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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
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Energy markets volatility modelling using GARCH
Efimova, Olga; Serletis, Apostolos - In: Energy Economics 43 (2014) C, pp. 264-273
This paper investigates the empirical properties of oil, natural gas, and electricity price volatilities using a range …
Persistent link: https://www.econbiz.de/10011100067
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Measuring and testing natural gas and electricity markets volatility : evidence from Alberta' deregulated markets
Serletis, Apostolos (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10003559119
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Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 108 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
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Volatility and a century of energy markets dynamics
Serletis, Apostolos; Xu, Libo - In: Energy economics 55 (2016), pp. 1-9
Persistent link: https://www.econbiz.de/10011663070
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An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Technological forecasting & social change : an … 186PA (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
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Volatility and dependence in energy markets
Liu, Jinan; Serletis, Apostolos - In: Journal of economics and finance : JEF 47 (2023) 1, pp. 15-37
Persistent link: https://www.econbiz.de/10014227687
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Interactive effects between input and output technical inefficiencies
Esheba, Muna; Serletis, Apostolos - In: Macroeconomic dynamics 27 (2023) 4, pp. 1138-1165
Persistent link: https://www.econbiz.de/10014306716
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Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 127 (2023) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
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Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411
Persistent link: https://www.econbiz.de/10012388354