Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects

Autor:	Higgs, Helen, Worthington, Andrew C.
Zdroj:	The Energy Journal, 2005 Jan 01. 26(4), 23-41.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/41323071 Zobrazit plný text záznamu