Systematic features of high-frequency volatility in Australian electricity markets : intraday patterns, information arrival and calendar effects
Helen Higgs and Andrew C. Worthington
| Year of publication: |
2005
|
|---|---|
| Authors: | Higgs, Helen ; Worthington, Andrew Charles |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 26.2005, 4, p. 23-42
|
| Subject: | Elektrizitätswirtschaft | Electric power industry | Energiemarkt | Energy market | Volatilität | Volatility | Australien | Australia | 2001-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003294181