Price change, volatility, and accurate VaR : evidence from the NSW and QLD power markets
Year of publication: |
2018
|
---|---|
Authors: | Handika, Rangga ; Khudri, T. B. M. Yusuf |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 20.2018, 4, p. 82-95
|
Subject: | Queensland (Staat) | Queensland (State) | Neusüdwales | New South Wales | Energiepreis | Energy price | Volatilität | Volatility | Risikomaß | Risk measure |
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