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Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market

Stevenson, Maxwell; Amaral, Luiz Moreira do; Peat, Maurice - In: Studies in Nonlinear Dynamics & Econometrics 10 (2006) 3, pp. 1383-1383

This study investigates the extent to which predicted electricity spot prices from a statistical model, along with consensus forecasts issued by the Australian Financial Market Association (AFMA), provide unbiased price estimates of a forward contract price over a specified time to expiration....

Persistent link: https://www.econbiz.de/10005246322

Does the process of spatial aggregation of UK unemployment rate series serve to induce or remove evidence of asymmetry in the business cycle?

Jones, David R.; Peat, Maurice; Stevenson, Maxwell John - 1996

Persistent link: https://www.econbiz.de/10001493514

Asymmetry in the business cycle : evidence from the Australian labour market

Peat, Maurice; Stevenson, Maxwell John - 1994

Persistent link: https://www.econbiz.de/10000970834

Testing for evidence of nonlinear structure in daily and weekly United Kingdom stock and property market indices

Newell, Graeme; Peat, Maurice; Stevenson, Maxwell John - 1997

Persistent link: https://www.econbiz.de/10000985456

Testing for evidence of nonlinear structure in Australian real estate market returns

Newell, Graham; Peat, Maurice; Stevenson, Maxwell John - 1996

Persistent link: https://www.econbiz.de/10000985881

Asymmetry in the business cycle : Evidence from the Australian labour market

Peat, Maurice - In: Journal of economic behavior & organization : JEBO 30 (1996) 3, pp. 353-368

Persistent link: https://www.econbiz.de/10001335482

Forecasting Australian unemployment rates

Stevenson, Maxwell John; Peat, Maurice - In: Australian journal of labour economics : a journal of … 4 (2000/2001) 1, pp. 41-55

Persistent link: https://www.econbiz.de/10001581568

Detecting and modelling nonlinearity in flexible exchange rate time series

Chiarella, Carl - In: Asia Pacific journal of management : APJM ; a … 11 (1994) 2, pp. 159-186

Persistent link: https://www.econbiz.de/10001174923

The role of intra-day and inter-day data effects in determining linear and nonlinear granger causality between Australian futures and cash index markets

Eldridge, Robert M.; Peat, Maurice; Stevenson, Maxwell John - 2003

Persistent link: https://www.econbiz.de/10001734845

Testing for nonlinearities in economic and financial time series

Peat, Maurice; Stevenson, Maxwell John - 1995

Persistent link: https://www.econbiz.de/10000957546

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