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~person:"Paramati, Sudharshan Reddy"
~person:"Saunders, Peter"
~person:"Worthington, Andrew Charles"
~subject:"ARCH model"
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Paramati, Sudharshan Reddy
Saunders, Peter
Worthington, Andrew Charles
Allen, David E.
7
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5
Higgs, Helen
5
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4
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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
Dynamic analysis of time-varying correlations and cointegration relationship between
Australia
and frontier equity markets
Paramati, Sudharshan Reddy
;
Gupta, Rakesh
;
Tandon, Kishore
- In:
International journal of business and emerging markets …
8
(
2016
)
2
,
pp. 121-145
Persistent link: https://www.econbiz.de/10011615352
Saved in:
4
Economic integration and stock market dynamic linkages : evidence in the context of
Australia
and Asia
Paramati, Sudharshan Reddy
;
Roca, Eduardo
;
Gupta, Rakesh
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4210-4226
Persistent link: https://www.econbiz.de/10011640014
Saved in:
5
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:
6
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:
7
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:
8
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:
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
Saved in:
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