Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects
| Year of publication: |
2005
|
|---|---|
| Authors: | Higgs, Helen ; Worthington, Andrew C. |
| Published in: |
The Energy Journal. - International Association for Energy Economics - IAEE, ISSN 0195-6574. - Vol. Volume 26.2005, Number 4
|
| Publisher: |
International Association for Energy Economics - IAEE |
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