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Volatility, Volume and Maturity in Electricity Futures

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Author Info
Walls, W David

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Article provided by Taylor and Francis Journals in its journal Applied Financial Economics.

Volume (Year): 9 (1999)
Issue (Month): 3 (June)
Pages: 283-87
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Handle: RePEc:taf:apfiec:v:9:y:1999:i:3:p:283-87

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  1. Lester Hadsell, 2006. "A TARCH examination of the return volatility--volume relationship in electricity futures," Applied Financial Economics, Taylor and Francis Journals, vol. 16(12), pages 893-901, August. [Downloadable!] (restricted)
  2. Goto, Mika & Karolyi, G. Andrew, 2004. "Understanding Electricity Price Volatility within and across Markets," Working Paper Series 2004-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
  3. Hipòlit Torró, 2007. "Forecasting Weekly Electricity Prices at Nord Pool," Working Papers 2007.88, Fondazione Eni Enrico Mattei. [Downloadable!]
  4. Helen Higgs & Andrew C Worthington, 2004. "Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects," School of Economics and Finance Discussion Papers and Working Papers Series 186, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
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This page was last updated on 2009-12-5.

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