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Stochastic price modeling of high volatility, mean-reverting, spike-prone commodities : the Australian wholesale spot electricity market
Higgs, Helen
;
Worthington, Andrew Charles
- In:
Energy economics
30
(
2008
)
6
,
pp. 3172-3185
Persistent link: https://www.econbiz.de/10003777088
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Transmission of prices and price volatility in Australian electricity spot markets : a multivariate GARCH analysis
Worthington, Andrew Charles
;
Kay-Spratley, Adam
;
Higgs, …
- In:
Energy economics
27
(
2005
)
2
,
pp. 337-350
Persistent link: https://www.econbiz.de/10002875191
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