Apostolos Serletis : Citation Profile


Are you Apostolos Serletis?

University of Calgary

25

H index

67

i10 index

1985

Citations

RESEARCH PRODUCTION:

152

Articles

62

Papers

5

Books

22

Chapters

RESEARCH ACTIVITY:

   31 years (1986 - 2017). See details.
   Cites by year: 64
   Journals where Apostolos Serletis has often published
   Relations with other researchers
   Recent citing documents: 253.    Total self citations: 87 (4.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse31
   Updated: 2017-11-18    RAS profile: 2017-10-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Barnett, William (5)

Feng, Guohua (4)

Kyritsis, Evangelos (3)

Chang, Dongfeng (3)

Gogas, Periklis (3)

Heckman, James (2)

Isakin, Maksim (2)

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

Is cited by:

Barnett, William (170)

GUPTA, RANGAN (26)

Jones, Barry (24)

Wang, Yudong (24)

Gil-Alana, Luis (21)

Nguyen, Duc Khuong (21)

Filis, George (20)

Smyth, Russell (17)

Leiva-Leon, Danilo (16)

Kumbhakar, Subal (16)

Ratti, Ronald (15)

Cites to:

Barnett, William (182)

Diewert, Walter (67)

Gallant, A. (37)

Phillips, Peter (29)

Shahmoradi, Asghar (27)

Lewbel, Arthur (24)

Dickey, David (23)

Perron, Pierre (23)

Engle, Robert (23)

Kilian, Lutz (18)

Hinich, Melvin (18)

Main data


Where Apostolos Serletis has published?


Journals with more than one article published# docs
Energy Economics19
Macroeconomic Dynamics17
Journal of Macroeconomics12
Open Economies Review8
The Energy Journal8
Economics Letters7
Economia Internazionale / International Economics7
Applied Financial Economics5
Journal of Econometrics5
Canadian Journal of Economics5
Journal of Money, Credit and Banking4
Journal of Banking & Finance4
Journal of Economic Studies4
Journal of Business & Economic Statistics3
Applied Economics Letters3
OPEC Energy Review3
Physica A: Statistical Mechanics and its Applications2
Studies in Nonlinear Dynamics & Econometrics2
Review2
Economic Modelling2
Econometric Reviews2
The North American Journal of Economics and Finance2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Calgary23
MPRA Paper / University Library of Munich, Germany10
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics7
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing Apostolos Serletis (2017 and 2016)


YearTitle of citing document
2016Working Paper 237 - Decomposing Sources of Productivity Change in Small-Scale Farming in Ethiopia. (2016). Kifle, Wondemu A. In: Working Paper Series. RePEc:adb:adbwps:2332.

Full description at Econpapers || Download paper

2016The Impact of Stochastic Extraction Cost on the Value of an Exhaustible Resource: An Application to the Alberta Oil Sands. (2016). Insley, Margaret ; Almansour, Abdullah . In: The Energy Journal. RePEc:aen:journl:ej37-2-insley.

Full description at Econpapers || Download paper

2016Anatomy of Risk Premium in UK Natural Gas Futures. (2016). Torro, Hipolit ; Beatriz, Beatriz Martinez ; Hipolit, Hipolit Torro . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232212.

Full description at Econpapers || Download paper

2016Data Collection Period and Food Demand System Estimation using Cross Sectional Data. (2016). Carpio, Carlos ; Boonsaeng, Tullaya . In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:230062.

Full description at Econpapers || Download paper

2017Pre-Determined Demand and Theoretical Regularity Conditions: Their Importance for Consumer Food Demand Using AIDS and Policy Analysis Implications. (2017). Senia, Mark ; Dharmasena, Senarath . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252740.

Full description at Econpapers || Download paper

2016A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico. (2016). Rojas, Omar ; Coronado, Semei . In: Papers. RePEc:arx:papers:1602.03271.

Full description at Econpapers || Download paper

2016Butterfly Effect vs Chaos in Energy Futures Markets. (2016). Mastroeni, Loretta ; Vellucci, Pierluigi . In: Papers. RePEc:arx:papers:1610.05697.

Full description at Econpapers || Download paper

2017Chaos in energy and commodity markets: a controversial matter. (2017). Vellucci, Pierluigi ; Mastroeni, Loretta . In: Papers. RePEc:arx:papers:1611.07432.

Full description at Econpapers || Download paper

2016The demand for road transport in China: imposing theoretical regularity and flexible functional forms selection. (2016). He, Ling-Yun ; Liu, LI. In: Papers. RePEc:arx:papers:1612.02656.

Full description at Econpapers || Download paper

2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:16-18.

Full description at Econpapers || Download paper

2016Does the volatility of commodity prices reflect macroeconomic uncertainty ?. (2016). Razafindrabe, Tovonony ; Mignon, Valérie ; Joets, M. In: Working papers. RePEc:bfr:banfra:607.

Full description at Econpapers || Download paper

2016Lower Oil Prices and the U.S. Economy: Is This Time Different?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Killian, Lutz. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:47:y:2016:i:2016-01:p:287-357.

Full description at Econpapers || Download paper

2017The dynamics of investment projects: evidence from Peru. (2017). Vega, Marco ; Gondo Mori, Rocio. In: BIS Working Papers. RePEc:bis:biswps:621.

Full description at Econpapers || Download paper

2016Circumventing the Zero Lower Bound with Monetary Policy Rules Based on Money. (2016). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:911.

Full description at Econpapers || Download paper

2016A Classical View of the Business Cycle. (2016). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:921.

Full description at Econpapers || Download paper

2016The Demand for Divisia Money: Theory and Evidence. (2016). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

Full description at Econpapers || Download paper

2016Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_027.

Full description at Econpapers || Download paper

2017Changes in persistence, spurious regressions and the Fisher hypothesis. (2017). Ventosa-Santaulària, Daniel ; Antonio, Noriega ; Daniel, Ventosa-Santaularia ; Robinson, Kruse . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:28:n:1.

Full description at Econpapers || Download paper

2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5782.

Full description at Econpapers || Download paper

2017Lower Oil Prices and the U.S. Economy: Is this Time Different?. (2017). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6322.

Full description at Econpapers || Download paper

2017Long Memory and Data Frequency in Financial Markets. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6396.

Full description at Econpapers || Download paper

2016Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption. (2016). Pereira, Alfredo ; Belbute, Jose . In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2016_08.

Full description at Econpapers || Download paper

2017Forecasting Demand for Denominations of Chilean Coins and Banknotes. (2017). Pedersen, Michael ; Figueroa, Camila . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:799.

Full description at Econpapers || Download paper

2017Lower Oil Prices and the U.S. Economy: Is This Time Different?. (2017). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11792.

Full description at Econpapers || Download paper

2017Forecasting the return volatility of energy prices: A GARCH MIDAS approach. (2017). Salisu, Afees ; Swaray, Raymond . In: Working Papers. RePEc:cui:wpaper:0029.

Full description at Econpapers || Download paper

2016Do Global CO2 Emissions from Fossil-Fuel Consumption Exhibit Long Memory? A Fractional Integration Analysis. (2016). Pereira, Alfredo ; Belbute, José. In: Working Papers. RePEc:cwm:wpaper:165.

Full description at Econpapers || Download paper

2016Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption. (2016). Pereira, Alfredo ; Belbute, José. In: Working Papers. RePEc:cwm:wpaper:170.

Full description at Econpapers || Download paper

2017Long Memory and Data Frequency in Financial Markets. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1647.

Full description at Econpapers || Download paper

2016New evidence on the Export-led-growth hypothesis in the Southern Euro-zone countries (1960-2014). (2016). Konstantakopoulou, Ioanna. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00496.

Full description at Econpapers || Download paper

2016Monetary policy decision making: the role of ideology, institutions and central bank independence. (2016). Vieira, Flavio ; da Silva, Cleomar Gomes . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00120.

Full description at Econpapers || Download paper

2016A note on endogenous growth with public capital. (2016). Bhattacharyya, Chandril. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00296.

Full description at Econpapers || Download paper

2016Joint aggregation over money and credit card services under risk. (2016). Barnett, William ; Su, Liting . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00604.

Full description at Econpapers || Download paper

2017How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Mohamed, Azali ; Razmi, Fatemeh . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-72.

Full description at Econpapers || Download paper

2016Energy Price Uncertainty and Investment: Firm Level Evidence from Indian Manufacturing Sector. (2016). Acharya, Rajesh H ; Sadath, Anver C. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-03-1.

Full description at Econpapers || Download paper

2016Uncertainty of Oil Proved Reserves and Economic Growth in Iran. (2016). Mousavi, Mirhossein ; Bazazan, Fatemeh ; Mehmandosti, Elaheh Asadi . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-03-2.

Full description at Econpapers || Download paper

2016Is the Best Generalized Autoregressive Conditional Heteroskedasticity(p,q) Value-at-risk Estimate also the Best in Reality? An Evidence from Australian Interconnected Power Markets. (2016). Triandaru, Sigit ; Handika, Rangga . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-04-19.

Full description at Econpapers || Download paper

2016A hybrid model for explaining the short-term dynamics of energy efficiency of China’s thermal power plants. (2016). Li, Ming-Jia ; Tao, Wen-Quan ; Song, Chen-Xi . In: Applied Energy. RePEc:eee:appene:v:169:y:2016:i:c:p:738-747.

Full description at Econpapers || Download paper

2017Techno-economic comparison between different technologies for CO2-free power generation from coal. (2017). Pettinau, Alberto ; Cau, Giorgio ; Tola, Vittorio ; Ferrara, Francesca . In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:426-439.

Full description at Econpapers || Download paper

2017Investigating the risk-return trade-off for crude oil futures using high-frequency data. (2017). Xia, Xiao-Hua ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:152-161.

Full description at Econpapers || Download paper

2017The behavior of money demand in the Chinese hyperinflation. (2017). Zhao, Liuyan . In: China Economic Review. RePEc:eee:chieco:v:42:y:2017:i:c:p:145-154.

Full description at Econpapers || Download paper

2016The Fisher effect in the presence of time-varying coefficients. (2016). Pantelidis, Theologos ; Panopoulou, Ekaterini. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:495-511.

Full description at Econpapers || Download paper

2016Estimating the effects of global oil market shocks on Australian merchandise trade. (2016). Worthington, Andrew ; Sotoudeh, M-Ali . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:50:y:2016:i:c:p:74-84.

Full description at Econpapers || Download paper

2016Are there periodically collapsing bubbles in the stock markets? New international evidence. (2016). Chen, Shyh-Wei ; Xie, Zixong ; Hsu, Chi-Sheng . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:442-451.

Full description at Econpapers || Download paper

2016Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis. (2016). Charfeddine, Lanouar. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:354-374.

Full description at Econpapers || Download paper

2016Are natural gas spot and futures prices predictable?. (2016). Smyth, Russell ; Mishra, Vinod. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:178-186.

Full description at Econpapers || Download paper

2016How is Chinas coke price related with the world oil price? The role of extreme movements. (2016). Wu, Yanrui ; Guo, Yanfeng ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:22-33.

Full description at Econpapers || Download paper

2016Modeling the short-run effect of fiscal stimuli on GDP: A new semi-closed input–output model. (2016). Los, Bart ; Yang, Cuihong ; Dietzenbacher, Erik ; Chen, Quanrun . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:52-63.

Full description at Econpapers || Download paper

2016Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach. (2016). Bekiros, Stelios ; Avdoulas, Christos ; Boubaker, Sabri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:580-587.

Full description at Econpapers || Download paper

2016The dark side of the black gold shock onto Europe: One stocks joy is another stocks sorrow. (2016). MKAOUAR, Farid ; Abid, Ilyes ; Kaabia, Olfa . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:642-654.

Full description at Econpapers || Download paper

2016Unemployment–inflation trade-offs in OECD countries. (2016). Bhattarai, Keshab. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:93-103.

Full description at Econpapers || Download paper

2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

Full description at Econpapers || Download paper

2017Forecasting the oil futures price volatility: A new approach. (2017). Ma, Feng ; Chen, Wang ; Huang, Dengshi ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:560-566.

Full description at Econpapers || Download paper

2016Around the world with Irving Fisher. (2016). Gylfason, Thorvaldur ; Zoega, Gylfi ; Tomasson, Helgi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:232-243.

Full description at Econpapers || Download paper

2016The effect of investors’ confidence on monetary policy transmission mechanism. (2016). Guerello, Chiara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:248-266.

Full description at Econpapers || Download paper

2016What does money and credit tell us about real activity in the United States?. (2016). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:328-347.

Full description at Econpapers || Download paper

2016Incorporating measures of grassland productivity into efficiency estimates for livestock grazing on the Qinghai-Tibetan Plateau in China. (2016). Huntsinger, Lynn ; Bruemmer, Bernhard ; Huang, Wei. In: Ecological Economics. RePEc:eee:ecolec:v:122:y:2016:i:c:p:1-11.

Full description at Econpapers || Download paper

2017The profit function system with output- and input-specific technical efficiency. (2017). Tsionas, Mike. In: Economics Letters. RePEc:eee:ecolet:v:151:y:2017:i:c:p:111-114.

Full description at Econpapers || Download paper

2016Directional distance functions: Optimal endogenous directions. (2016). Tsionas, Mike ; Atkinson, Scott E. In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:301-314.

Full description at Econpapers || Download paper

2017A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks. (2017). GAO, Jiti ; Feng, Guohua ; Zhang, Xiaohui ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:68-82.

Full description at Econpapers || Download paper

2017Estimating Malmquist productivity indexes using probabilistic directional distances: An application to the European banking sector. (2017). Tzeremes, Nickolaos ; Pange, Jenny ; Kevork, Ilias S. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:1125-1140.

Full description at Econpapers || Download paper

2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Pan, Zhiyuan ; Yin, Libo ; Wu, Chongfeng ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

Full description at Econpapers || Download paper

2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

Full description at Econpapers || Download paper

2016Linking the gas and oil markets with the stock market: Investigating the U.S. relationship. (2016). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:5-16.

Full description at Econpapers || Download paper

2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

Full description at Econpapers || Download paper

2016Oil price volatility and stock returns in the G7 economies. (2016). Pérez de Gracia, Fernando ; Molero, Juan Carlos ; Diaz, Elena Maria . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:417-430.

Full description at Econpapers || Download paper

2016Bidding structure, market efficiency and persistence in a multi-time tariff setting. (2016). AVCI-SURUCU, Ezgi ; Akgul, Doganbey ; Aydogan, Kursat A. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:77-87.

Full description at Econpapers || Download paper

2016Another perspective on gasoline price responses to crude oil price changes. (2016). Rahman, Sajjadur . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:10-18.

Full description at Econpapers || Download paper

2016Cost efficiency of electric grid utilities in China: A comparison of estimates from SFA–MLE, SFA–Bayes and StoNED–CNLS. (2016). Yang, Xiao-Yuan ; Wang, Jian-Lin ; Tian, Zhen-Zhen ; Xiao, Xing-Zhi ; Li, Hong-Zhou ; Kopsakangas-Savolainen, Maria . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:272-283.

Full description at Econpapers || Download paper

2016Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data. (2016). GUPTA, RANGAN ; Lux, Thomas ; Segnon, Mawuli . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:117-133.

Full description at Econpapers || Download paper

2016Integration of physical and futures prices in the US natural gas market. (2016). Ghoddusi, Hamed. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:229-238.

Full description at Econpapers || Download paper

2016Does the S&P500 index lead the crude oil dynamics? A complexity-based approach. (2016). Kyrtsou, Catherine ; Papana, Angeliki ; Mikropoulou, Christina . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:239-246.

Full description at Econpapers || Download paper

2016A re-examination of maturity effect of energy futures price from the perspective of stochastic volatility. (2016). Liu, Wei-Han . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:351-362.

Full description at Econpapers || Download paper

2016Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysis. (2016). Erdoğdu, Erkan. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:398-409.

Full description at Econpapers || Download paper

2016The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach. (2016). Liu, LI ; Pan, Zhiyuan ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:453-463.

Full description at Econpapers || Download paper

2016Inter-factor/inter-fuel substitution, carbon intensity, and energy-related CO2 reduction: Empirical evidence from China. (2016). Lin, Boqiang . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:483-494.

Full description at Econpapers || Download paper

2016Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach. (2016). Ergen, Ibrahim ; Rizvanoghlu, Islam . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:64-74.

Full description at Econpapers || Download paper

2016Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis. (2016). Hasanov, Akram Shavkatovich ; Shaiban, Mohammed Sharaf ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:16-27.

Full description at Econpapers || Download paper

2016Dynamic structure of the spot price of crude oil: does time aggregation matter?. (2016). Barnett, William ; Aghababa, Hajar . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:227-237.

Full description at Econpapers || Download paper

2016Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model. (2016). Alsalman, Zeina . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:251-260.

Full description at Econpapers || Download paper

2016Stationarity changes in long-run energy commodity prices. (2016). Zaklan, Aleksandar ; Neumann, Anne ; Abrell, Jan. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:96-103.

Full description at Econpapers || Download paper

2016A new approach to modeling the effects of temperature fluctuations on monthly electricity demand. (2016). Miller, J. ; Chang, Yoosoon ; Kim, Chang Sik ; Park, Sungkeun . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:206-216.

Full description at Econpapers || Download paper

2016Measuring the effects of natural gas pipeline constraints on regional pricing and market integration. (2016). Fitzgerald, Timothy ; Rucker, Randal R ; Avalos, Roger . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:217-231.

Full description at Econpapers || Download paper

2016What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries. (2016). Kablan, Akassi ; Guesmi, Khaled ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:313-324.

Full description at Econpapers || Download paper

2017Oil prices and stock markets: Does the effect of uncertainty change over time?. (2017). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:42-51.

Full description at Econpapers || Download paper

2017The dynamic linkages between crude oil and natural gas markets. (2017). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:155-170.

Full description at Econpapers || Download paper

2017Estimating the speed of adjustment to target levels: The case of energy prices. (2017). Narayan, Seema . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:419-427.

Full description at Econpapers || Download paper

2017The long-run price sensitivity dynamics of industrial and residential electricity demand: The impact of deregulating electricity prices. (2017). ADOM, PHILIP. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:43-60.

Full description at Econpapers || Download paper

2017The economic viability of gas-to-liquids technology and the crude oil–natural gas price relationship. (2017). Ramberg, David J ; Parsons, John E ; Paltsev, Sergey ; Henry, Y H. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:13-21.

Full description at Econpapers || Download paper

2017Is hedging the crack spread no longer all its cracked up to be?. (2017). Liu, Pan ; Power, Gabriel J ; Vedenov, Dmitry . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:31-40.

Full description at Econpapers || Download paper

2017Impacts of the US dollar (USD) exchange rate on economic growth and the environment in the United States. (2017). Lee, Jaeseok ; Yue, Chengyan . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:170-176.

Full description at Econpapers || Download paper

2017Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

Full description at Econpapers || Download paper

2017Lifecycle economic analysis of biofuels: Accounting for economic substitution in policy assessment. (2017). Yoder, Jonathan K ; Liu, Boying ; Shumway, Richard C. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:146-158.

Full description at Econpapers || Download paper

2017Revitalising the wind power induced merit order effect to reduce wholesale and retail electricity prices in Australia. (2017). Bell, William Paul ; Foster, John ; Hewson, Michael ; Wild, Phillip . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:224-241.

Full description at Econpapers || Download paper

2017Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. (2017). Gong, XU ; Lin, Boqiang . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:315-327.

Full description at Econpapers || Download paper

2017A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model. (2017). Zhang, Xibin ; Smyth, Russell ; Chen, Haotian . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:346-354.

Full description at Econpapers || Download paper

2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

Full description at Econpapers || Download paper

2017Another look on the relationships between oil prices and energy prices. (2017). Shahbaz, Muhammad ; miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine . In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:318-331.

Full description at Econpapers || Download paper

2017Policy implications of considering pre-commitments in U.S. aggregate energy demand system. (2017). Rowland, Christopher S ; Dharmasena, Senarath ; Mjelde, James W. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:406-413.

Full description at Econpapers || Download paper

2017Price and income elasticities of residential energy demand in Germany. (2017). Heindl, Peter ; Schulte, Isabella . In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:512-528.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Apostolos Serletis:


YearTitleTypeCited
1992Consumer Theory and the Demand for Money. In: Journal of Economic Literature.
[Full Text][Citation analysis]
article74
2006Consumer Theory and the Demand for Money.(2006) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
chapter
1992Unit Root Behavior in Energy Futures Prices In: The Energy Journal.
[Full Text][Citation analysis]
article31
1992Unit root behavior in energy futures prices.(1992) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
1994Business Cycles and the Behavior of Energy Prices In: The Energy Journal.
[Full Text][Citation analysis]
article3
1994Business cycles and the behavior of energy prices.(1994) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2007Business Cycles and the Behavior of Energy Prices.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
chapter
1997Is There an East-West Split in North American Natural Gas Markets? In: The Energy Journal.
[Full Text][Citation analysis]
article18
1997Is there an East-West split in North-American natural gas markets?.(1997) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1999The North American Natural Gas Liquids Markets are Chaotic In: The Energy Journal.
[Full Text][Citation analysis]
article11
1998The North American Natural Gas Liquids Markets are Chaotic..(1998) In: Calgary - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
1999The North American natural gas liquids markets are chaotic.(1999) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2007The North American Natural Gas Liquids Markets are Chaotic.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
chapter
2007Informational Efficiency and Interchange Transactions in Albertas Electricity Market In: The Energy Journal.
[Full Text][Citation analysis]
article3
2010International Evidence on Sectoral Interfuel Substitution In: The Energy Journal.
[Full Text][Citation analysis]
article15
2013Oil Price Uncertainty and Industrial Production In: The Energy Journal.
[Full Text][Citation analysis]
article5
2016Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms In: The Energy Journal.
[Full Text][Citation analysis]
article0
2015Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2007Episodic Nonlinear Event Detection in the Canadian Exchange Rate In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article11
1995Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money. In: Journal of Business & Economic Statistics.
[Citation analysis]
article14
1988Translog Flexible Functional Forms and Substitutability of Monetary Assets. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1988The Empirical Relationship between Money, Prices, and Income Revisite d. In: Journal of Business & Economic Statistics.
[Citation analysis]
article5
1991Exports and GNP Causality in the Industrial Countries: 1950-1985. In: Kyklos.
[Citation analysis]
article15
1997Common Stochastic Trends and Convergence of European Union Stock Markets. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article48
2003Bounds Tests of the Gibson Paradox and the Fisher Effect: Evidence from Low-Frequency International Data In: Manchester School.
[Full Text][Citation analysis]
article12
2005Business cycles and natural gas prices In: OPEC Energy Review.
[Full Text][Citation analysis]
article11
2007Business Cycles and Natural Gas Prices.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
chapter
2006Futures trading and the storage of North American natural gas In: OPEC Energy Review.
[Full Text][Citation analysis]
article3
2007Futures Trading and the Storage of North American Natural Gas.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
chapter
2006Returns and volatility in the NYMEX Henry Hub natural gas futures market In: OPEC Energy Review.
[Full Text][Citation analysis]
article4
2007Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
chapter
1999On the Gibson Paradox. In: Review of International Economics.
[Citation analysis]
article1
1999The Foreign Indebtedness of Moderately and Severely-Indebted Developing Countries In: South African Journal of Economics.
[Full Text][Citation analysis]
article1
2006Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Albertas Deregulated Markets In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article11
2007Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Albertas Deregulated Markets.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
chapter
2006Randomly Modulated Periodic Signals in Albertas Electricity Market In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article1
2007Randomly Modulated Periodic Signals in Albertas Electricity Market.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
chapter
2006Threshold Random Walks in the U.S. Stock Market In: Working Papers.
[Full Text][Citation analysis]
paper0
1992The Random Walk in Canadian Output. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article14
1996Government Activities and Tests of the Long-Run Implications of the Neoclassical Growth Model for Canada. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article9
1996Is There Chaos in Economic Time Series? In: Canadian Journal of Economics.
[Citation analysis]
article1
1998Electoral and Partisan Cycle Regularities in Canada In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article14
2002Semi-non-parametric estimates of substitution for Canadian monetary assets In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article4
2012The Demand for Gasoline: Evidence from Household Survey Data In: Working Papers.
[Full Text][Citation analysis]
paper7
2014THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2002Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions In: Working Papers.
[Full Text][Citation analysis]
paper25
2014Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions.(2014) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2013Imposing Theoretical Regularity on Flexible Functional Forms In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Imposing Theoretical Regularity on Flexible Functional Forms.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2013Undesirable Outputs and a Primal Divisia Productivity Index Based on the Directional Output Distance Function In: Working Papers.
[Full Text][Citation analysis]
paper8
2014Undesirable outputs and a primal Divisia productivity index based on the directional output distance function.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2014Energy Markets Volatility Modelling using GARCH In: Working Papers.
[Full Text][Citation analysis]
paper31
2014Energy markets volatility modelling using GARCH.(2014) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2014Introduction to Macroeconomic Dynamics Special Issue on Complexity in Economic Systems In: Working Papers.
[Full Text][Citation analysis]
paper1
2016INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON COMPLEXITY IN ECONOMIC SYSTEMS.(2016) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014A Note on Leverage and the Macroeconomy In: Working Papers.
[Full Text][Citation analysis]
paper2
2016A NOTE ON LEVERAGE AND THE MACROECONOMY.(2016) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2014Introduction to Internally Consistent Modeling, Aggregation, Inference, and Policy In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Stochastic Volatility Demand Systems In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Oil, Uncertainty, and Gasoline Prices In: Working Papers.
[Full Text][Citation analysis]
paper2
2015Monetary Neutrality In: Working Papers.
[Full Text][Citation analysis]
paper0
2015User Costs, the Financial Firm, and Monetary and Regulatory Policy In: Working Papers.
[Citation analysis]
paper1
2015Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks? In: Working Papers.
[Full Text][Citation analysis]
paper4
2016Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?.(2016) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2016Volatility and a Century of Energy Markets Dynamics In: Working Papers.
[Full Text][Citation analysis]
paper3
2016Volatility and a century of energy markets dynamics.(2016) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2016Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Money, Velocity, and the Stock Market In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Money, Velocity, and the Stock Market.(2016) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016Monetary and Fiscal Policy Switching with Time-Varying Volatilities In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Monetary and fiscal policy switching with time-varying volatilities.(2016) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016Communication Frictions, Sentiments, and Nonlinear Business Cycles In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Financial Frictions and the Fiscal Theory of Price Level Determination In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Financial Frictions and the Fiscal Theory of Price Level Determination.(2017) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016Monetary Policy and Leverage Shocks In: Working Papers.
[Full Text][Citation analysis]
paper0
2001150 Years of the Oil Price-Macroeconomy Relationship In: Working Papers.
[Citation analysis]
paper0
2002How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market? In: Working Papers.
[Full Text][Citation analysis]
paper1
2017How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?.(2017) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2006VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article11
2007A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article6
2005A Note on Imposing Local Curvature on Generalized Leontief Models.(2005) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2005A Note on Imposing Local Curvature in Generalized Leontief Models.(2005) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2007FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article10
2008NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2009A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2010SEMI-NONPARAMETRIC ESTIMATES OF CURRENCY SUBSTITUTION BETWEEN THE CANADIAN DOLLAR AND THE U.S. DOLLAR In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2011INTRODUCTION TO OIL PRICE SHOCKS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article7
2011VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article9
2011THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article29
2013PUBLIC INFRASTRUCTURE AND EXTERNALITIES IN U.S. MANUFACTURING: EVIDENCE FROM THE PRICE-AUGMENTING AIM COST FUNCTION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article1
2013THE CASE FOR DIVISIA MONEY TARGETING In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article16
2015NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article11
2012NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS.(2012) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2012Nonlinear and Complex Dynamics in Economics.(2012) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2012Nonlinear and Complex Dynamics in Economics.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
1997Nonlinear and Complex Dynamics in Economics.(1997) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
1997RESOLVING THE LIQUIDITY PUZZLE In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article5
1997Resolving the Liquidity Puzzle..(1997) In: Calgary - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2004ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article5
2005SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article11
2006Semi-Nonparametric Estimates of the Demand for Money in the United States.(2006) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
chapter
1992Export growth and Canadian economic development In: Journal of Development Economics.
[Full Text][Citation analysis]
article35
2000Martingales, nonlinearity, and chaos In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article44
2012MARTINGALES, NONLINEARITY, AND CHAOS.(2012) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
1998Martingales, Nonlinearity, and Chaos.(1998) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2003Long-run Phillips-type trade-offs in European Union countries In: Economic Modelling.
[Full Text][Citation analysis]
article14
2015Nonlinearities and financial contagion in Latin American stock markets In: Economic Modelling.
[Full Text][Citation analysis]
article0
1994Breaking trend functions in the velocity of money: Evidence from the United States and Canada In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article2
1998Monetary aggregation, rational expectations, and the demand for money in the United States In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2012Imposing local curvature in the QUAIDS In: Economics Letters.
[Full Text][Citation analysis]
article1
1988New tests of the theory of optimal seigniorage In: Economics Letters.
[Full Text][Citation analysis]
article0
1992Output trends in EC countries and the implications for transition to monetary union In: Economics Letters.
[Full Text][Citation analysis]
article2
1996Empirical evidence on the long-run neutrality hypothesis using low-frequency international data In: Economics Letters.
[Full Text][Citation analysis]
article21
1996International evidence on the cyclical behavior of inflation In: Economics Letters.
[Full Text][Citation analysis]
article2
2004The welfare cost of inflation in Canada and the United States In: Economics Letters.
[Full Text][Citation analysis]
article10
2008Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions In: Journal of Econometrics.
[Full Text][Citation analysis]
article19
2008Consumer preferences and demand systems In: Journal of Econometrics.
[Full Text][Citation analysis]
article41
2008Consumer preferences and demand systems.(2008) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2008Consumer preferences and demand systems.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2010A primal Divisia technical change index based on the output distance function In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2010A Primal Divisia Technical Change Index Based on the Output Distance Function.(2010) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1990A dispersion-dependency diagnostic test for aggregation error : With applications to monetary economics and income distribution In: Journal of Econometrics.
[Full Text][Citation analysis]
article16
1991Rational expectations, risk and efficiency in energy futures markets In: Energy Economics.
[Full Text][Citation analysis]
article17
1992Maturity effects in energy futures In: Energy Economics.
[Full Text][Citation analysis]
article14
1994A cointegration analysis of petroleum futures prices In: Energy Economics.
[Full Text][Citation analysis]
article32
1998The cyclical behavior of monthly NYMEX energy prices In: Energy Economics.
[Full Text][Citation analysis]
article5
1997The Cyclical Behavior of Monthly NYMEX Energy Prices..(1997) In: Calgary - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2007The Cyclical Behavior of Monthly NYMEX Energy Prices.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
chapter
1999The message in North American energy prices In: Energy Economics.
[Full Text][Citation analysis]
article55
2007The Message in North American Energy Prices.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
chapter
2004Random fractal structures in North American energy markets In: Energy Economics.
[Full Text][Citation analysis]
article29
2007Random Fractal Structures in North American Energy Markets.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
chapter
2004Testing for common features in North American energy markets In: Energy Economics.
[Full Text][Citation analysis]
article51
2007Testing for Common Features in North American Energy Markets.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
chapter
2007Episodic nonlinearity and nonstationarity in Albertas power and natural gas markets In: Energy Economics.
[Full Text][Citation analysis]
article4
2008Semi-nonparametric estimates of interfuel substitution in U.S. energy demand In: Energy Economics.
[Full Text][Citation analysis]
article14
2008Quantifying multiscale inefficiency in electricity markets In: Energy Economics.
[Full Text][Citation analysis]
article17
2009Energy sector pricing: On the role of neglected nonlinearity In: Energy Economics.
[Full Text][Citation analysis]
article20
2009Oil price uncertainty in Canada In: Energy Economics.
[Full Text][Citation analysis]
article18
2010Interfuel substitution in the United States In: Energy Economics.
[Full Text][Citation analysis]
article25
2010The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach In: Energy Economics.
[Full Text][Citation analysis]
article36
2011International evidence on aggregate short-run and long-run interfuel substitution In: Energy Economics.
[Full Text][Citation analysis]
article14
2012Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model In: Energy Economics.
[Full Text][Citation analysis]
article15
2017Electricity prices, large-scale renewable integration, and policy implications In: Energy Policy.
[Full Text][Citation analysis]
article1
2016Electricity Prices, Large-Scale Renewable Integration, and Policy Implications.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2002Bounds tests of the theory of purchasing power parity In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article10
2004Long-horizon regression tests of the theory of purchasing power parity In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article11
2005Rational bubbles or persistent deviations from market fundamentals? In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article44
2010Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article48
2009Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity.(2009) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
1989Velocity and the growth of money in the United States, 1970-1985 In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article4
1991Modeling the demand for consumption goods and liquid assets In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article1
1993The role of money in Canada In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article6
1994Testing the long-run implications of the neoclassical growth model for Canada In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article10
1997Breaking Trend Functions in Real Exchange Rates: Evidence from Seventeen OECD Countries In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article28
2005Microeconometrics and measurement matters: Some results from monetary economics for Canada In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article1
2006Univariate tests for nonlinear structure In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article15
2006Chaotic monetary dynamics with confidence In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article9
2006Comments on Singularity bifurcations by Yijun He and William A. Barnett In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2009The effects of exchange rate uncertainty on exports In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article13
2010Consumption effects of government purchases In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
1987The demand for divisia M1, M2, and M3 in the United States In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article1
1998Electoral and Partisan Cycle Regularities: A Cointegration Test In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article8
1999On the Fisher effect In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article59
1998On the Fisher Effect..(1998) In: Calgary - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 59
paper
2007The Hurst exponent in energy futures prices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article36
2007Detecting signatures of stochastic self-organization in US money and velocity measures In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
1997Chaos in East European black market exchange rates In: Research in Economics.
[Full Text][Citation analysis]
article14
1997Chaos in East European Black-Market Exchange Rates..(1997) In: Calgary - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 14
paper
2008Long memory in energy futures prices In: Review of Financial Economics.
[Full Text][Citation analysis]
article61
2017Financial intermediary leverage spillovers In: Research in International Business and Finance.
[Full Text][Citation analysis]
article0
2007The Feldstein-Horioka puzzle in an ARIMA framework In: Journal of Economic Studies.
[Full Text][Citation analysis]
article3
2009Forecasting in inefficient commodity markets In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2009The effects of inflation uncertainty: some international evidence In: Journal of Economic Studies.
[Full Text][Citation analysis]
article2
2010Purchasing power parity over a century In: Journal of Economic Studies.
[Full Text][Citation analysis]
article4
2015Recent Evolutions of Oil and Commodity Prices In: Review of Environment, Energy and Economics - Re3.
[Full Text][Citation analysis]
article0
1996Nominal stylized facts of U. S. business cycles In: Review.
[Full Text][Citation analysis]
article15
2006Nominal Stylized Facts of U.S. Business Cycles.(2006) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
chapter
1996The sensitivity of empirical studies to alternative measures of the monetary base and reserves In: Review.
[Full Text][Citation analysis]
article0
2000Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks In: Working Papers.
[Full Text][Citation analysis]
paper7
1988A MICROECONOMIC SYSTEM-WIDE APPROACH TO MODELING THE DEMAND FOR CONSUMPTION GOODS AND LIQUID ASSETS In: Calgary - Department of Economics.
[Citation analysis]
paper0
1997International Evidence on the Neutrality of Money In: Calgary - Department of Economics.
[Citation analysis]
paper38
1998International Evidence on the Neutrality of Money..(1998) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 38
article
1997Testing for Government Spending Convergence Across Canadian Provinces. In: Calgary - Department of Economics.
[Citation analysis]
paper0
2017The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2010Forecast evaluation in daily commodities futures markets In: International Journal of Financial Markets and Derivatives.
[Full Text][Citation analysis]
article0
2001An empirical comparison of flexible demand system functional forms In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article35
2006An Empirical Comparison of Flexible Demand System Functional Forms.(2006) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
chapter
2009Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article17
2005Nonlinear and Complex Dynamics in Real Systems In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]
paper5
2005Nonlinear and Complex Dynamics in Real Systems.(2005) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2009Measuring Consumer Preferences and Estimating Demand Systems. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]
paper36
2008Measuring Consumer Preferences and Estimating Demand Systems.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2009The Differential Approach to Demand Analysis and the Rotterdam Model. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]
paper3
2008The Differential Approach to Demand Analysis and the Rotterdam Model.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2009The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR In: Open Economies Review.
[Full Text][Citation analysis]
article2
2011Inflation and Welfare in Latin America In: Open Economies Review.
[Full Text][Citation analysis]
article1
2012Episodic Nonlinearity in Leading Global Currencies In: Open Economies Review.
[Full Text][Citation analysis]
article5
2010Episodic Nonlinearity in Leading Global Currencies.(2010) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2013Interest Rates, Leverage, and Money In: Open Economies Review.
[Full Text][Citation analysis]
article5
2015On the Output Effects of Monetary Variability In: Open Economies Review.
[Full Text][Citation analysis]
article4
1986Divisia Aggregation and Substitutability among Monetary Assets. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article6
2006Divisia Aggregation and Substitutability Among Monetary Assets.(2006) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
chapter
1991The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article10
2010Oil Price Uncertainty In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article120
2012Oil Price Uncertainty.(2012) In: World Scientific Books.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
book
2001Monetary Aggregation and the Neutrality of Money. In: Economic Inquiry.
[Citation analysis]
article2
2006Monetary Aggregation and the Neutrality of Money.(2006) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
chapter
1999International Evidence on the Tax- and Revenue-Smoothing Hypotheses. In: Oxford Economic Papers.
[Citation analysis]
article15
2005The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2000Output growth and the variability of exports and imports growth: international evidence from Granger causality tests In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2006Panel Data Evidence on the Demand for Money In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article0
2006Cross-country Evidence on the Demand for Money In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article0
2004External and Domestic Growth Forces in the Performance of European Union Economies In: Economia Internazionale / International Economics.
[Citation analysis]
article0
2003Political and Economic Dimensions of the European Union Expansion In: Economia Internazionale / International Economics.
[Citation analysis]
article0
2001Structural Characteristics of the Maastricht Convergence Criteria In: Economia Internazionale / International Economics.
[Citation analysis]
article1
1993International Capital Mobility and the Long-Run Investrnent and Saving in Canada In: Economia Internazionale / International Economics.
[Citation analysis]
article7
1991The Post-War Aggregate Production Function in Canada: 1946-1988 In: Economia Internazionale / International Economics.
[Citation analysis]
article0
1991A Time-Series Analysis of the Relationship Between Government Expenditure and Gdp in Canada In: Public Finance Review.
[Full Text][Citation analysis]
article9
1987On the Demand for Money in the United States. In: Empirical Economics.
[Citation analysis]
article4
1994Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article6
2005The welfare cost of inflation in Italy In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2007On the welfare cost of inflation in Europe In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
1996Testing for deterministic nonlinear dependence in the australian dollar-US dollar exchange rate series In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2000Purchasing power parity, nonlinearity and chaos In: Applied Financial Economics.
[Full Text][Citation analysis]
article22
2005Long swings in the Canadian dollar In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2006Monetary aggregation, inflation, and welfare In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2006Monetary Aggregation, Inflation, and Welfare.(2006) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
chapter
2007Financial structure and economic growth: the role of heterogeneity In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2009Testing for causality in the transmission of Eurodollar and US interest rates In: Applied Financial Economics.
[Full Text][Citation analysis]
article4
2015Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2009On interfuel substitution : some international evidence In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
paper11
2005The Theory of Monetary Aggregation (book front matter) In: Macroeconomics.
[Full Text][Citation analysis]
paper79
2006Money and the Economy In: World Scientific Books.
[Full Text][Citation analysis]
book0
2007Quantitative and Empirical Analysis of Energy Markets In: World Scientific Books.
[Full Text][Citation analysis]
book0
2012Quantitative and Empirical Analysis of Energy Markets.(2012) In: World Scientific Books.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
book
2012Interfuel Substitution In: World Scientific Books.
[Full Text][Citation analysis]
book0
2007Power Trade on the Alberta-BC Interconnection In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2007Imports, Exports, and Prices in Albertas Deregulated Power Market In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2007Cointegration Analysis of Power Prices in the Western North American Markets In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2006Chaotic Analysis of U.S. Money and Velocity Measures In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team