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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

Persistent link: https://www.econbiz.de/10001365765

World commodity prices and economic activity in advanced and emerging economies

Liu, Jinan; Serletis, Apostolos - In: Open economies review 33 (2022) 2, pp. 347-374

Persistent link: https://www.econbiz.de/10013273194

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

On the volatility of commodity futures prices

Clewlow, Les; Kang, Boda; Nikitopoulos, Christina Sklibosios - In: Nonlinear economic dynamics and financial modelling : …, (pp. 315-334). 2014

Persistent link: https://www.econbiz.de/10011286579

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

Economic determinants of oil futures volatility : term structure perspective

Kang, Boda; Nikitopoulos, Christina Sklibosios; … - In: Energy economics 88 (2020), pp. 1-27

Persistent link: https://www.econbiz.de/10012515144