Systematic Features of High-Frequency Volatility in...

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

Helen Higgs and Andrew C. Worthington
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Volume:
26
Year:
2005
Language:
english
Journal:
The Energy Journal
DOI:
10.2307/41323071
File:
PDF, 1.72 MB
english, 2005
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