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~person:"Qabhobho, Thobekile"
~person:"Worthington, Andrew Charles"
~subject:"Heterogeneity"
~subject:"Volatilität"
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Heterogeneity
Volatilität
Energiemarkt
11
Energy market
11
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8
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8
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5
Electricity price
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Qabhobho, Thobekile
Worthington, Andrew Charles
Higgs, Helen
9
Jamasb, Tooraj
7
Nepal, Rabindra
7
Benth, Fred Espen
6
Chang, Chia-Lin
6
McAleer, Michael
6
Tiwari, Aviral Kumar
6
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5
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4
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4
Beckman, Jayson
4
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4
Cuñado Eizaguirre, Juncal
4
Do, Hung Xuan
4
Hertel, Thomas W.
4
Spagnolo, Fabio
4
Spagnolo, Nicola
4
Adam, Anokye M.
3
Asafo-Adjei, Emmanuel
3
Baruník, Jozef
3
Batten, Jonathan A.
3
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Grossi, Luigi
3
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3
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3
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3
Prokopczuk, Marcel
3
Salisu, Afees A.
3
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3
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Discussion papers in economics, finance and international competitiveness
4
International Journal of Energy Economics and Policy : IJEEP
3
Energy economics
2
Modelling prices in competitive electricity markets
1
The energy journal
1
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ECONIS (ZBW)
11
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1
Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in
energy
market
on exchange rate returns in BRICS
Qabhobho, Thobekile
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10014321451
Saved in:
2
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
3
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
4
Stochastic price modeling of high volatility, mean-reverting, spike-prone commodities : the Australian wholesale spot electricity market
Higgs, Helen
;
Worthington, Andrew Charles
- In:
Energy economics
30
(
2008
)
6
,
pp. 3172-3185
Persistent link: https://www.econbiz.de/10003777088
Saved in:
5
Systematic features of high-frequency volatility in Australian electricity markets : intraday patterns, information arrival and calendar effects
Higgs, Helen
;
Worthington, Andrew Charles
- In:
The energy journal
26
(
2005
)
4
,
pp. 23-42
Persistent link: https://www.econbiz.de/10003294181
Saved in:
6
Transmission of prices and price volatility in Australian electricity spot markets : a multivariate GARCH analysis
Worthington, Andrew Charles
;
Kay-Spratley, Adam
;
Higgs, …
- In:
Energy economics
27
(
2005
)
2
,
pp. 337-350
Persistent link: https://www.econbiz.de/10002875191
Saved in:
7
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:
8
Transmission of prices and volatility in the Australian electricity spot markets
Worthington, Andrew Charles
;
Higgs, Helen
- In:
Modelling prices in competitive electricity markets
,
(pp. [217]-229)
.
2004
Persistent link: https://www.econbiz.de/10003232867
Saved in:
9
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:
10
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:
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