's volatility. This effect has been investigated after having removed, from electricity data time series, the periodic behavior …, through a multiple linear regression. Then, to study volatility dynamics, we fit a two-states Markov-switching model to … represent a high-volatility and a low-volatility states of the world. This model highlighted that in both states the level of …

challenge. Australia's target is to reduce carbon emissions by between 26% and 28% by 2030 compared to 2005 emission levels … causality among electricity pricing, carbon prices, and carbon emissions in the long run. Therefore, Australia needs to …

Australia’s carbon price has been in operation for two years. The electricity sector accounts for the majority of … parameters in the estimation of the effect of the carbon price. We conclude that the carbon price has worked as expected in terms …

’s volatility. This effect has been investigated after having removed, from electricity data time series, the periodic behavior …, through a multiple linear regression. Then, to study volatility dynamics, we fit a two-states Markov-switching model to … represent a high-volatility and a low-volatility states of the world. This model highlighted that in both states the level of …

In this paper we investigate the introduction of an export tax on steam coal levied by an individual country (Australia …

electricity price volatility. We use emergency outages of coal generators as an exogenous source of variation in the power …