Title of article
Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis
Author/Authors
Andrew Worthington، نويسنده , , Adam Kay-Spratley، نويسنده , , Helen Higgs، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
14
From page
337
To page
350
Keywords
Mean and volatility spillovers , Multivariate GARCH , Spot electricity price markets
Journal title
Energy Economics
Serial Year
2005
Journal title
Energy Economics
Record number
173921
Link To Document