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The Relationship Between Energy Spot And Futures Prices: Evidence From The Australian Electricity Market

Worthington, Andrew C.; Higgs, Helen - 2004

conditional heteroskedasticity (GARCH) model is used to identify the magnitude and significance of mean and volatility spillovers … large number of significant innovation and volatility spillovers between the futures and spot markets indicates the presence … of strong ARCH and GARCH effects. Contrary to evidence from studies in North American electricity markets, the results …

Persistent link: https://www.econbiz.de/10009437450

Structural Breaks and Financial Volatility: Lessons from BRIC Countries

Morales, Lucia; Gassie, Esmeralda - 2011

Despite the fact that there is a substantial literature on the analysis of volatility spillovers between stock returns … and domestic exchange rates, surprisingly, little empirical research has examined volatility spillovers between oil prices …

Persistent link: https://www.econbiz.de/10009446192

Regulation of International Financial Markets by Transactions Taxes: The Effect of the Tobin Tax on Trade Volume und Exchange Rate Volatility

Haberer, Markus - 2006

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

Persistent link: https://www.econbiz.de/10009471738

Trading Systems, Volatility, and the Regulation of Stock Markets: An Investigation of the Microstructure of the Warsaw Stock Exchange

Henke, Harald - 2004

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

Persistent link: https://www.econbiz.de/10009460735

Common Persistence in Conditional Variances

Bollerslev, Tim; Engle, Robert F. - 1994

-persistence to occur in the multivariate linear GARCH model are presented. These conditions parallel the conditions for linear co …

Persistent link: https://www.econbiz.de/10009475524

Diffusion of Sustainability Innovations around Lynedoch EcoVillage

Stüwe, Claudia - 2009

In form of a qualitative single case study this thesis examines what people from industrialized countries such as Germany can learn about sustainability from Lynedoch EcoVillage, South Africa, and the associated 'Sustainability Institute', a non-profit trust based at and operating from Lynedoch...

Persistent link: https://www.econbiz.de/10009461026

Money laundering control and suppression of financing of terrorism : some thoughts on the impact of customer due diligence measures on financial exclusion

de Koker, Louis - 2006

Purpose – The purpose of this paper is to explore the relationship between anti-money laundering (“AML”) and combating of financing of terrorism (“CFT”) customer due diligence (“CDD”) measures in the financial services industry, and exclusion from financial services....

Persistent link: https://www.econbiz.de/10009484115