Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
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Bibliographic InfoPaper provided by Griffith University, Department of Accounting, Finance and Economics in its series Discussion Papers in Economics with number economics:200904.
Date of creation: Apr 2009
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Wholesale spot electricity price markets; Constant and dynamic conditional correlation; Multivariate GARCH;
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- Chevallier, Julien, 2010.
"The impact of Australian ETS news on wholesale spot electricity prices : an exploratory analysis,"
Economics Papers from University Paris Dauphine
123456789/4219, Paris Dauphine University.
- Chevallier, Julien, 2010. "The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis," Energy Policy, Elsevier, vol. 38(8), pages 3910-3921, August.
- Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa, 2012. "Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets," BILTOKI Biltoki;2012-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Sadorsky, Perry, 2012. "Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies," Energy Economics, Elsevier, vol. 34(1), pages 248-255.
- Nuno Carvalho Figueiredo & Patrícia Pereira da Silva & Pedro Cerqueira, 2014. "The Renewables Influence on Market Splitting: the Iberian Spot Electricity Market," GEMF Working Papers 2014-14, GEMF - Faculdade de Economia, Universidade de Coimbra.
- Eichler Michael & Grothe Oliver & Tuerk Dennis & Manner Hans, 2012. "Modeling spike occurrences in electricity spot prices for forecasting," Research Memorandum 029, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
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