TY  - JOUR
AU  - Helen Higgs  and Andrew C. Worthington
PY  - 2005/10//
TI  - Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects
JO  - The Energy Journal
VL  - Volume 26
DO  - 10.5547/ISSN0195-6574-EJ-Vol26-No4-2
IS  - 4
KW  - Electricity markets
KW  - GARCH
KW  - APARCH
KW  - Intraday price volatility
KW  - Calendar effects
KW  - Australia
KW  - Information arrival
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=2104