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~isPartOf:"Discussion papers in economics, finance and international competitiveness"
~language:"eng"
~subject:"Volatilität"
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Volatilität
Australia
4
Australien
4
Energiemarkt
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Energy market
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Volatility
4
2001-2003
2
ARCH model
2
ARCH-Modell
2
Electric power industry
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Electricity price
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Elektrizitätswirtschaft
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Strompreis
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1998-2001
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Electricity
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Elektrizität
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Estimation
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Neusüdwales
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New South Wales
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Higgs, Helen
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Worthington, Andrew Charles
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Kay-Spratley, Adam
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Discussion papers in economics, finance and international competitiveness
Energy economics
60
International Journal of Energy Economics and Policy : IJEEP
13
Applied economics
5
Department of Economics working paper series
4
Economic modelling
4
International review of financial analysis
4
The journal of futures markets
4
Energy strategy reviews
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Finance research letters
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Risks : open access journal
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CAMA working paper series
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International Journal of Financial Studies : open access journal
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Journal of business economics and management
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of theory and practice
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The energy journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper / Department of Economics, Copenhagen Business School
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ADBI Working Paper 1212
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Agricultural economics : the journal of the International Association of Agricultural Economists
1
American journal of agricultural economics
1
Applied Quantitative Finance
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Applied Quantitative Finance series
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ECONIS (ZBW)
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Systematic features of high-frequency volatility in Australian electricity markets : intraday patterns, information arrival and calendar effects
Higgs, Helen
;
Worthington, Andrew Charles
-
2004
Persistent link: https://www.econbiz.de/10002558979
Saved in:
2
Systematic features of high-frequency volatility in Australian electricity markets : intraday patterns, information arrival and calendar effects
Worthington, Andrew Charles
;
Higgs, Helen
-
2003
Persistent link: https://www.econbiz.de/10001812652
Saved in:
3
The relationship between energy spot and futures prices : evidence from the Australian electricity market
Worthington, Andrew Charles
;
Higgs, Helen
-
2002
Persistent link: https://www.econbiz.de/10001715952
Saved in:
4
Transmission of prices and price volatility in Australian electricity spot markets : a multivariate GARCH analysis
Worthington, Andrew Charles
;
Kay-Spratley, Adam
;
Higgs, …
-
2002
Persistent link: https://www.econbiz.de/10001683703
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