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~person:"Serletis, Apostolos"
~subject:"Crude oil"
~subject:"Financial market"
~subject:"Low-interest-rate policy"
~subject:"VAR model"
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Search: subject:"ARCH model"
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Crude oil
Financial market
Low-interest-rate policy
VAR model
ARCH model
32
ARCH-Modell
32
Volatility
20
Volatilität
20
Oil price
12
Ölpreis
12
Theorie
8
Theory
8
VAR-Modell
7
Estimation
6
GARCH-in-Mean model
6
Schätzung
6
Finanzmarkt
5
Inflation expectations
5
Inflationserwartung
5
Spillover effect
5
Spillover-Effekt
5
Markov chain
4
Markov-Kette
4
Oil market
4
Ölmarkt
4
Asymmetric BEKK model
3
Electricity price
3
Energiemarkt
3
Energy market
3
Erdgas
3
GARCH
3
GARCH-in-mean model
3
Geldmenge
3
Industrialized countries
3
Industrieländer
3
Inflation
3
Money supply
3
Multivariate Verteilung
3
Multivariate distribution
3
Natural gas
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13
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Serletis, Apostolos
Lütkepohl, Helmut
21
McAleer, Michael
17
Andersen, Torben
8
Caporale, Guglielmo Maria
8
Onorante, Luca
8
Paesani, Paolo
8
Allen, David E.
6
Asai, Manabu
6
Bollerslev, Tim
6
Elder, John
6
Milunovich, George
6
Rahman, Sajjadur
6
Schlaak, Thore
6
Chen, Cathy W. S.
5
Francq, Christian
5
Gupta, Rangan
5
Hamori, Shigeyuki
5
Mittnik, Stefan
5
Nguyen, Duc Khuong
5
Paolella, Marc S.
5
Pelloni, Gianluigi
5
Polasek, Wolfgang
5
Powell, Robert
5
Shephard, Neil G.
5
Teräsvirta, Timo
5
Velinov, Anton
5
Xu, Dinghai
5
Aye, Goodness C.
4
Bouri, Elie
4
Brooks, Robert
4
Do, Hung Xuan
4
Engle, Robert F.
4
Hammoudeh, Shawkat
4
Kočenda, Evžen
4
Kumar, Dilip
4
Maghyereh, Aktham I.
4
Papadamou, Stephanos
4
Pohlmeier, Winfried
4
Schoffer, Olaf
4
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Macroeconomic dynamics
4
Energy economics
2
Open economies review
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Discussion paper / Department of Business and Management Science
1
Research in international business and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The energy journal
1
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ECONIS (ZBW)
13
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1
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
2
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
Saved in:
3
The zero lower bound and market spillovers : evidence from the G7 and Norway
Kyritsis, Evangelos
;
Serletis, Apostolos
-
2017
Persistent link: https://www.econbiz.de/10011661687
Saved in:
4
150 years of the oil price-macroeconomy relationship
Serletis, Apostolos
;
Mehmandosti, Elaheh Asadi
- In:
Macroeconomic dynamics
23
(
2019
)
3
,
pp. 1302-1311
Persistent link: https://www.econbiz.de/10012126896
Saved in:
5
Volatility in the cryptocurrency market
Liu, Jinan
;
Serletis, Apostolos
- In:
Open economies review
30
(
2019
)
4
,
pp. 779-811
Persistent link: https://www.econbiz.de/10012155631
Saved in:
6
The zero lower bound and market spillovers : evidence from the G7 and Norway
Kyritsis, Evangelos
;
Serletis, Apostolos
- In:
Research in international business and finance
44
(
2018
),
pp. 100-123
Persistent link: https://www.econbiz.de/10011983017
Saved in:
7
Oil, uncertainty, and gasoline prices
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 546-561
Persistent link: https://www.econbiz.de/10011916647
Saved in:
8
The zero lower bound and crude oil and financial markets spillovers
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 654-665
Persistent link: https://www.econbiz.de/10011916669
Saved in:
9
Energy markets volatility modelling using GARCH
Efimova, Olga
;
Serletis, Apostolos
- In:
Energy economics
43
(
2014
),
pp. 264-273
Persistent link: https://www.econbiz.de/10010504818
Saved in:
10
Oil price uncertainty and industrial production
Pinno, Karl
;
Serletis, Apostolos
- In:
The energy journal
34
(
2013
)
3
,
pp. 191-216
Persistent link: https://www.econbiz.de/10009771862
Saved in:
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