Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model-Reference-Cited by-同舟云学术

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Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model

Published:2019-02 Issue: Volume:78 Page:129-142
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Apergis Nicholas,Gozgor Giray,Lau Chi Keung Marco,Wang Shixuan

Funder

Economic and Social Research Council

Royal Economic Society

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference45 articles.

1. The promise and problems of pricing carbon: theory and experience;Aldy;J. Environ. Dev.,2012

2. Structural breaks and electricity prices: further evidence on the role of climate policy uncertainties in the Australian electricity market;Apergis;Energy Econ.,2015

3. Good volatility, bad volatility: what drives the asymmetric connectedness of Australian electricity markets?;Apergis;Energy Econ.,2017

4. Integration of regional electricity markets in Australia: a price convergence assessment;Apergis;Energy Econ.,2017

5. On the impacts of oil price fluctuations on European equity markets: volatility spillover and hedging effectiveness;Arouri;Energy Econ.,2012

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