Good volatility, bad volatility : what drives the asymmetric connectedness of Australian electricity markets?
Nicholas Apergis, Jozef Baruník, Marco Chi Keung Lau
| Year of publication: |
August 2017
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|---|---|
| Authors: | Apergēs, Nikolaos ; Baruník, Jozef ; Lau, Chi Keung |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 66.2017, p. 108-115
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| Subject: | Electricity prices | Volatility spillovers | Semivariance | Asymmetric effects | Australia National Electricity Market | Australien | Australia | Volatilität | Volatility | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Energiemarkt | Energy market | ARCH-Modell | ARCH model | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Elektrizität | Electricity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.06.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011896435