Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
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KeywordsWholesale spot electricity price markets; Constant and dynamic conditional correlation; Multivariate GARCH;
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- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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