Volatility spillovers in Australian electricity markets
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DOI: 10.1016/j.eneco.2020.104782
Abstract: Electricity markets are significantly more volatile than other comparable financial or commodity markets. This study examines volatility spillover effects across different regions in the Australian National Electricity Market (NEM), aiming at providing a better understanding… read more here.
Keywords: volatility; spillovers australian; market; electricity ... See more keywords