Apostolos Serletis : Citation Profile


Are you Apostolos Serletis?

University of Calgary

26

H index

69

i10 index

2288

Citations

RESEARCH PRODUCTION:

165

Articles

68

Papers

5

Books

22

Chapters

RESEARCH ACTIVITY:

   32 years (1986 - 2018). See details.
   Cites by year: 71
   Journals where Apostolos Serletis has often published
   Relations with other researchers
   Recent citing documents: 253.    Total self citations: 91 (3.83 %)

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   Permalink: http://citec.repec.org/pse31
   Updated: 2018-12-08    RAS profile: 2018-12-05    
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Relations with other researchers


Works with:

Feng, Guohua (6)

Kyritsis, Evangelos (3)

Gogas, Periklis (2)

Heckman, James (2)

Chang, Dongfeng (2)

Isakin, Maksim (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 (193)

GUPTA, RANGAN (36)

Chauvet, Marcelle (30)

Jones, Barry (25)

Wang, Yudong (24)

Gil-Alana, Luis (24)

Filis, George (23)

Nguyen, Duc Khuong (21)

Lin, Boqiang (20)

Smyth, Russell (20)

Leiva-Leon, Danilo (16)

Cites to:

Barnett, William (186)

Diewert, Walter (69)

Kilian, Lutz (38)

Gallant, A. (37)

Phillips, Peter (30)

Hamilton, James (30)

Engle, Robert (29)

Shahmoradi, Asghar (26)

Dickey, David (24)

Lewbel, Arthur (24)

Elder, John (24)

Main data


Where Apostolos Serletis has published?


Journals with more than one article published# docs
Macroeconomic Dynamics20
Energy Economics19
Journal of Macroeconomics12
Open Economies Review10
The Energy Journal8
Economia Internazionale / International Economics7
Economics Letters7
Journal of Econometrics5
Canadian Journal of Economics5
Applied Financial Economics5
Journal of Money, Credit and Banking4
Journal of Economic Studies4
Journal of Banking & Finance4
OPEC Energy Review3
Econometric Reviews3
Applied Economics Letters3
Journal of Business & Economic Statistics3
Economic Modelling2
Review2
Research in International Business and Finance2
Empirical Economics2
Physica A: Statistical Mechanics and its Applications2
Journal of Applied Econometrics2
Studies in Nonlinear Dynamics & Econometrics2
The North American Journal of Economics and Finance2
The Journal of Economic Asymmetries2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Calgary28
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
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
GE, Growth, Math methods / University Library of Munich, Germany2

Recent works citing Apostolos Serletis (2018 and 2017)


YearTitle of citing document
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2017Polypropylene Price Dynamics: Input Costs or Downstream Demand?. (2017). de Mello, Lurion M ; Ripple, Ronald D. In: The Energy Journal. RePEc:aen:journl:ej38-4-demello.

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2017The Impact of the Fracking Boom on Arab Oil Producers. (2017). Kilian, Lutz. In: The Energy Journal. RePEc:aen:journl:ej38-6-kilian.

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2018Asian Spot Prices for LNG and other Energy Commodities. (2018). Hartley, Peter ; Lan, Yihui ; Alim, Abdullahi . In: The Energy Journal. RePEc:aen:journl:ej39-1-hartley.

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2017Analysis of Substitute Products in the Demand for Food Products in Côte dIvoire. (2017). Beke, Tite Ehuitche. In: Research Papers. RePEc:aer:rpaper:rp_330.

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2018Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Scarcioffolo, Alexandre Ribeiro ; Etienne, Xiaoli L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976.

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2017Costs, size and returns to scale among Canadian and U.S. commercial banks. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274708.

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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.

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

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2018Emergence of Turbulent Epochs in Oil Prices. (2018). Garnier, Josselin ; Solna, Knut. In: Papers. RePEc:arx:papers:1808.09382.

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2018Chaos and Order in the Bitcoin Market. (2018). Garnier, Josselin ; Solna, Knut. In: Papers. RePEc:arx:papers:1809.08403.

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2018How does stock market volatility react to oil shocks?. (2018). Bastianin, Andrea ; Manera, Matteo. In: Papers. RePEc:arx:papers:1811.03820.

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

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2017Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated. (2017). Wong, Tat Wing ; Chiu, Mei Choi. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:987-1023.

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2017Modelling Money Shocks in a Small Open Economy: The Case of Taiwan. (2017). Kelly, Logan ; Binner, Jane M. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i::p:104-120.

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2017The Demand for Divisia Money: Theory and Evidence. (2017). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

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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.

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2017Energy Price Uncertainty and Decreasing Pass-through to Core Inflation. (2017). Pirzada, Ahmed. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:17/681.

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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.

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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.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella Deborah ; Heinlein, Reinhold . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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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.

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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.

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

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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.

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2018Spillovers of monetary policy across borders: International lending of Dutch banks, insurers and pension funds. (2018). de Haan, Leo ; Frost, Jon ; Bonner, Clemens ; Duijm, Patty. In: DNB Working Papers. RePEc:dnb:dnbwpp:609.

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2018Testing the Fisher Effect in the US. (2018). Cai, Yifei. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00307.

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2018Interest Rates, Inflation and Partial Fisher Effects under Nonlinearity: Evidence from Canada. (2018). Ongan, Serdar ; Gocer, Ismet. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00532.

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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.

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2018Public Expenditure and National Income: Time Series Evidence from Nigeria. (2018). Nwude, Chuke E ; Boloupremo, Tarila . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-9.

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2018The Performance of Hybrid ARIMA-GARCH Modeling and Forecasting Oil Price. (2018). Dritsaki, Chaido. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-3.

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2018Can an Energy Futures Index Predict US Stock Market Index Movements?. (2018). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-29.

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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.

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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.

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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.

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2018Measuring substitution in Chinas monetary-assets demand system. (2018). Jin, Man . In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:117-132.

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2018Towards a low carbon economy by removing fossil fuel subsidies?. (2018). Li, Jianglong ; Sun, Chuanwang. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:17-33.

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2018Economic growth and government size in developed European countries: A panel threshold approach. (2018). Hajamini, Mehdi ; Falahi, Mohammad Ali. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:58:y:2018:i:c:p:1-13.

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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.

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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.

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2018Estimating concave substitution possibilities with non-stationary data using the dynamic linear logit demand model. (2018). Considine, Timothy J. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:22-30.

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2018Forecasting the aggregate oil price volatility in a data-rich environment. (2018). Ma, Feng ; Zhang, Yaojie ; Wahab, M. I. M., ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:320-332.

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2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2018Exchange rate volatility and Indias cross-border trade: A pooled mean group and nonlinear cointegration approach. (2018). Sharma, Chandan ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:230-246.

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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.

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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.

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2018Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions. (2018). Atkinson, Scott E ; Tsionas, Mike G ; Primont, Daniel . In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:131-146.

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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.

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

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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.

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2017Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

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2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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

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

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

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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.

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2017Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150.

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2017Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2017). Razafindrabe, Tovonony ; Mignon, Valérie ; Joets, Marc. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:313-326.

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2017Oil consumption subsidy removal in OPEC and other Non-OECD countries: Oil market impacts and welfare effects. (2017). Rosendahl, Knut Einar ; Grimsrud, Kristine ; Aune, Finn Roar ; Storrosten, Halvor Briseid ; EinarRosendahl, Knut ; Lindholt, Lars ; RoarAune, Finn. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:395-409.

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2017Economy-wide effects of international and Russias climate policies. (2017). Orlov, Anton ; Aaheim, Asbjorn. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:466-477.

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2018Relative value arbitrage in European commodity markets. (2018). Hain, Martin ; Uhrig-Homburg, Marliese ; Hess, Julian. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:140-154.

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2018Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade. (2018). Zhang, Dayong ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:33-41.

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2018What drives natural gas prices in the United States? – A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying . In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:79-88.

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2018Quantile hedge ratio for energy markets. (2018). Shrestha, Keshab ; Suresh, Sheena Sara ; Peranginangin, Yessy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:253-272.

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2018Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69.

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2018Improvement pathway of energy consumption structure in Chinas industrial sector: From the perspective of directed technical change. (2018). Shao, Shuai ; Miao, Zhuang ; Yang, Lili. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:166-176.

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2018Forecasting the oil futures price volatility: Large jumps and small jumps. (2018). Liu, Jing ; Zhang, Yaojie ; Yang, KE ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:321-330.

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2018The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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2018The dynamics pattern of price dispersion in retail fuel markets. (2018). Balaguer, Jacint ; Ripolles, Jordi. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:546-564.

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2018On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach. (2018). Balcilar, Mehmet ; Toparli, Elif Akay ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:813-827.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2018Time-varying rare disaster risks, oil returns and volatility. (2018). Demirer, Riza ; Wohar, Mark E ; Suleman, Tahir ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shen, Yifan ; Padinjare, Hari Malamakkavu ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2018Understanding the US natural gas market: A Markov switching VAR approach. (2018). Hou, Chenghan ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:42-53.

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2018Information spillovers and connectedness networks in the oil and gas markets. (2018). Ji, Qiang ; Tiwari, Aviral Kumar ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:71-84.

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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.

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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.

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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.

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2017Prices versus policy: An analysis of the drivers of the primary fossil fuel mix. (2017). Manzano, Baltasar ; Hunt, Lester ; Blazquez, Jorge ; Atalla, Tarek. In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:536-546.

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2017Factor substitution and energy productivity fluctuation in China: A parametric decomposition analysis. (2017). Wang, Qunwei ; Cai, Wanhuan ; Zhang, Cheng. In: Energy Policy. RePEc:eee:enepol:v:109:y:2017:i:c:p:181-190.

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2018The price and income elasticity of Chinas natural gas demand: A multi-sectoral perspective. (2018). Zhang, YI ; Fan, Ying ; Ji, Qiang. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:332-341.

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2018The welfare effects of energy price changes due to energy market reform in Mexico. (2018). Moshiri, Saeed ; Martinez, Miguel Alfonso. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:663-672.

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2018Further evidence on the debate of oil-gas price decoupling: A long memory approach. (2018). Zhang, Dayong ; Ji, Qiang. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:68-75.

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2018Hedging spark spread risk with futures. (2018). Torro, Hipolit ; Martinez, Beatriz. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:731-746.

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2018Estimating temperature effects on the Italian electricity market. (2018). Bigerna, Simona. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:257-269.

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2018The effects of combined-cycle generation and hydraulic fracturing on the price for coal, oil, and natural gas: Implications for carbon taxes. (2018). Kaufmann, Robert ; Hines, Edward. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:603-611.

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2018Slovak electricity market and the price merit order effect of photovoltaics. (2018). Janda, Karel. In: Energy Policy. RePEc:eee:enepol:v:122:y:2018:i:c:p:551-562.

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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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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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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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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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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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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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1988Translog Flexible Functional Forms and Substitutability of Monetary Assets. In: Journal of Business & Economic Statistics.
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1988The Empirical Relationship between Money, Prices, and Income Revisite d. In: Journal of Business & Economic Statistics.
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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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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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2007Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market.(2007) In: World Scientific Book Chapters.
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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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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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2006Threshold Random Walks in the U.S. Stock Market In: Working Papers.
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1992The Random Walk in Canadian Output. In: Canadian Journal of Economics.
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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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1996Is There Chaos in Economic Time Series? In: Canadian Journal of Economics.
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1998Electoral and Partisan Cycle Regularities in Canada In: Canadian Journal of Economics.
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2002Semi-non-parametric estimates of substitution for Canadian monetary assets In: Canadian Journal of Economics.
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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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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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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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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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2016Money, Velocity, and the Stock Market In: Working Papers.
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2016Monetary and fiscal policy switching with time-varying volatilities.(2016) In: Economics Letters.
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2016Communication Frictions, Sentiments, and Nonlinear Business Cycles In: Working Papers.
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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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2001150 Years of the Oil Price-Macroeconomy Relationship In: Working Papers.
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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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2017How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?.(2017) In: Energy Economics.
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2018The Demand for Assets and Optimal Monetary Aggregation In: Working Papers.
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2018International Monetary Policy Spillovers In: Working Papers.
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2018Demand Systems with Heteroscedastic Disturbances In: Working Papers.
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2018Money Supply Volatility and the Macroeconomy 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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1994Breaking trend functions in the velocity of money: Evidence from the United States and Canada In: The North American Journal of Economics and Finance.
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1998Monetary aggregation, rational expectations, and the demand for money in the United States In: The North American Journal of Economics and Finance.
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1996Empirical evidence on the long-run neutrality hypothesis using low-frequency international data In: Economics Letters.
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1996International evidence on the cyclical behavior of inflation In: Economics Letters.
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1991Rational expectations, risk and efficiency in energy futures markets In: Energy Economics.
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1998The cyclical behavior of monthly NYMEX energy prices In: Energy Economics.
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