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Crude oil and biofuel agricultural commodity prices

Coronado, Semei; Rojas, Omar; Romero, Rafael; Serletis, … - In: Uncertainty, expectations and asset price dynamics : …, (pp. 107-123). 2018

Persistent link: https://www.econbiz.de/10012015041

The cyclical behavior of monthly NYMEX energy prices

Serletis, Apostolos; Kemp, Todd - In: Energy economics 20 (1998) 3, pp. 265-271

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Special issue on Dynamics of oil and commodities prices

Manera, Matteo (ed.); Serletis, Apostolos (ed.) - 2018

Persistent link: https://www.econbiz.de/10011916639

Introduction to Macroeconomic dynamics Special issue on dynamics of oil and commodities prices

Manera, Matteo; Serletis, Apostolos - In: Macroeconomic dynamics 22 (2018) 3, pp. 541-545

Persistent link: https://www.econbiz.de/10011916642

The Ethanol Mandate and Crude Oil and Biofuel Agricultural Commodity Price Dynamics

Serletis, Apostolos - 2018

We investigate mean and volatility spillovers between the crude oil market and the main biofuel feedstock markets (corn, soybean, and sugar). In doing so, we estimate a four-variable vector error correction (VEC) GARCH-in-Mean model with a BEKK representation for the variance equation, and also...

Persistent link: https://www.econbiz.de/10012915231

Humps in the volatility structure of the crude oil futures market : new evidence

Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: Energy economics 40 (2013), pp. 989-1000

Persistent link: https://www.econbiz.de/10010355994

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

The price-volume relationship in the crude oil futures market : some results based on linear and nonlinear causality testing

Moosa, Imad A.; Silvapulle, Paramsothy - In: International review of economics & finance : IREF 9 (2000) 1, pp. 11-30

Persistent link: https://www.econbiz.de/10001481115

Testing for temporal asymmetry in the price-volume relationship

Moosa, Imad A.; Silvapulle, Paramsothy; Silvapulle, … - In: Bulletin of economic research 55 (2003) 4, pp. 373-389

Persistent link: https://www.econbiz.de/10001837873

Arbitrage, hedging, speculation and the pricing of crude oil futures contracts

Moosa, Imad A. - In: Keio economic studies 37 (2000) 1, pp. 53-61

Persistent link: https://www.econbiz.de/10001525003