Apostolos Serletis : Citation Profile


Are you Apostolos Serletis?

University of Calgary

31

H index

86

i10 index

3485

Citations

RESEARCH PRODUCTION:

214

Articles

77

Papers

4

Books

63

Chapters

RESEARCH ACTIVITY:

   36 years (1986 - 2022). See details.
   Cites by year: 96
   Journals where Apostolos Serletis has often published
   Relations with other researchers
   Recent citing documents: 446.    Total self citations: 135 (3.73 %)

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   Permalink: http://citec.repec.org/pse31
   Updated: 2022-07-02    RAS profile: 2022-05-27    
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Relations with other researchers


Works with:

Isakin, Maksim (4)

Kyritsis, Evangelos (3)

Azad, Nahiyan Faisal (3)

Hossain, A. K. M. Nurul (2)

Балашова, Светлана (2)

Manera, Matteo (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 (254)

GUPTA, RANGAN (92)

Filis, George (47)

Gil-Alana, Luis (40)

Wang, Yudong (40)

Degiannakis, Stavros (39)

Chauvet, Marcelle (36)

Jones, Barry (32)

Wohar, Mark (29)

JAWADI, Fredj (27)

Ftiti, Zied (27)

Cites to:

Barnett, William (304)

Diewert, Walter (89)

Hamilton, James (54)

Kilian, Lutz (54)

Engle, Robert (43)

Elder, John (41)

Gallant, A. (40)

Phillips, Peter (39)

Dickey, David (34)

Bollerslev, Tim (34)

Perron, Pierre (33)

Main data


Where Apostolos Serletis has published?


Journals with more than one article published# docs
Macroeconomic Dynamics26
Energy Economics19
Open Economies Review16
Journal of Macroeconomics14
The Energy Journal9
Economia Internazionale / International Economics7
Economics Letters7
Chaos, Solitons & Fractals7
Canadian Journal of Economics5
The Journal of Economic Asymmetries5
Journal of Econometrics5
Applied Financial Economics5
Journal of Economic Dynamics and Control4
Journal of Banking & Finance4
Journal of Economic Studies4
Economic Modelling4
Journal of Money, Credit and Banking4
Journal of Money, Credit and Banking4
Econometric Reviews3
OPEC Energy Review3
Applied Economics Letters3
Journal of Business & Economic Statistics3
The North American Journal of Economics and Finance3
Studies in Nonlinear Dynamics & Econometrics3
Empirical Economics3
Research in International Business and Finance2
Physica A: Statistical Mechanics and its Applications2
Journal of Applied Econometrics2
International Journal of Finance & Economics2
Manchester School2
Journal of Commodity Markets2
Oxford Bulletin of Economics and Statistics2
Review2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Calgary36
MPRA Paper / University Library of Munich, Germany10
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics7
Econometrics / University Library of Munich, Germany3
GE, Growth, Math methods / University Library of Munich, Germany2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
Discussion Papers / Norwegian School of Economics, Department of Business and Management Science2

Recent works citing Apostolos Serletis (2022 and 2021)


YearTitle of citing document
2022The impact of foreign direct investment on the economy of Bangladesh: A time-series analysis. (2022). Islam, Mohammed Saiful ; al Faisal, Mohammad Abdullah. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:123-142.

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2021On the Water-Energy-Food Nexus: Is there Multivariate Convergence?. (2021). Bollino, Carlo Andrea ; Galeotti, Marzio. In: FEEM Working Papers. RePEc:ags:feemwp:309919.

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2021Gauging the Market Potential for Natural Gas Among Philippine Manufacturing Firms. (2021). Ravago, Majah-Leah ; Kathleen, J ; Frias, Renzi G ; Robert, Karl ; Fabella, Raul V. In: Department of Economics, Ateneo de Manila University, Working Paper Series. RePEc:agy:dpaper:202105.

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2020A study on the leverage effect on financial series using a TAR model: a Bayesian approach. (2020). Nieto, Fabio ; Espinosa, Oscar. In: Papers. RePEc:arx:papers:2002.05319.

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2020Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780.

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2020How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Papers. RePEc:arx:papers:2010.00212.

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2020A Semi-Parametric Bayesian Generalized Least Squares Estimator. (2020). Weeks, Melvyn ; Wu, Ruochen. In: Papers. RePEc:arx:papers:2011.10252.

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2020Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach. (2020). Lee, Kyungsub ; Jang, Hyun Jin. In: Papers. RePEc:arx:papers:2012.04181.

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2020The Economics of Variable Renewables and Electricity Storage. (2020). Schill, Wolf-Peter ; L'Opez, Javier. In: Papers. RePEc:arx:papers:2012.15371.

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2021Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket. (2021). Paquet, Eric ; Soleymani, Farzan. In: Papers. RePEc:arx:papers:2105.08664.

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2022On the Dynamics of Solid, Liquid and Digital Gold Futures. (2022). Matsui, Toshiko ; Knottenbelt, William J ; Al-Ali, Ali. In: Papers. RePEc:arx:papers:2202.09845.

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2022Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834.

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2020Government Bond Market Integration in ASEAN Countries. (2020). Zhuo, Juanjuan ; Kumamoto, Masao. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:289-312.

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2021Crude Oil Prices and COVID-19 - Persistence of the Shock. (2021). Monge, Manuel ; Gil-Alana, Luis A. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:25.

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2021Economic growth and government expenditure – evidence of Wagner’s Law in some EU countries. (2021). Tanchev, Stoyan. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:1:p:72-87.

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2022Consumer choices with wealth preferences and separation of consumption and payment. (2022). st Aubyn, Carolyn. In: BCAM Working Papers. RePEc:bbk:bbkcam:2201.

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2020INDUSTRIAL PRODUCTION INDEX - CRUDE OIL PRICE NEXUS: RUSSIA, KAZAKHSTAN AND AZERBAIJAN. (2020). Unal, Aye E ; Kaplan, Fatih. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:227:p:119-142.

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2020Are Bigger Banks Better? Firm-Level Evidence from Germany. (2020). Huber, Kilian. In: Working Papers. RePEc:bfi:wpaper:2020-172.

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2021Risk, uncertainty and the tourism sector of North Africa. (2021). Istiak, Khandokar. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:329-342.

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2021On the asymmetric effects of changes in crude oil prices on economic growth: New evidence from Chinas 31 provinces. (2021). Baek, Jungho ; Nam, Soojoong ; Lu, Guimin. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:2:p:328-360.

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2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

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2021AN EXAMINATION OF THE EFFECTS OF ENVIRONMENTAL REGULATIONS ON RETAIL GASOLINE PRICE SEASONALITY. (2021). Davis, Michael C. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:1:p:178-193.

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2022From financial structure to economic growth: Theory, evidence and challenges. (2022). Xu, Guangdong. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12197.

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2022Community banks versus non?community banks: Post the Great Recession. (2022). Mayes, Timothy ; Chen, Sujane ; Fayman, Alex. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:2:n:e12196.

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2021The Industrial Impact of Economic Uncertainty Shocks in Australia. (2021). Vespignani, Joaquin ; Burrell, Hamish. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:3:p:248-271.

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2020Interconnectedness in the Australian National Electricity Market: A Higher?Moment Analysis. (2020). Smyth, Russell ; Nepal, Rabindra ; Do, Hung. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:315:p:450-469.

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2022The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

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2021The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey. (2021). Üçler, Gülbahar ; Bulut, Umit ; Apergis, Nicholas ; Ozsahin, Serife. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:3:p:259-275.

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2020Factor substitution, long‐run growth, and speed of convergence in the one‐sector convex endogenous‐growth model. (2020). Gómez, Manuel ; Gomez, Manuel A. In: Metroeconomica. RePEc:bla:metroe:v:71:y:2020:i:1:p:2-21.

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2022Inference in Misspecified GARCH?M Models. (2022). Smallwood, Aaron D. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:334-355.

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2021Testing the asymmetric effects of exchange rate pass?through in BRICS countries: Does the state of the economy matter?. (2021). Wohar, Mark ; USMAN, OJONUGWA ; Roubaud, David ; Balcilar, Mehmet. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:188-233.

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2021The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0102.

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2020Causal relationships between inflation and inflation uncertainty. (2020). JAWADI, Fredj ; Barnett, William ; William, Barnett ; ZIED, FTITI . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:26:n:4.

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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

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2021Market power and long-term gas contracts: the case of Gazprom in Central and Eastern European Gas Markets. (2021). Chyong, C K ; Aggarwal, D ; Reiner, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2144.

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2021Revisiting the Trade Policy Uncertainty Index. (2021). Hong, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2174.

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2020What can be learned from the free destination option in the LNG imbroglio?. (2020). Massol, Olivier ; Cretti, Anna ; Baba, Amina. In: Working Papers. RePEc:cec:wpaper:2004.

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2020Are bigger banks better? Firm-level evidence from Germany. (2020). Huber, Kilian. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1735.

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2020Are Bigger Banks Better? Firm-Level Evidence from Germany. (2020). Huber, Kilian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8746.

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2020Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012.

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2021Elasticity of Substitution Between Electricity and Non-Electric Energy in the Context of Carbon Neutrality in China. (2021). Peng, Xiujian ; Zhang, Keyu ; Feng, Shenghao. In: Centre of Policy Studies/IMPACT Centre Working Papers. RePEc:cop:wpaper:g-323.

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2020Fisher Effect: An Empirical Re-examination in Case of India. (2020). Kamaiah, Bandi ; Bhat, Sajad Ahmad ; Danish, Shadab ; Adil, Masudul Hasan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00590.

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2021Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey. (2021). Bozma, Gurkan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00827.

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2021Does liquidity matter? Properties of a synthetic divisia monetary aggregate in the euro area. (2001). Stracca, Livio. In: Working Paper Series. RePEc:ecb:ecbwps:20010079.

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2020Long Memory and Stock Market Efficiency: Case of Saudi Arabia. (2020). Lamouchi, Rim Ammar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-5.

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2021Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate. (2021). Lim, Siphat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-16.

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2020Assessing the Effects of Solar and Wind Prices on the Australia Electricity Spot and Options Markets Using a Vector Autoregression Analysis. (2020). Wong, Victor ; Tularam, Gurudeo Anand ; Alsaedi, Yasir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-18.

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2020Stationarity Properties of Renewable Energy Consumption in the Commonwealth of Independent States. (2020). Yasar, Nermin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-23.

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2020Passive Balancing Through Intraday Trading: Whether Interactions Between Short-term Trading and Balancing Stabilize Germany’s Electricity System. (2020). Koch, Christopher ; Maskos, Philipp. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-14.

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2020Consumer Surplus Changing in the Transition from State Natural Monopoly to the Competitive Market in the Electricity Sector in the Developing Countries: Azerbaijan Case. (2020). Gulali, Mayis ; Askerov, Ramil Ramiz ; Salahov, Fariz Rafiq ; Abasova, Samira Tahmazqizi ; Mamedova, Gulnara Vaqifqizi ; Yuzbashiyeva, Gulshen Zahidqizi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-32.

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2020Modeling Consumer and Industry Reaction to Renewable Support Schemes: Empirical Evidence from the USA and Applications for Russia. (2020). Berezin, Andrey ; Gomonov, Konstantin ; Ratner, Svetlana ; Balashova, Svetlana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-19.

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2020Energy Consumption and Economic Growth in Nigeria: A Test of Alternative Specifications. (2020). Ogbuabor, Jonathan Emenike ; Penzin, Dinci J ; Ekeocha, Patterson C. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-47.

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2020Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. (2020). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-21.

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2020Do Oil Price Shocks Give Impact on Financial Performance of Manufacturing Sectors in Indonesia?. (2020). Setiawati, Marla ; Prasetio, Eko Agus ; Sudrajad, Oktofa Yudha ; Wiryono, Sudarso Kaderi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-59.

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2021Effects of Crude Oil Prices Volatility, the Internet and Inflation on Economic Growth in ASEAN-5 Countries: A Panel Autoregressive Distributed Lag Approach. (2021). Tajuddin, Tajuddin ; Rosnawintang, Rosnawintang ; Saidi, La Ode ; Pasrun, Yuwanda Purnamasari ; Adam, Pasrun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-3.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021Accessing the Effect of Renewables on the Wholesale Power Market. (2021). Alam, Mohammad Nure. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-42.

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2021Russian Energy Strategies in the Natural Gas Market for Energy Security. (2021). Geng, Zhe. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-8.

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2021Oil Price Fluctuation and Current Accounts: Exploring Mediation Effects for Oil Importing Nations. (2021). Rashid, Abdul ; Haq, Miraj ul ; Bibi, Salma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-63.

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2021World Oil Price Shocks in Macroeconomic ASEAN +3 Countries: Measurement of Risk Management and Decision-making a Linear Dynamic Panel Approach. (2021). Sani, Ahmad Zaharuddin ; Singagerda, Faurani Santi ; Sanusi, Anuar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-10.

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2020Comovement amongst the demand for New Zealand tourism. (2020). Vatsa, Puneet. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320301092.

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2021The effects of power system flexibility on the efficient transition to renewable generation. (2021). Neetzow, Paul. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316664.

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2022An operational bidding framework for aggregated electric vehicles on the electricity spot market. (2022). Vuik, C ; Pauwels, E J ; Sicurani, O ; Ferreira, A C ; Kootte, M E ; Visser, L R ; Alskaif, T A ; Van Sark, W. G. J. H. M., . In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015403.

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2021Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

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2020Dynamics of the Shapovalov mid-size firm model. (2020). Barnett, William ; Mokaev, Timur N ; Kuznetsov, Nikolay V ; Alexeeva, Tatyana A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306354.

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2021Novel chaotic systems with fractional differential operators: Numerical approaches. (2021). Mohamed, D G ; Al-Mekhlafi, S M ; al -Mekhlafi, S M ; Sweilam, N H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308675.

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2021Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents. (2021). Mokaev, Timur N ; Kuznetsov, Nikolay V ; Alexeeva, Tatyana A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007190.

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2021Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle. (2021). Valcarcel, Victor (Vic) ; chen, zhengyang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001494.

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2022A reconsideration of money growth rules. (2022). Ireland, Peter ; Belongia, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000173.

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2021Are there links between institutional quality, government expenditure, tax revenue and economic growth? Evidence from low-income and lower middle-income countries. (2021). Arvin, Mak ; Nair, Mahendhiran S ; Pradhan, Rudra P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:468-489.

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2021Does COVID-19 pandemic hurt stock prices of solar enterprises?. (2021). Chang, Chun-Ping ; Chen, Xia ; Wei, Runchu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:41-57.

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2022Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Adil, Masudul Hasan ; Ghosh, Taniya ; Barnett, William A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:606-622.

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2021Is uncertainty the same everywhere? Advanced versus emerging economies. (2021). Mallick, Sushanta ; Kumar, Abhishek ; Sinha, Apra. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001139.

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2021Volatility spillovers between food and fuel markets: Do administrative regulations affect the transmission?. (2021). Rude, James ; Qiu, Feng ; An, Henry. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001413.

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2022Is policy causing chaos in the United Kingdom?. (2022). Ghosh, Taniya ; Barnett, William ; Venturi, Beatrice ; Mattana, Paolo ; Bella, Giovanni. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932200013x.

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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

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2020Cross market predictions for commodity prices. (2020). Zhang, Yongmin ; Ding, Shusheng. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:455-462.

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2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

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2021Effects of Saudi Arabia’s economic reforms: Insights from a DSGE model. (2021). Pradhan, Shreekar ; Pierru, Axel ; Manzano, Baltasar ; Galeotti, Marzio ; Blazquez, Jorge. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:145-169.

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2021Are oil prices efficient?. (2021). Mehmood, Fahad ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista ; Gong, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:362-370.

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2020Price effects of steel commodities on worldwide stock market returns. (2020). Vianna, Andre ; Gutierrez, Juan P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301451.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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2020Do alternative energy markets provide optimal alternative investment opportunities?. (2020). Vo, Xuan Vinh ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301674.

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2021The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047.

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2021Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry. (2021). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000255.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2021Oil price shocks and credit spread: Structural effect and dynamic spillover. (2021). Xie, Rui ; Liu, Cenjie ; Jiang, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000905.

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2020Time-varying cointegration with an application to the UK Great Ratios. (2020). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543.

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2020The impact of oil price changes on selected macroeconomic indicators in Azerbaijan. (2020). Neuenkirch, Matthias ; Zulfigarov, Farid. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362520301382.

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2020On a High-Dimensional Model Representation method based on Copulas. (2020). Andrikopoulos, Athanasios ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:967-979.

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2020Measurement of technical inefficiency and total factor productivity growth: A semiparametric stochastic input distance frontier approach and the case of Lithuanian dairy farms. (2020). Baležentis, Tomas ; Baleentis, Tomas ; Sun, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:3:p:1174-1188.

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2021Large portfolio losses in a turbulent market. (2021). Yang, Yang ; Tong, Zhiwei ; Tang, Qihe. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:2:p:755-769.

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2021Oil price uncertainty, CSR and institutional quality: A cross-country evidence. (2021). Nguyen, Dat ; Bach, Dinh Hoang ; Tee, Chwee Ming ; Tran, Vuong Thao. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002450.

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2021The risk premia of energy futures. (2021). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003467.

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2021The Merit-Order Effect on the Swedish bidding zone with the highest electricity flow in the Elspot market. (2021). Damette, Olivier ; Marques, Antonio Cardoso ; Macedo, Daniela Pereira. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003510.

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2021Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704.

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2021The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis. (2021). Szafranek, Karol ; Rubaszek, Michał ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004047.

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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.
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article90
2006Consumer Theory and the Demand for Money.(2006) In: World Scientific Book Chapters.
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1992Unit Root Behavior in Energy Futures Prices In: The Energy Journal.
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1992Unit root behavior in energy futures prices.(1992) In: MPRA Paper.
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2007Unit Root Behavior in Energy Futures Prices.(2007) In: World Scientific Book Chapters.
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1994Business Cycles and the Behavior of Energy Prices In: The Energy Journal.
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1994Business cycles and the behavior of energy prices.(1994) In: MPRA Paper.
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2007Business Cycles and the Behavior of Energy Prices.(2007) In: World Scientific Book Chapters.
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1997Is There an East-West Split in North American Natural Gas Markets? In: The Energy Journal.
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1997Is there an East-West split in North-American natural gas markets?.(1997) In: MPRA Paper.
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2007Is There an East-West Split in North American Natural Gas Markets?.(2007) In: World Scientific Book Chapters.
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1999The North American Natural Gas Liquids Markets are Chaotic In: The Energy Journal.
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1998The North American Natural Gas Liquids Markets are Chaotic..(1998) In: Calgary - Department of Economics.
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1999The North American natural gas liquids markets are chaotic.(1999) In: MPRA Paper.
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2007The North American Natural Gas Liquids Markets are Chaotic.(2007) In: World Scientific Book Chapters.
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2007Informational Efficiency and Interchange Transactions in Albertas Electricity Market In: The Energy Journal.
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2010International Evidence on Sectoral Interfuel Substitution In: The Energy Journal.
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2012International Evidence on Sectoral Interfuel Substitution.(2012) In: World Scientific Book Chapters.
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2013Oil Price Uncertainty and Industrial Production In: The Energy Journal.
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2016Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms In: The Energy Journal.
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2015Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms.(2015) In: Working Papers.
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2019Oil Prices and the Stock Markets: Evidence from High Frequency Data In: The Energy Journal.
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1988MONETARY VELOCITY IN THE UNITED STATES: MONEY GROWTH AND VARIABILITY TESTS ON QUARTERLY AND MONTHLY DATA 1970 - 1985 In: Department of Economics and Business - Archive.
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2007Episodic Nonlinear Event Detection in the Canadian Exchange Rate In: Journal of the American Statistical Association.
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1995Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money. In: Journal of Business & Economic Statistics.
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article18
2006Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money.(2006) In: World Scientific Book Chapters.
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1988Translog Flexible Functional Forms and Substitutability of Monetary Assets. In: Journal of Business & Economic Statistics.
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2006Translog Flexible Functional Forms and Substitutability of Monetary Assets.(2006) In: World Scientific Book Chapters.
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1988The Empirical Relationship between Money, Prices, and Income Revisite d. In: Journal of Business & Economic Statistics.
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2006The Empirical Relationship Between Money, Prices, and Income Revisited.(2006) In: World Scientific Book Chapters.
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2019Communication frictions, sentiments, and nonlinear business cycles In: International Journal of Economic Theory.
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2016Communication Frictions, Sentiments, and Nonlinear Business Cycles.(2016) In: Working Papers.
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1991Exports and GNP Causality in the Industrial Countries: 1950–1985 In: Kyklos.
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1997Common Stochastic Trends and Convergence of European Union Stock Markets. In: The Manchester School of Economic & Social Studies.
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2003Bounds Tests of the Gibson Paradox and the Fisher Effect: Evidence from Low?Frequency International Data In: Manchester School.
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2021Cryptocurrency shocks In: Manchester School.
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2019Markov Switching Oil Price Uncertainty In: Oxford Bulletin of Economics and Statistics.
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2019Markov Switching Oil Price Uncertainty.(2019) In: Working Papers.
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2021Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy In: Oxford Bulletin of Economics and Statistics.
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2005Business cycles and natural gas prices In: OPEC Energy Review.
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2007Business Cycles and Natural Gas Prices.(2007) In: World Scientific Book Chapters.
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2006Futures trading and the storage of North American natural gas In: OPEC Energy Review.
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2007Futures Trading and the Storage of North American Natural Gas.(2007) In: World Scientific Book Chapters.
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2006Returns and volatility in the NYMEX Henry Hub natural gas futures market In: OPEC Energy Review.
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article7
2007Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market.(2007) In: World Scientific Book Chapters.
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chapter
1999On the Gibson Paradox. In: Review of International Economics.
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article1
1999The Foreign Indebtedness of Moderately and Severely?Indebted Developing Countries In: South African Journal of Economics.
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2006Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Albertas Deregulated Markets In: Studies in Nonlinear Dynamics & Econometrics.
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article22
2007Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Albertas Deregulated Markets.(2007) In: World Scientific Book Chapters.
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2006Randomly Modulated Periodic Signals in Albertas Electricity Market In: Studies in Nonlinear Dynamics & Econometrics.
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2007Randomly Modulated Periodic Signals in Albertas Electricity Market.(2007) In: World Scientific Book Chapters.
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2020Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates In: Studies in Nonlinear Dynamics & Econometrics.
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2006Threshold Random Walks in the U.S. Stock Market In: Working Papers.
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2008Threshold random walks in the US stock market.(2008) In: Chaos, Solitons & Fractals.
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1992The Random Walk in Canadian Output. In: Canadian Journal of Economics.
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article15
1996Government Activities and Tests of the Long-Run Implications of the Neoclassical Growth Model for Canada. In: Canadian Journal of Economics.
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article10
1996Is There Chaos in Economic Time Series? In: Canadian Journal of Economics.
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article5
1998Electoral and Partisan Cycle Regularities in Canada In: Canadian Journal of Economics.
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article18
2002Semi-non-parametric estimates of substitution for Canadian monetary assets In: Canadian Journal of Economics.
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article3
2002Semi?non?parametric estimates of substitution for Canadian monetary assets.(2002) In: Canadian Journal of Economics/Revue canadienne d'économique.
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article
2012The Demand for Gasoline: Evidence from Household Survey Data In: Working Papers.
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2014THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA.(2014) In: Journal of Applied Econometrics.
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2002Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions In: Working Papers.
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2014Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions.(2014) In: Journal of Money, Credit and Banking.
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2013Imposing Theoretical Regularity on Flexible Functional Forms In: Working Papers.
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2015Imposing Theoretical Regularity on Flexible Functional Forms.(2015) In: Econometric Reviews.
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2013Undesirable Outputs and a Primal Divisia Productivity Index Based on the Directional Output Distance Function In: Working Papers.
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2014Undesirable outputs and a primal Divisia productivity index based on the directional output distance function.(2014) In: Journal of Econometrics.
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2014Energy Markets Volatility Modelling using GARCH In: Working Papers.
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2014Energy markets volatility modelling using GARCH.(2014) In: Energy Economics.
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2014Introduction to Macroeconomic Dynamics Special Issue on Complexity in Economic Systems In: Working Papers.
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2016INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON COMPLEXITY IN ECONOMIC SYSTEMS.(2016) In: Macroeconomic Dynamics.
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2014A Note on Leverage and the Macroeconomy In: Working Papers.
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2016A NOTE ON LEVERAGE AND THE MACROECONOMY.(2016) In: Macroeconomic Dynamics.
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2014Introduction to Internally Consistent Modeling, Aggregation, Inference, and Policy In: Working Papers.
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2014Stochastic Volatility Demand Systems In: Working Papers.
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2017Stochastic volatility demand systems.(2017) In: Econometric Reviews.
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2015Oil, Uncertainty, and Gasoline Prices In: Working Papers.
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2018OIL, UNCERTAINTY, AND GASOLINE PRICES.(2018) In: Macroeconomic Dynamics.
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2015Monetary Neutrality In: Working Papers.
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2019MONETARY NEUTRALITY.(2019) In: Macroeconomic Dynamics.
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2015User Costs, the Financial Firm, and Monetary and Regulatory Policy In: Working Papers.
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2018User Costs, the Financial Firm, and Monetary and Regulatory Policy.(2018) In: Working Papers.
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2020USER COSTS, THE FINANCIAL FIRM, AND MONETARY AND REGULATORY POLICY.(2020) In: Macroeconomic Dynamics.
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2015Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks? In: Working Papers.
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2016Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?.(2016) In: Open Economies Review.
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2016Volatility and a Century of Energy Markets Dynamics In: Working Papers.
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2016Volatility and a century of energy markets dynamics.(2016) In: Energy Economics.
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2016Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices In: Working Papers.
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2018INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES.(2018) In: Macroeconomic Dynamics.
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2016Money, Velocity, and the Stock Market In: Working Papers.
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2016Money, Velocity, and the Stock Market.(2016) In: Open Economies Review.
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2016Monetary and Fiscal Policy Switching with Time-Varying Volatilities In: Working Papers.
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2016Monetary and fiscal policy switching with time-varying volatilities.(2016) In: Economics Letters.
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2016Financial Frictions and the Fiscal Theory of Price Level Determination In: Working Papers.
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2017Financial Frictions and the Fiscal Theory of Price Level Determination.(2017) In: Open Economies Review.
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2016Monetary Policy and Leverage Shocks In: Working Papers.
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2017Monetary policy and leverage shocks.(2017) In: International Journal of Finance & Economics.
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2002How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market? In: Working Papers.
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2006VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL In: Macroeconomic Dynamics.
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2007A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS In: Macroeconomic Dynamics.
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2005A Note on Imposing Local Curvature on Generalized Leontief Models.(2005) In: Econometrics.
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2005A Note on Imposing Local Curvature in Generalized Leontief Models.(2005) In: GE, Growth, Math methods.
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2007FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS In: Macroeconomic Dynamics.
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2008NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL In: Macroeconomic Dynamics.
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2009A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION In: Macroeconomic Dynamics.
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2010SEMI-NONPARAMETRIC ESTIMATES OF CURRENCY SUBSTITUTION BETWEEN THE CANADIAN DOLLAR AND THE U.S. DOLLAR In: Macroeconomic Dynamics.
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2011INTRODUCTION TO OIL PRICE SHOCKS In: Macroeconomic Dynamics.
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2011VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS In: Macroeconomic Dynamics.
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2011THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS In: Macroeconomic Dynamics.
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2013PUBLIC INFRASTRUCTURE AND EXTERNALITIES IN U.S. MANUFACTURING: EVIDENCE FROM THE PRICE-AUGMENTING AIM COST FUNCTION In: Macroeconomic Dynamics.
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2013THE CASE FOR DIVISIA MONEY TARGETING In: Macroeconomic Dynamics.
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2015NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS In: Macroeconomic Dynamics.
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2012NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS.(2012) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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1997RESOLVING THE LIQUIDITY PUZZLE In: Macroeconomic Dynamics.
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2019THE DEMAND FOR LIQUID ASSETS: EVIDENCE FROM THE MINFLEX LAURENT DEMAND SYSTEM WITH CONDITIONALLY HETEROSKEDASTIC ERRORS In: Macroeconomic Dynamics.
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