, Karen E, 2017. "The Effects of Subsidies and Mandates: A Dynamic Model of the Ethanol Industry," Institute of Transportation Studies, Working Paper Series qt73n0t4pv, Institute of Transportation Studies, UC Davis.
    8. Curtis McKnight & Feng Qiu & Marty Luckert & Grant Hauer, 2021. "Prices for a second‐generation biofuel industry in Canada: Market linkages between Canadian wheat and US energy and agricultural commodities," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 69(3), pages 337-351, September.

  9. Bahattin Buyuksahin & Reinhard Ellwanger & Kun Mo & Konrad Zmitrowicz, 2016. "Low for Longer? Why the Global Oil Market in 2014 Is Not Like 1986," Staff Analytical Notes 16-11, Bank of Canada.

    Cited by:

    1. Robert Fay & Justin-Damien Guénette & Louis Morel, 2016. "The Global Benefits of Low Oil Prices: More Than Meets the Eye," Staff Analytical Notes 16-13, Bank of Canada.
    2. Russell Barnett & Rhys R. Mendes, 2017. "A Structural Interpretation of the Recent Weakness in Business Investment," Staff Analytical Notes 17-7, Bank of Canada.
    3. Razek, Noha H.A. & Michieka, Nyakundi M., 2019. "OPEC and non-OPEC production, global demand, and the financialization of oil," Research in International Business and Finance, Elsevier, vol. 50(C), pages 201-225.

Articles

  1. Reinhard Ellwanger & Benjamin Sawatzky & Konrad Zmitrowicz, 2017. "Factors Behind the 2014 Oil Price Decline," Bank of Canada Review, Bank of Canada, vol. 2017(Autumn), pages 1-13.

    Cited by:

    1. Peter Y. Jang & Mario G. Beruvides, 2020. "Time-Varying Influences of Oil-Producing Countries on Global Oil Price," Energies, MDPI, vol. 13(6), pages 1-22, March.
    2. Andrew Sharpe & John Tsang, 2019. "A Detailed Analysis of Newfoundland and Labrador's Productivity Performance, 1997-2018," CSLS Research Reports 2019-06, Centre for the Study of Living Standards.
    3. Zhang, Xiaojing & Chang, Hsu-Ling & Su, Chi-Wei & Qin, Meng & Umar, Muhammad, 2024. "Exploring the dynamic interaction between geopolitical risks and lithium prices: A time-varying analysis," Resources Policy, Elsevier, vol. 90(C).
    4. Ferriani, Fabrizio & Veronese, Giovanni, 2018. "U.S. shale producers: a case of dynamic risk management?," MPRA Paper 88279, University Library of Munich, Germany.
    5. Maria Alina Carataș & Elena Cerasela Spătariu & Raluca Andreea Trandafir, 2019. "Triggers of the Economic Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 237-241, December.
    6. Larry Hughes & Moniek Jong & Zach Thorne, 2021. "(De)coupling and (De)carbonizing in the economies and energy systems of the G20," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(4), pages 5614-5639, April.
    7. Ferriani, Fabrizio & Veronese, Giovanni, 2022. "Hedging and investment trade-offs in the U.S. oil industry," Energy Economics, Elsevier, vol. 106(C).
    8. Jochen Güntner & Benjamin Karner, 2020. "Hedging with commodity futures and the end of normal Backwardation," Economics working papers 2020-21, Department of Economics, Johannes Kepler University Linz, Austria.
    9. Güngör, Bekir Oray & Ertuğrul, H. Murat & Soytaş, Uğur, 2021. "Impact of Covid-19 outbreak on Turkish gasoline consumption," Technological Forecasting and Social Change, Elsevier, vol. 166(C).
    10. Olivier Gervais, 2019. "How Oil Supply Shocks Affect the Global Economy: Evidence from Local Projections," Discussion Papers 2019-6, Bank of Canada.
    11. Ahmad Al Humssi & Maria Petrovskaya & Milana Abueva, 2022. "Modelling the Impact of World Oil Prices and the Mining and Quarrying Sector on the United Arab Emirates’ GDP," Mathematics, MDPI, vol. 11(1), pages 1-22, December.
    12. Elisa Di Febo & Matteo Foglia & Eliana Angelini, 2021. "Tail Risk and Extreme Events: Connections between Oil and Clean Energy," Risks, MDPI, vol. 9(2), pages 1-13, February.
    13. Nursel Selver Ruzgar & Clare Chua-Chow, 2023. "Behavior of Banks’ Stock Market Prices during Long-Term Crises," IJFS, MDPI, vol. 11(1), pages 1-25, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (9) 2017-09-17 2017-12-11 2019-06-24 2019-09-16 2020-05-18 2020-10-12 2022-09-12 2023-01-16 2023-04-03. Author is listed
  2. NEP-ENV: Environmental Economics (3) 2020-06-15 2022-09-12 2023-04-03. Author is listed
  3. NEP-FOR: Forecasting (2) 2017-12-11 2020-10-12
  4. NEP-MAC: Macroeconomics (2) 2020-05-18 2020-06-15
  5. NEP-ORE: Operations Research (2) 2019-09-16 2020-06-15
  6. NEP-ETS: Econometric Time Series (1) 2020-10-12
  7. NEP-INT: International Trade (1) 2023-04-03
  8. NEP-OPM: Open Economy Macroeconomics (1) 2023-04-03
  9. NEP-REG: Regulation (1) 2017-09-17
  10. NEP-RMG: Risk Management (1) 2017-12-11
  11. NEP-UPT: Utility Models and Prospect Theory (1) 2017-12-11

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