Testing for Common Features in North American Energy Markets
By Apostolos Serletis, Ricardo Rangel-Ruiz. 2004
133 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/65e1d7b5b75414e8830e345369478e0a7ec531f4
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Fotios Petropoulos
- Konstantinos Nikolopoulos
- Rob J Hyndman
- Nikolaos Kourentzes
- Vassilios Assimakopoulos
- Evangelos Spiliotis
- Spyros Makridakis
- Christoph Bergmeir
In Renewable Energy, Sustainability and the Environment
- Nikolaos Kourentzes
- Fotios Petropoulos
- M. Babai
- Stephan Kolassa
- Konstantinos Nikolopoulos
- A. Syntetos
- Spyros Makridakis
- Vassilios Assimakopoulos
Citations in the corpus
- Biofuel-related price transmission literature: A review (2013, background): “…empirical proof of the presence of a unit root 143T. Serra, D. Zilberman / Energy Economics 37 (2013) 141–151 in commodity price series is mixed, numerous analyses provide supporting evidence (Ghoshray, 2011; Kellard and Wohar, 2006; Maslyuk and Smyth, 2008; and Serletis and Rangel-Ruiz, 2004).”
- Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (2014, unknown): “Serletis and Ricardo (2004) examine the strength of shared trends and cycles between crude oil prices and Henry Hub natural gas prices, and provide evidence to reject the hypothesis of common and codependent cycles.”
- Forecasting: theory and practice (2020, background): “In the forecasting literature, unit root tests are commonly applied to examine the stationarity of crude oil prices prior to econometric modelling (Silvapulle and Moosa, 1999; Serletis and Rangel-Ruiz, 2004; Rahman and Serletis, 2012).”