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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
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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
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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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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
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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 - In: The energy journal 26 (2005) 4, pp. 23-42
Persistent link: https://www.econbiz.de/10003294181
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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
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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
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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
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Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
Higgs, Helen - In: Energy economics 31 (2009) 5, pp. 748-756
Persistent link: https://www.econbiz.de/10003880273