Apostolos Serletis

University of Calgary - Department of Economics

2500 University Drive, NW

Calgary, Alberta T2N 1N4

Canada

SCHOLARLY PAPERS

35

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Top 13,812

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27

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Scholarly Papers (35)

1.

Oil Price Uncertainty

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 42 Posted: 14 Jun 2006 Last Revised: 03 Mar 2010
John Elder and Apostolos Serletis
Colorado State University and University of Calgary - Department of Economics
Downloads 1,635 (9,857)

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Real Options, Oil Volatility, Vector autoregression, Multivariate GARCH-in-Mean VAR.

2.

Volatility in Oil Prices and Manufacturing Activity: An Investigation of Real Options

Macroeconomic Dynamics, Forthcoming
Number of pages: 26 Posted: 15 Jan 2011 Last Revised: 18 Feb 2013
John Elder and Apostolos Serletis
Colorado State University and University of Calgary - Department of Economics
Downloads 135 (209,281)

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oil volatility, uncertainty, multivariate GARCH VAR, real options

3.

Energy Sector Pricing: On the Role of Neglected Nonlinearity

Number of pages: 34 Posted: 12 Feb 2009
University of Macedonia - Department of Economics, Loyola University of Chicago - Department of Economics and University of Calgary - Department of Economics
Downloads 112 (240,932)

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Energy, Nonlinearity, Chaotic Dynamics

4.

On Interfuel Substitution : Some International Evidence

World Bank Policy Research Working Paper No. 5026
Number of pages: 56 Posted: 20 Apr 2016
Apostolos Serletis, Govinda R. Timilsina and Olexandr Vasetsky
University of Calgary - Department of Economics, World Bank - Development Research Group (DECRG) and affiliation not provided to SSRN
Downloads 79 (302,183)

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Energy Production and Transportation, Environment and Energy Efficiency, Energy and Environment, Energy Demand, Markets and Market Access

5.

How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market?

Forthcoming in: Energy Economics
Number of pages: 24 Posted: 18 Jan 2017
Ali Jadidzadeh and Apostolos Serletis
University of Calgary and University of Calgary - Department of Economics
Downloads 48 (388,392)

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Oil price, Oil price shocks, Structural VAR

6.

150 Years of the Oil Price-Macroeconomy Relationship

Macroeconomic Dynamics, Forthcoming, University of Calgary, Department of Economics, Working Paper 2017-01
Number of pages: 14 Posted: 10 Jan 2017
Apostolos Serletis and Elaheh Asadi Mehmandosti
University of Calgary - Department of Economics and Alzahra University
Downloads 48 (388,392)

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Oil Price Volatility, Real Options, Multivariate GARCH-In-Mean VAR

7.

Episodic Nonlinearity in Leading Global Currencies

Number of pages: 27 Posted: 08 Dec 2011
Loyola University of Chicago - Department of Economics, University of Calgary - Department of Economics, University of Texas at Austin - Applied Research Laboratories and Democritus University of Thrace - Department of Economics
Downloads 45 (398,736)

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Global FiĀ…nancial markets, Currencies, Episodic nonlinearity, Conditional heteroskedasticity

8.

Oil Prices and the Renewable Energy Sector

NHH Dept. of Business and Management Science Discussion Paper No. 2017/15
Number of pages: 41 Posted: 16 Nov 2017
Evangelos Kyritsis and Apostolos Serletis
VATT Institute for Economic Research and University of Calgary - Department of Economics
Downloads 43 (405,946)

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Renewable Energy, Transition, Oil Prices, Uncertainty, GARCH-in-Mean Model, Asymmetric Responses

9.

Monetary Policy and Leverage Shocks

Forthcoming in: International Journal of Finance and Economics, University of Calgary Working Paper 2016-45
Number of pages: 33 Posted: 30 Nov 2016
Khandokar Istiak and Apostolos Serletis
University of South Alabama - Mitchell College of Business - Department of Economics and Finance and University of Calgary - Department of Economics
Downloads 41 (413,247)

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Leverage, Security Broker-Dealers, Asset Pricing, Monetary Policy

10.

Economic Policy Uncertainty and Real Output: Evidence from the G7 Countries

Applied Economics, Forthcoming
Number of pages: 25 Posted: 12 Feb 2018
Khandokar Istiak and Apostolos Serletis
University of South Alabama - Mitchell College of Business - Department of Economics and Finance and University of Calgary - Department of Economics
Downloads 38 (424,985)

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Economic policy uncertainty, Asymmetry, Impulse response test, Vector autoregression

11.

The Demand for Electricity in Pakistan

OPEC Review, Vol. 30, No. 1, pp. 19-26, March 2006
Number of pages: 27 Posted: 08 May 2006
Apostolos Serletis and Asghar Shahmoradi
University of Calgary - Department of Economics and University of Calgary - Department of Economics
Downloads 37 (429,037)
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12.

Effects of Oil Price Shocks on Industrial Production: Evidence from Some Oil-Exporting Countries

OPEC Review, Vol. 30, No. 3, pp. 171-186, September 2006
Number of pages: 14 Posted: 17 Sep 2006
Apostolos Serletis and Asghar Shahmoradi
University of Calgary - Department of Economics and University of Calgary - Department of Economics
Downloads 35 (437,143)
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13.

International Monetary Policy Spillovers

Open Economies Review, Forthcoming
Number of pages: 30 Posted: 29 Jul 2018
Dennis Nsafoah and Apostolos Serletis
University of Calgary and University of Calgary - Department of Economics
Downloads 32 (449,823)

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Monetary Policy Shocks; Monetary Policy Spillovers; Structural GARCH-in-Mean VAR

14.

Electricity Prices, Large-Scale Renewable Integration, and Policy Implications

NHH Dept. of Business and Management Science Discussion Paper No. 2016/18
Number of pages: 36 Posted: 25 Nov 2016
Evangelos Kyritsis, Jonas Andersson and Apostolos Serletis
VATT Institute for Economic Research, Norwegian School of Economics (NHH) - Department of Business and Management Science and University of Calgary - Department of Economics
Downloads 32 (449,823)

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Intermittency, Large-scale integration, Merit-order effect, Volatility, GARCH-in-Mean model

15.

Semi-Non-Parametric Estimates of Substitution for Canadian Monetary Assets

Canadian Journal of Economics, Vol. 35, pp. 78-91, 2002
Number of pages: 14 Posted: 13 Nov 2002
Adrian R. Fleissig and Apostolos Serletis
California State University, Fullerton - Department of Economics and University of Calgary - Department of Economics
Downloads 32 (449,823)
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16.

Business Cycles and Natural Gas Prices

OPEC Review, Vol. 29, No. 1, pp. 75-84, March 2005
Number of pages: 17 Posted: 31 Mar 2005
Apostolos Serletis and Asghar Shahmoradi
University of Calgary - Department of Economics and University of Calgary - Department of Economics
Downloads 28 (468,757)
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17.

The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway

NHH Dept. of Business and Management Science Discussion Paper No. 2017/7
Number of pages: 51 Posted: 01 Jun 2017
Evangelos Kyritsis and Apostolos Serletis
VATT Institute for Economic Research and University of Calgary - Department of Economics
Downloads 27 (473,821)

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Crude oil, Financial markets, Mean and volatility spillovers, Structural breaks, VARMA-BEKK model

18.

Shadow Prices of CO2 Emissions at U.S. Electric Utilities: A Random-Coefficient, Random-Directional-Vector Directional Output Distance Function Approach

Forthcoming in: Empirical Economics
Number of pages: 43 Posted: 20 Jan 2017
Guohua Feng, Chuan Wang and Apostolos Serletis
University of North Texas, Monash University and University of Calgary - Department of Economics
Downloads 23 (495,325)

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Shadow Price of CO2 Emissions; Directional Output Distance Function; Bayesian Estimation

19.

Oil Prices and the Stock Markets: Evidence from High Frequency Data

The Energy Journal, Forthcoming
Number of pages: 30 Posted: 03 Apr 2019
Sajjadur Rahman and Apostolos Serletis
Texas A&M University and University of Calgary - Department of Economics
Downloads 22 (501,068)

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Oil Price Shocks; Heteroscedasticity; VAR Model

20.

On the Gibson Paradox

Review of International Economics, Vol. 7, pp. 117-125, February 1999
Number of pages: 9 Posted: 03 Mar 2004
Apostolos Serletis and George Zestos
University of Calgary - Department of Economics and Christopher Newport University
Downloads 19 (518,188)
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21.

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

Journal of Commodity Markets, Forthcoming
Number of pages: 17 Posted: 29 Jul 2018
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 15 (541,240)

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VEC-GARCH-in-Mean; BEKK Model; Mean and Volatility Spillovers; Structural Breaks

22.

A Century of Interfuel Substitution

International Center for Emerging Markets Research, RUDN University, Forthcoming
Number of pages: 32 Posted: 09 Oct 2017
A K M Nurul Hossain and Apostolos Serletis
University of Calgary and University of Calgary - Department of Economics
Downloads 15 (541,240)

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Flexible functional forms, NQ expenditure function, Volatility, Interfuel elasticities of substitution

23.

Business Cycles and Hydrocarbon Gas Liquids Prices

Journal of Economic Asymmetries, Forthcoming
Number of pages: 55 Posted: 24 Jan 2019
Sayeeda Jahan and Apostolos Serletis
University of Calgary and University of Calgary - Department of Economics
Downloads 13 (553,060)

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Business Cycles; HGL; Stylized Facts; Hamilton Filter; Granger Causality Tests

24.

Markov Switching Oil Price Uncertainty

Oxford Bulletin of Economics and Statistics, Forthcoming
Number of pages: 27 Posted: 04 Jan 2019
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 9 (577,184)

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Oil price uncertainty, Real options, GARCH-in-Mean VAR, Markov switching

25.

The Demand for Assets and Optimal Monetary Aggregation

Journal of Money, Credit and Banking, Forthcoming
Number of pages: 34 Posted: 16 Jul 2018
Ali Jadidzadeh and Apostolos Serletis
University of Calgary and University of Calgary - Department of Economics
Downloads 9 (577,184)

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Barnett Critique; Divisia Monetary Aggregates; Demand for Money; Separability

26.

Money Supply Volatility and the Macroeconomy

Forthcoming in: Macroeconomic Dynamics
Number of pages: 16 Posted: 06 Nov 2018
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 7 (589,503)

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CFS Divisia Monetary Aggregates; Markov Regime-Switching; Money Growth Volatility

27.

The Demand for Banking and Shadow Banking Services

Forthcoming in North American Journal of Economics and Finance
Number of pages: 30 Posted: 28 Dec 2018
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 6 (595,839)

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Minflex Laurent Functional Form; Markov Regime Switching; GARCH; BEKK; Volatility Impulse Response Functions

28.

User Costs, the Financial Firm, and Monetary and Regulatory Policy

Forthcoming in: Macroeconomic Dynamics
Number of pages: 32 Posted: 08 Nov 2018
Maksim Isakin and Apostolos Serletis
University of Calgary and University of Calgary - Department of Economics
Downloads 4 (609,026)

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Commercial Banks; Generalized Barnett Variable Profit Function; Flexible Functional Forms

29.

Demand Systems with Heteroscedastic Disturbances

Empirical Economics, Forthcoming
Number of pages: 40 Posted: 25 Oct 2018
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 4 (609,026)

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Flexible functional forms; Demand systems; Volatility

30.

Conditional Correlation Demand Systems

Computational Economics, Forthcoming
Number of pages: 12 Posted: 02 Dec 2018
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 2 (626,453)

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31.

Banking Technology in a Markov Switching Economy

Journal of Macroeconomics, Forthcoming
Number of pages: 36 Posted: 14 Dec 2018
Maksim Isakin and Apostolos Serletis
University of Calgary and University of Calgary - Department of Economics
Downloads 1 (638,962)

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32.

Preface to Money and the Economy

Apostolos Serletis, MONEY AND THE ECONOMY, World Scientific Publishing Co., 2006
Posted: 02 Oct 2009
Apostolos Serletis
University of Calgary - Department of Economics

Abstract:

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Monetary Aggregation, Demand for Money, Demand Systems, Flexible Functional Forms, Welfare Cost of Inflation, Money-Income Causality, Nominal Stylized Facts

33.

Long Memory in Energy Futures Prices

Review of Financial Economics, Vol. 17, No. 2, 2008
Posted: 07 Jul 2008
John Elder and Apostolos Serletis
Colorado State University and University of Calgary - Department of Economics

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Energy, Weak-form market efficiency, Long memory, Fractional integration

34.

Univariate Tests for Nonlinear Structure

Journal of Macroeconomics, Vol. 28, No. 1, 2006
Posted: 24 Jun 2007
Catherine Kyrtsou and Apostolos Serletis
University of Macedonia - Department of Economics and University of Calgary - Department of Economics

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Nonlinearity, Chaos, Self-organized criticality, Mackey-Glass-GARCH

35.

Monetary Aggregation and the Neutrality of Money

Economic Inquiry, Vol. 39, Issue 1, January 2001
Posted: 06 Jun 2001
Apostolos Serletis and Z. Koustas
University of Calgary - Department of Economics and Brock University - Department of Economics

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