Apostolos Serletis

Economics and Econometrics · 2000–2019

A researcher in the Science corpus: 17 papers; trusts 54 researchers and is trusted by 42 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 97 citations into it; #1,777 of 23,481 by trust here, #1,802 by citations
• Finance — 45 citations into it; #3,070 of 10,518 by trust here, #3,592 by citations
• Renewable Energy, Sustainability and the Environment — 29 citations into it; #517 of 5,212 by trust here, #1,858 by citations
• Electrical and Electronic Engineering — 22 citations into it; #3,682 of 16,539 by trust here, #10,154 by citations
• Statistics and Probability — 12 citations into it
• Management Science and Operations Research — 11 citations into it
• Economics & Operations Research — 7 citations into it
• Accounting — 5 citations into it

Whom Apostolos Serletis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Tim Bollerslev
3. J. Elder
4. Nicholas Bloom
5. Lutz Kilian
6. Perry Sadorsky
7. M. Pesaran
8. Donald W. K. Andrews
9. James D. Hamilton
10. P. Edelstein

Who trusts Apostolos Serletis overall

1. Timo Kuosmanen
2. Stavros Degiannakis *
3. Lutz Kilian
4. K. Lim
5. George Filis
6. Yudong Wang
7. Wensheng Kang
8. Sajjadur Rahman
9. R. Brooks
10. Feng Ma

Papers from Apostolos Serletis's perspective

Ordered by how strongly the researchers Apostolos Serletis trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
3. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
5. Measuring Economic Policy Uncertainty
6. Dynamic Conditional Correlation
7. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
8. Estimating the Dimension of a Model
9. Really Uncertain Business Cycles
10. Fluctuations in Uncertainty

Their papers

• Oil Price Uncertainty (2012) — 760 citations
• Long memory in energy futures prices (2008) — 132 citations
• Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model ☆ (2012) — 130 citations
• THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS (2011) — 146 citations
• Testing for Common Features in North American Energy Markets (2004) — 133 citations
• Energy markets volatility modelling using GARCH (2014) — 219 citations
• Rational bubbles or persistent deviations from market fundamentals (2005) — 110 citations
• Martingales, Nonlinearity, and Chaos (2000) — 169 citations
• Economic policy uncertainty and real output: evidence from the G7 countries (2018) — 118 citations
• Mean reversion in the US stock market (2009) — 64 citations
• Consumer Theory and the Demand for Money (2000) — 214 citations
• Volatility in the Cryptocurrency Market (2019) — 129 citations
• Electricity prices, large-scale renewable integration, and policy implications (2017) — 151 citations
• Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity (2010) — 197 citations
• Oil price uncertainty in Canada (2009) — 143 citations
• The Nonparametric Approach to Demand Analysis (2007) — 80 citations
• The Theory of Monetary Aggregation (2000) — 133 citations