Transmission of prices and price volatility in Australian electricity spot markets : a multivariate GARCH analysis
Andrew Worthington, Adam Kay-Spratley, Helen Higgs
| Year of publication: |
2005
|
|---|---|
| Authors: | Worthington, Andrew Charles ; Kay-Spratley, Adam ; Higgs, Helen |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 27.2005, 2, p. 337-350
|
| Subject: | Strompreis | Electricity price | Energiemarkt | Energy market | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model | Australien | Australia | 1998-2001 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002875191