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Sources of volatility in Australia's export prices : evidence from ARCH and GARCH modelling
Valadkhani, Abbas; Layton, Allan P.; Karunaratne, Neil Dias - In: Global business & economics review 7 (2005) 4, pp. 295-310
Persistent link: https://www.econbiz.de/10003318959
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A cross-country analysis of export prices in OECD countries
Valadkhani, Abbas; Layton, Allan P. - In: Economic papers : a journal of applied economics and policy 25 (2006) 4, pp. 331-346
Persistent link: https://www.econbiz.de/10003413417
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Export price volatility in Australia : an application of ARCH and GARCH models
Valadkhani, Abbas (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003002194
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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
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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
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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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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
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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
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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