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2017Energy Sources, Part B: Economics, Planning, and Policy: Vol. 12, Issue 3The impact of generation mix on Australian wholesale electricity pricesA. C. Worthington, H. Higgs
2017SSRN Electronic Journal Stochastic Modelling of Photovoltaic Power Generation and Electricity PricesFred Espen Benth, Noor 'Adilah Ibrahim
2016Energy Strategy Reviews: Vol. 11-12Spot electricity price forecasting in Indian electricity market using autoregressive-GARCH modelsG.P. Girish
2016Energy Economics: Vol. 56Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysisErkan Erdogdu
2015Economic Analysis and Policy: Vol. 48Australian evidence on the role of interregional flows, production capacity, and generation mix in wholesale electricity prices and price volatilityHelen Higgs, Gudbrand Lien, Andrew C. Worthington
2013SSRN Electronic JournalModeling the Daily Electricity Price Volatility with Realized MeasuresMichael Frommel, Xing Han, Stepan Kratochvil
2013Energy Economics: Vol. 36Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and GermanyFotis G. Kalantzis, Nikolaos T. Milonas
2012SSRN Electronic JournalVolatility Models for Electricity Prices with Intra-Daily InformationAngelica Gianfreda, Luigi Grossi
2012Energy Economics: Vol. 34, Issue 6Realized volatility and price spikes in electricity markets: The importance of observation frequencyCarl J. Ullrich
2012Energy Economics: Vol. 34, Issue 1Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubsEmily Hickey, David G. Loomis, Hassan Mohammadi
2012Energy Economics: Vol. 34, Issue 6Forecasting spot price volatility using the short-term forward curveErik Haugom, Carl J. Ullrich
2012SSRN Electronic JournalModeling Spot Price Dependence in Australian Electricity Markets with Applications to Risk ManagementKatja Ignatieva, Stefan Trueck
2011Energy Economics: Vol. 33, Issue 6Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity dataErik Haugom, Sjur Westgaard, Per Bjarte Solibakke, Gudbrand Lien
2010Energy Economics: Vol. 32, Issue 2Nonlinearity and intraday efficiency tests on energy futures marketsTao Wang, Jian Yang
2009SSRN Electronic JournalRealized Volatility and Price Spikes in Electricity Markets: The Importance of Observation FrequencyCarl J. Ullrich
2009SSRN Electronic JournalNonlinearity and Intraday Efficiency Tests on Energy Futures MarketsTao Wang, Jian Yang
2008SSRN Electronic JournalModelling Spot Prices in Deregulated Wholesale Electricity Markets: A Selected Empirical ReviewHelen Higgs, Andrew C. Worthington
2007Economics Letters: Vol. 95, Issue 1The impact of virtual bidding on price volatility in New York's wholesale electricity marketLester Hadsell


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