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Apostolos Serletis

Global rank #409 99%

Institution: University of Calgary

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://profiles.ucalgary.ca/apostolos-serletis

First Publication: 1988

Most Recent: 2025

RePEc ID: pse31 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 4.02 0.00 4.86
Last 10 Years 0.00 2.01 13.74 0.00 20.61
All Time 0.00 28.65 31.50 0.00 98.95

Publication Statistics

Raw Publications 74
Coauthorship-Adjusted Count 80.78

Publications (74)

Year Article Journal Tier Authors
2025 Volatility and dependence in crude oil and agricultural commodity markets Applied Economics C 2
2024 Oil Price Uncertainty and Consumer Sentiment in Advanced Economies The Energy Journal B 2
2023 Chaos in long-maturity real rates Economics Letters C 3
2022 The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model Journal of Money, Credit, and Banking B 2
2021 Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy Oxford Bulletin of Economics and Statistics B 2
2021 The welfare cost of inflation Journal of Economic Dynamics and Control B 2
2020 Functional monetary aggregates, monetary policy, and business cycles Journal of Economic Dynamics and Control B 2
2020 Risk, uncertainty, and leverage Economic Modeling C 2
2020 Technical change in U.S. industries Economic Modeling C 2
2019 Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets” Papers presented at the fifth International Symposium in Computational Economics and Finance organized in Paris on April 12-14th, 2018 www.iscef.Com The Energy Journal B 2
2019 Markov Switching Oil Price Uncertainty Oxford Bulletin of Economics and Statistics B 2
2019 On the Markov switching welfare cost of inflation Journal of Economic Dynamics and Control B 2
2019 Oil Prices and the Renewable Energy Sector The Energy Journal B 2
2019 Oil Prices and the Stock Markets: Evidence from High Frequency Data The Energy Journal B 2
2019 Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors The Energy Journal B 2
2019 The Demand for Assets and Optimal Monetary Aggregation Journal of Money, Credit, and Banking B 2
2018 Economic policy uncertainty and real output: evidence from the G7 countries Applied Economics C 2
2017 Electricity prices, large-scale renewable integration, and policy implications Energy Policy B 3
2017 How does the U.S. natural gas market react to demand and supply shocks in the crude oil market? Energy Economics A 2
2016 Monetary and fiscal policy switching with time-varying volatilities Economics Letters C 2
2016 Volatility and a century of energy markets dynamics Energy Economics A 2
2016 Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms The Energy Journal B 2
2015 Nonlinearities and financial contagion in Latin American stock markets Economic Modeling C 4
2014 THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA Journal of Applied Econometrics B 2
2014 Undesirable outputs and a primal Divisia productivity index based on the directional output distance function Journal of Econometrics A 2
2014 Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions Journal of Money, Credit, and Banking B 2
2014 Energy markets volatility modelling using GARCH Energy Economics A 2
2013 Oil Price Uncertainty and Industrial Production The Energy Journal B 2
2012 Imposing local curvature in the QUAIDS Economics Letters C 2
2012 Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model Energy Economics A 2
2011 International evidence on aggregate short-run and long-run interfuel substitution Energy Economics A 3
2010 Oil Price Uncertainty Journal of Money, Credit, and Banking B 2
2010 Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity Journal of Banking & Finance B 2
2010 A primal Divisia technical change index based on the output distance function Journal of Econometrics A 2
2010 Interfuel substitution in the United States Energy Economics A 3
2010 The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach Energy Economics A 2
2010 International Evidence on Sectoral Interfuel Substitution The Energy Journal B 3
2009 Oil price uncertainty in Canada Energy Economics A 2
2009 Energy sector pricing: On the role of neglected nonlinearity Energy Economics A 3
2008 Consumer preferences and demand systems Journal of Econometrics A 2
2008 Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions Journal of Econometrics A 2
2008 Semi-nonparametric estimates of interfuel substitution in U.S. energy demand Energy Economics A 2
2008 Quantifying multiscale inefficiency in electricity markets Energy Economics A 2
2007 Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets Energy Economics A 4
2007 Informational Efficiency and Interchange Transactions in Alberta’s Electricity Market The Energy Journal B 2
2005 Rational bubbles or persistent deviations from market fundamentals? Journal of Banking & Finance B 2
2004 Long-horizon regression tests of the theory of purchasing power parity Journal of Banking & Finance B 2
2004 The welfare cost of inflation in Canada and the United States Economics Letters C 2
2004 Random fractal structures in North American energy markets Energy Economics A 2
2004 Testing for common features in North American energy markets Energy Economics A 2
2003 Long-run Phillips-type trade-offs in European Union countries Economic Modeling C 2
2002 Bounds tests of the theory of purchasing power parity Journal of Banking & Finance B 2
2002 Semi‐non‐parametric estimates of substitution for Canadian monetary assets Canadian Journal of Economics C 2
2000 Martingales, nonlinearity, and chaos Journal of Economic Dynamics and Control B 2
1999 The North American Natural Gas Liquids Markets are Chaotic The Energy Journal B 2
1999 On the Fisher effect Journal of Monetary Economics A 2
1999 On the Gibson Paradox. Review of International Economics B 2
1999 The message in North American energy prices Energy Economics A 2
1999 International Evidence on the Tax- and Revenue-Smoothing Hypotheses. Oxford Economic Papers C 2
1998 The cyclical behavior of monthly NYMEX energy prices Energy Economics A 2
1997 Is There an East-West Split in North American Natural Gas Markets? The Energy Journal B 1
1996 Empirical evidence on the long-run neutrality hypothesis using low-frequency international data Economics Letters C 2
1996 International evidence on the cyclical behavior of inflation Economics Letters C 1
1994 A cointegration analysis of petroleum futures prices Energy Economics A 1
1994 Business Cycles and the Behavior of Energy Prices* The Energy Journal B 2
1992 Output trends in EC countries and the implications for transition to monetary union Economics Letters C 2
1992 Export growth and Canadian economic development Journal of Development Economics A 1
1992 Maturity effects in energy futures Energy Economics A 1
1992 Unit Root Behavior in Energy Futures Prices* The Energy Journal B 1
1991 Exports and GNP Causality in the Industrial Countries: 1950–1985 Kyklos C 2
1991 repec:bla:kyklos:v:44:y:1991:i:2:p:167-79 Kyklos C 1
1991 Rational expectations, risk and efficiency in energy futures markets Energy Economics A 1
1990 A dispersion-dependency diagnostic test for aggregation error : With applications to monetary economics and income distribution Journal of Econometrics A 2
1988 New tests of the theory of optimal seigniorage Economics Letters C 1