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Robert J. Elliott

Robert J. Elliott

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Economics and Finance
Canada
2026

D-Index & Metrics

Economics and Finance

D-Index
77
Citations
21300
World Ranking
327
National Ranking
4

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in Canada Leader Award
  • 2025 - Research.com Economics and Finance in Canada Leader Award
  • 2024 - Research.com Economics and Finance in Canada Leader Award
  • 2023 - Research.com Economics and Finance in Canada Leader Award
  • 2022 - Research.com Economics and Finance in Canada Leader Award

Overview

Robert J. Elliott is affiliated with the University of Calgary in Canada and focuses primarily on research in Economics, Econometrics, and Finance, with 36 publications in this domain. Their work is concentrated on several subfields including Finance, Economics and Econometrics, Management Science and Operations Research, Demography, and Astronomy and Astrophysics.

The main topics covered in Elliott's research include stochastic processes and financial applications, financial risk and volatility modeling, risk and portfolio optimization, financial markets and investment strategies, insurance, mortality, demography, risk management, economic theories and models, and market dynamics and volatility.

Their recent publications showcase a range of contributions to these subjects. Notable papers include:

  • "Bitcoin option pricing with a SETAR-GARCH model" (2020), European Journal of Finance
  • "High dimensional Markovian trading of a single stock" (2022), Frontiers of Mathematical Finance
  • "American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion" (2022), The Journal of Derivatives
  • "Deliberate premarket underpricing: New evidence on IPO pricing using machine learning" (2023), International Review of Economics & Finance
  • "Lung and Heart Biology of the Dp16 Mouse Model of down Syndrome: Implications for Studying Cardiopulmonary Disease" (2023), Genes

Elliott frequently collaborates with several researchers, among them are Dilip B. Madan, Tak Kuen Siu, Engel John C. Dela Vega, King Wang, and J. van de Sande. These collaborations have contributed to advancing research across multiple facets of finance and applied mathematics.

Their research is published extensively in several venues, reflecting the interdisciplinary nature of their work. Prominent publication outlets include:

  • SSRN Electronic Journal
  • Journal of Stochastic Analysis
  • arXiv (Cornell University)
  • Probability Uncertainty and Quantitative Risk
  • Stochastic Processes and their Applications

Best Publications

  • Determining the trade–environment composition effect: the role of capital, labor and environmental regulations

    Matthew A. Cole;Robert J.R. Elliott

  • Industrial characteristics, environmental regulations and air pollution: an analysis of the UK manufacturing sector

    Matthew A. Cole;Robert J.R. Elliott;Kenichi Shimamoto

  • American options with regime switching

    John Buffington;Robert J. Elliott

  • FDI and the Capital Intensity of “Dirty” Sectors: A Missing Piece of the Pollution Haven Puzzle

    Matthew A. Cole;Robert J. R. Elliott

  • Endogenous Pollution Havens: Does FDI Influence Environmental Regulations?*

    Matthew A. Cole;Robert J. R. Elliott;Per G. Fredriksson

  • Option pricing and Esscher transform under regime switching

    Robert J. Elliott;Leunglung Chan;Tak Kuen Siu

  • Mathematics of financial markets

    Robert James Elliott;P. E. Kopp

  • A GENERAL FRACTIONAL WHITE NOISE THEORY AND APPLICATIONS TO FINANCE

    Robert J. Elliott;Robert J. Elliott;John Van Der Hoek

  • GROWTH, FOREIGN DIRECT INVESTMENT, AND THE ENVIRONMENT: EVIDENCE FROM CHINESE CITIES

    Matthew A. Cole;Robert J.R. Elliott;Jing Zhang

  • Pairs trading

    Unknown

  • Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems

    M.R. James;J.S. Baras;R.J. Elliott

  • The existence of value in differential games

    Robert James Elliott;Nigel John Kalton

  • ON MODELS OF DEFAULT RISK

    R. J. Elliott;M. Jeanblanc;M. Yor

  • Do Environmental Regulations Influence Trade Patterns? Testing Old and New Trade Theories

    Matthew A. Cole;Robert J. R. Elliott

  • Industrial activity and the environment in China: An industry-level analysis

    Matthew A. Cole;Robert J.R. Elliott;Shanshan Wu

  • The environmental performance of firms: The role of foreign ownership, training, and experience

    Matthew A. Cole;Robert J.R. Elliott;Eric Strobl

  • In Search of Environmental Spillovers

    Facundo Albornoz;Matthew A. Cole;Robert J. R. Elliott;Marco G. Ercolani

  • Corruption, Governance and FDI Location in China: A Province-Level Analysis

    Matthew A. Cole;Robert J.R. Elliott;Jing Zhang

  • Financial viability of electric vehicle lithium-ion battery recycling

    Laura Lander;Tom Cleaver;Mohammad Ali Rajaeifar;Viet Nguyen-Tien

  • AFTA and the Asian Crisis: Help or Hindrance to ASEAN Intra-Regional Trade?

    Robert J. R. Elliott;Kengo Ikemoto

  • Trade, environmental regulations and industrial mobility: An industry-level study of Japan

    Matthew A. Cole;Robert J.R. Elliott;Toshihiro Okubo

  • Hidden markov models in finance

    Rogemar S. Mamon;Robert James Elliott

Frequent Co-Authors

Tak Kuen Siu
Tak Kuen Siu Macquarie University
Matthew A. Cole
Matthew A. Cole University of Birmingham
Vikram Krishnamurthy
Vikram Krishnamurthy Cornell University
John B. Moore
John B. Moore Australian National University
Subhrakanti Dey
Subhrakanti Dey Uppsala University
Matthew R. James
Matthew R. James Australian National University
Marius Brülhart
Marius Brülhart University of Lausanne
Eric Strobl
Eric Strobl University of Bern
Matt Sutton
Matt Sutton University of Manchester
Dilip B. Madan
Dilip B. Madan University of Maryland, College Park

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