We study regular expressions that use variables, or parameters, which are interpreted as alphabet letters. We consider two classes of languages denoted by such expressions: under the possibility semantics, a word belongs to the language if it is denoted by some regular expression obtained by replacing variables with letters; under the certainty semantics, the word must be denoted by every such expression. Such languages are regular, and we show that they naturally arise in several applications such as querying graph databases and program analysis. As the main contribution of the paper, we provide a complete characterization of the complexity of the main computational problems related to such languages: nonemptiness, universality, containmen...