Premiere Elements 12 does not output animated gifs, Frank.
Photoshop Pro does.
If you are interested, you can export an Animation.mov from Premiere Elements 12
and under the Advanced Button/Video Tab of the preset selected
Video codec = Animation
and be sure to set Depth = 32 bit.
That should maintain the transparency in the file.
If you do try it, please let us know if that worked for you.