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Retailer value-at-risk in interconnected power markets : an Australian empirical analysis
Handika, Rangga
;
Triandaru, Sigit
- In:
International journal of economics and financial issues …
6
(
2016
)
6
,
pp. 6-9
Persistent link: https://www.econbiz.de/10011782375
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Price change, volatility, and accurate VaR : evidence from the NSW and QLD power markets
Handika, Rangga
;
Khudri, T. B. M. Yusuf
- In:
The journal of alternative investments
20
(
2018
)
4
,
pp. 82-95
Persistent link: https://www.econbiz.de/10011876289
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Commodities returns' volatility in financialization era
Handika, Rangga
;
Putra, Iswahyudi Sondi
- In:
Studies in economics and finance
34
(
2017
)
3
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011961063
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