Stochastic price modeling of high volatility, mean-reverting, spike-prone commodities: The Australian wholesale spot electricity market

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Title Stochastic price modeling of high volatility, mean-reverting, spike-prone commodities: The Australian wholesale spot electricity market
Author Higgs, Helen; Worthington, Andrew Charles
Editor RSJ Tol
Year Published 2008
Publisher Elsevier
Citation Energy Economics, Vol. 30(6), pp. 3172-3185
Peer Reviewed Yes
Published Yes
Research Centre Griffith Asia Institute
Faculty Griffith Business School
Publication Type Journal Articles (Refereed Article)

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