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The effects of exchange rate uncertainty on exports

Rahman, Sajjadur; Serletis, Apostolos - In: Journal of macroeconomics 31 (2009) 3, pp. 500-507

Persistent link: https://www.econbiz.de/10003888906

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

Oil price uncertainty in Canada

Elder, John; Serletis, Apostolos - In: Energy economics 31 (2009) 6, pp. 852-856

Persistent link: https://www.econbiz.de/10003923183

Volatility in oil prices and manufacturing activity : an investigation of real options

Elder, John; Serletis, Apostolos - In: Macroeconomic dynamics 15 (2011), pp. 379-395

Persistent link: https://www.econbiz.de/10009505827

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

Oil price uncertainty and the Canadian economy : evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model

Rahman, Sajjadur; Serletis, Apostolos - In: Energy economics 34 (2012) 2, pp. 603-610

Persistent link: https://www.econbiz.de/10009618675

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

Velocity and the variability of money growth : evidence from a VARMA, GARCH-M model

Serletis, Apostolos; Shahmoradi, Akbar - In: Macroeconomic dynamics 10 (2006) 5, pp. 652-666

Persistent link: https://www.econbiz.de/10003391095

Returns and volatility in the NYMEX Henry Hub natural gas futures markets

Serletis, Apostolos; Shahmoradi, Asghar - In: OPEC review : energy economics and related issues 30 (2006) 3, pp. 171-186

Persistent link: https://www.econbiz.de/10003391108

Money Supply Volatility and the Macroeconomy

Serletis, Apostolos - 2018

This paper extends the ongoing literature on the macroeconomic effects of money supply volatility. We use monthly data for the United States and a bivariate, Markov switching, structural vector error correction (VEC) model that is modified to accommodate GARCH-in-Mean errors to isolate the...

Persistent link: https://www.econbiz.de/10012908452