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~person:"Fry, Tim R. L."
~person:"Saunders, Peter"
~person:"Worthington, Andrew Charles"
~subject:"ARCH model"
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Fry, Tim R. L.
Saunders, Peter
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5
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5
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4
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ECONIS (ZBW)
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1
Australian evidence on the role of interregional flows, production capacity, and generation mix in wholesale electricity prices and price volatility
Higgs, Helen
;
Lien, Gudbrand
;
Worthington, Andrew Charles
- In:
Economic analysis and policy : EAP ; journal of the …
48
(
2015
),
pp. 172-181
Persistent link: https://www.econbiz.de/10011484007
Saved in:
2
Estimating the effects of global oil market shocks on Australian merchandise trade
Sotoudeh, M-Ali
;
Worthington, Andrew Charles
- In:
Economic analysis and policy : EAP ; journal of the …
50
(
2016
),
pp. 74-84
Persistent link: https://www.econbiz.de/10011485448
Saved in:
3
Macroeconomic risk factors in Australian real estate, listed property trust & property sector stock returns : a comparative analysis using GARCH-M
West, Tracey
;
Worthington, Andrew Charles
-
2003
Persistent link: https://www.econbiz.de/10001812625
Saved in:
4
The relationship between energy spot and futures prices : evidence from the Australian electricity market
Worthington, Andrew Charles
;
Higgs, Helen
-
2002
Persistent link: https://www.econbiz.de/10001715952
Saved in:
5
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
Saved in:
6
Time-varying market, interest rate and exchange rate risk in Australian bank portfolio stock returns : a Garch-M approach
Ryan, Suzanne K.
;
Worthington, Andrew Charles
-
2002
Persistent link: https://www.econbiz.de/10001677735
Saved in:
7
Transmission of prices and price volatility in Australian electricity spot markets : a multivariate GARCH analysis
Worthington, Andrew Charles
;
Kay-Spratley, Adam
;
Higgs, …
-
2002
Persistent link: https://www.econbiz.de/10001683703
Saved in:
8
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
Saved in:
9
A multivariate GARCH analysis of the domestic transmission of energy commodity prices and volatility : a comparison of the peak and off-peak periods in the Australian electricity s...
Worthington, Andrew Charles
;
Higgs, Helen
-
2003
Persistent link: https://www.econbiz.de/10001742533
Saved in:
10
The impact of natural events and disasters on the Australian stock market : a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires
Worthington, Andrew Charles
- In:
Global business & economics review
10
(
2008
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10003688416
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