Similar Search Results

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

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

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

Business Cycles and Hydrocarbon Gas Liquids Prices

Jahan, Sayeeda - 2019

This paper examines the basic stylized facts of hydrocarbon gas liquids (HGL) prices using monthly data for the United States, over the period from 1985:1 to 2018:1. We investigate the cyclical properties of HGL prices, and find that HGL prices are procyclical and mostly lead the cycle of...

Persistent link: https://www.econbiz.de/10012894315