Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
| Year of publication: |
2009-04
|
|---|---|
| Authors: | Higgs, Helen |
| Institutions: | Department of Accounting, Finance and Economics, Griffith Business School |
| Subject: | Wholesale spot electricity price markets | Constant and dynamic conditional correlation | Multivariate GARCH |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | C51 - Model Construction and Estimation ; L94 - Electric Utilities ; C32 - Time-Series Models ; Q40 - Energy. General |
| Source: |
Persistent link: https://www.econbiz.de/10008526279