Systematic features of high-frequency volatility in Australian electricity markets: Intraday patterns, information arrival and calendar effects

There are no files associated with this record.

Title Systematic features of high-frequency volatility in Australian electricity markets: Intraday patterns, information arrival and calendar effects
Author Higgs, Helen; Worthington, Andrew Charles
Editor Adonis Yatchew
Year Published 2005
Publisher International Association for Energy Economics
Citation Energy Journal, Vol. 26(4), pp. 23-41
Peer Reviewed Yes
Published Yes
Publisher URI http://www.iaee.org/en/publications/journal.aspx
Copyright Statement Copyright 2005 IAEE. Use hypertext link for access to journal's website.
Research Centre Griffith Asia Institute
Faculty Griffith Business School
Publication Type Journal Articles (Refereed Article)

Show full item record

Griffith University copyright notice