Systematic Features Of High Frequency Volatility In Australian Electricity Markets: Intraday Patterns, Information Arrival And Calendar Effects
Higgs, Helen & Worthington, Andrew (2005) Systematic Features Of High Frequency Volatility In Australian Electricity Markets: Intraday Patterns, Information Arrival And Calendar Effects. The Energy Journal, 26(4), pp. 23-41.
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| ID Code: | 22151 |
|---|---|
| Item Type: | Journal Article |
| Keywords: | Intraday Price Volatility, Information Arrival, Skewed Student Asymmetric Power ARCH, Calendar Effects |
| ISSN: | 0195-6574 |
| Subjects: | Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Time-Series Analysis (140305) |
| Divisions: | Current > QUT Faculties and Divisions > QUT Business School Current > Schools > School of Economics & Finance |
| Deposited On: | 17 Jun 2009 23:06 |
| Last Modified: | 05 Jan 2011 23:45 |
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