Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects
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- Helen Higgs & Andrew C. Worthington, 2005. "Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects," The Energy Journal, , vol. 26(4), pages 23-42, October.
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