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Volatility and a century of energy markets dynamics
Serletis, Apostolos; Xu, Libo - In: Energy economics 55 (2016), pp. 1-9
Persistent link: https://www.econbiz.de/10011663070
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The message in North American energy prices
Serletis, Apostolos; Herbert, John H. - In: Energy economics 21 (1999) 5, pp. 471-483
Persistent link: https://www.econbiz.de/10001405334
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Random fractal structures in North American energy markets
Serletis, Apostolos; Andreadis, Ioannis - In: Energy economics 26 (2004) 3, pp. 389-399
Persistent link: https://www.econbiz.de/10002132589
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Testing for common features in North American energy markets
Serletis, Apostolos; Rangel-Ruiz, Ricardo - In: Energy economics 26 (2004) 3, pp. 401-414
Persistent link: https://www.econbiz.de/10002132594
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Oil price uncertainty in Canada
Elder, John; Serletis, Apostolos - In: Energy economics 31 (2009) 6, pp. 852-856
Persistent link: https://www.econbiz.de/10003923183
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Interfuel substitution in the United States
Serletis, Apostolos; Timilsina, Govinda R.; Vasetsky, … - In: Energy economics 32 (2010) 3, pp. 737-745
Persistent link: https://www.econbiz.de/10008652200
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International evidence on aggregate short-run and long-run interfuel substitution
Serletis, Apostolos; Timilsina, Govinda R.; Vasetsky, … - In: Energy economics 33 (2011) 2, pp. 209-216
Persistent link: https://www.econbiz.de/10009261963
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Oil price uncertainty and the Canadian economy : evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
Rahman, Sajjadur; Serletis, Apostolos - In: Energy economics 34 (2012) 2, pp. 603-610
Persistent link: https://www.econbiz.de/10009618675
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The asymmetric effects of oil price and monetary policy shocks : a nonlinear VAR approach
Rahman, Sajjadur; Serletis, Apostolos - In: Energy economics 32 (2010) 6, pp. 1460-1466
Persistent link: https://www.econbiz.de/10008935974
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Energy markets volatility modelling using GARCH
Efimova, Olga; Serletis, Apostolos - In: Energy economics 43 (2014), pp. 264-273
Persistent link: https://www.econbiz.de/10010504818