Modelling electricity prices in the presence of extreme jumps

Chan, K F and Gray, P K (2006) Modelling electricity prices in the presence of extreme jumps. Forecasting Letters, 1 1: 32-39.


Author Chan, K F
Gray, P K
Title Modelling electricity prices in the presence of extreme jumps
Journal name Forecasting Letters   Check publisher's open access policy
ISSN 1774-0300
Publication date 2006
Sub-type Article (original research)
Volume 1
Issue 1
Start page 32
End page 39
Total pages 8
Editor E. Balaban
Place of publication Edinburgh, UK
Publisher Global EcoFinance Ltd
Collection year 2006
Subject CX
350301 Finance
710401 Finance and investment services
Q-Index Code CX

Document type: Journal Article
Sub-type: Article (original research)
Collections: Excellence in Research Australia (ERA) - Collection
UQ Business School Publications
 
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Created: Wed, 15 Aug 2007, 10:31:48 EST