Publication | Open Access

Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis

EconomicsVolatility ModelingAsset PricingMultivariate Garch AnalysisPower TradingBusinessEconomic AnalysisEconometricsPrice VolatilityCommodity Price IndexStatisticsFinanceHigh-frequency Financial EconometricsElectricity Market