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The Volatility Forecasting of Tehran & International Stock Exchanges

Khaleghi Moghaddam, Hamid - 2010

Stock prices are one of the most volatile economic variables and forecasting stock prices and their returns has proved very challenging, if not impossible. In this paper, we apply a battery of linear and nonlinear models to forecast the returns in nine international stock exchanges for the...

Persistent link: https://www.econbiz.de/10013138023

Patterns of disclosure and volatility effects in speculative industries : the case of small and mid-cap metals and mining entities on the Australian securities exchange

O'Shea, Phillip D.; Worthington, Andrew Charles; … - In: Journal of financial regulation and compliance : an … 16 (2008) 3, pp. 261-273

Persistent link: https://www.econbiz.de/10003763123

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

The decline of calendar seasonality in the Australian stock exchange, 1958 - 2005

Worthington, Andrew Charles - In: Annals of finance 6 (2010) 3, pp. 421-433

Persistent link: https://www.econbiz.de/10003978886

Australian evidence on the role of interregional flows, production capacity, and generation mix in wholesale electricity prices and price volatility

Higgs, Helen; Lien, Gudbrand; Worthington, Andrew Charles - In: Economic analysis and policy : EAP ; journal of the … 48 (2015), pp. 172-181

Persistent link: https://www.econbiz.de/10011484007

Estimating the effects of global oil market shocks on Australian merchandise trade

Sotoudeh, M-Ali; Worthington, Andrew Charles - In: Economic analysis and policy : EAP ; journal of the … 50 (2016), pp. 74-84

Persistent link: https://www.econbiz.de/10011485448

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

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

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

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