May 8, 2015, Prof. Apostolos Serletis, University of Calgary, was invited to visit Beijing Institute of Technology Energy and Environmental Policy Research Center, and made a presentation entitled "Volatility and a Century of Energy Markets Dynamics". The report was hosted by Professor Liao Hua, deputy director of the CEEP-BIT. A number of teachers and students from the CEEP-BIT attended the lecture.
Professor Serletis’ report, based on the annual US data covering 1870-2014 (the longest span of time period), used the most advanced measurement methods and adopted a series of univariate and multivariate volatility models to explore the oil, gas, coal market spillover effect and interrelated influence.
