Volatility spillovers in Australian electricity markets
Lin Han, Nino Kordzakhia, Stefan Trück
| Year of publication: |
2020
|
|---|---|
| Authors: | Han, Lin ; Kordzakhia, Nino ; Trück, Stefan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 90.2020, p. 1-26
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| Subject: | Directional spillovers | Electricity markets | Spillover effects | Time-varying effects | Volatility modelling | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Australien | Australia | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Energiemarkt | Energy market | ARCH-Modell | ARCH model | Elektrizität | Electricity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104782 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012517199