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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|Item Type:||Journal Article|
|Keywords:||Intraday Price Volatility, Information Arrival, Skewed Student Asymmetric Power ARCH, Calendar Effects|
|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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