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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=173921
