Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis

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Title Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis
Author Worthington, Andrew Charles; Kay-Spratley, Adam; Higgs, Helen
Editor Derek Bunn
Year Published 2005
Publisher Elsevier
Citation Energy Economics, Vol. 27(2), pp. 337-350
Peer Reviewed Yes
Published Yes
Publisher URI http://www.elsevier.com/wps/find/journaldescription.cws_home/30413/description
Copyright Statement Copyright 2005 Elsevier. This is the author-manuscript version of this paper. Reproduced in accordance with the copyright policy of the publisher.
Research Centre Griffith Asia Institute
Faculty Griffith Business School
Publication Type Journal Articles (Refereed Article)

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