The Relationship Between Energy Spot And Futures Prices: Evidence From The Australian Electricity Market
Year of publication: |
2004-07
|
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Authors: | Worthington, Andrew C. ; Higgs, Helen |
Publisher: |
Icfai University Press |
Subject: | Banking Finance and Investment not elsewhere classified | Environment and Resource Economics | Economic Models and Forecasting | Electricity futures | spot prices | GARCH | volatility |
Type of publication: | Article |
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Notes: | Worthington, Andrew C. & Higgs, Helen (2004) The Relationship Between Energy Spot And Futures Prices: Evidence From The Australian Electricity Market. ICFAI Journal of Applied Economics, 3(4), pp. 65-82. |
Source: | BASE |
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