Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets

Helen Higgs

Discussion Papers in Economics from Griffith University, Department of Accounting, Finance and Economics

Keywords: Wholesale spot electricity price markets; Constant and dynamic conditional correlation; Multivariate GARCH (search for similar items in EconPapers)
JEL-codes: C32 C51 L94 Q40 (search for similar items in EconPapers)
Date: 2009-04
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Citations: View citations in EconPapers (55)

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