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Volatility spillovers in Australian electricity markets

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Cited by:

  1. Hasan, Mudassar & Arif, Muhammad & Naeem, Muhammad Abubakr & Ngo, Quang-Thanh & Taghizadeh–Hesary, Farhad, 2021. "Time-frequency connectedness between Asian electricity sectors," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 208-224.
  2. Jinwang Ma & Jingran Feng & Jun Chen & Jianing Zhang, 2024. "Volatility Spillover from Carbon Prices to Stock Prices: Evidence from China’s Carbon Emission Trading Markets," JRFM, MDPI, vol. 17(3), pages 1-24, March.
  3. Do, Hung Xuan & Nepal, Rabindra & Jamasb, Tooraj, 2020. "Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets," Energy Economics, Elsevier, vol. 92(C).
  4. Jan Niklas Buescher & Daria Gottwald & Florian Momm & Alexander Zureck, 2022. "Impact of the COVID-19 Pandemic Crisis on the Efficiency of European Intraday Electricity Markets," Energies, MDPI, vol. 15(10), pages 1-21, May.
  5. Lyu, Chenyan & Do, Hung Xuan & Nepal, Rabindra & Jamasb, Tooraj, 2024. "Volatility spillovers and carbon price in the Nordic wholesale electricity markets," Energy Economics, Elsevier, vol. 134(C).
  6. Lijuan Sun & Menggang Chen & Yawei Shi & Lifeng Zheng & Songyang Li & Jun Li & Huijuan Xu, 2022. "Solving PEV Charging Strategies with an Asynchronous Distributed Generalized Nash Game Algorithm in Energy Management System," Energies, MDPI, vol. 15(24), pages 1-13, December.
  7. Jiasha Fu & Hui Qiao, 2022. "The Time-Varying Connectedness Between China’s Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis," Letters in Spatial and Resource Sciences, Springer, vol. 15(3), pages 341-376, December.
  8. Flottmann, Jonty H. & Akimov, Alexandr & Simshauser, Paul, 2022. "Firming merchant renewable generators in Australia’s National Electricity Market," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 262-276.
  9. Iqbal, Najaf & Naeem, Muhammad Abubakr & Suleman, Muhammed Tahir, 2022. "Quantifying the asymmetric spillovers in sustainable investments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  10. Apergis, Nicholas & Pan, Wei-Fong & Reade, James & Wang, Shixuan, 2023. "Modelling Australian electricity prices using indicator saturation," Energy Economics, Elsevier, vol. 120(C).
  11. Hakan Acaroğlu & Fausto Pedro García Márquez, 2021. "Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy," Energies, MDPI, vol. 14(22), pages 1-23, November.
  12. Wan, Yang & He, Shi, 2021. "Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach," Finance Research Letters, Elsevier, vol. 41(C).
  13. Naeem, Muhammad Abubakr & Karim, Sitara & Rabbani, Mustafa Raza & Nepal, Rabindra & Uddin, Gazi Salah, 2022. "Market integration in the Australian National Electricity Market: Fresh evidence from asymmetric time-frequency connectedness," Energy Economics, Elsevier, vol. 112(C).
  14. Nadja Klein & Michael Stanley Smith & David J. Nott, 2023. "Deep distributional time series models and the probabilistic forecasting of intraday electricity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 493-511, June.
  15. Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Konstandatos, Otto & Rai, Alan, 2021. "Wind generation and the dynamics of electricity prices in Australia," Energy Economics, Elsevier, vol. 103(C).
  16. Flottmann, Jonty & Wild, Phillip & Todorova, Neda, 2024. "Derivatives and hedging practices in the Australian National Electricity Market," Energy Policy, Elsevier, vol. 189(C).
  17. Lin Han & Ivor Cribben & Stefan Trueck, 2022. "Extremal Dependence in Australian Electricity Markets," Papers 2202.09970, arXiv.org.
  18. Sitara Karim & Muhammad Abubakr Naeem, 2022. "Clean Energy, Australian Electricity Markets, and Information Transmission," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 3(Early Vie), pages 1-6.
  19. Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Tiwari, Aviral Kumar & Khan, Isma, 2023. "Tail risk contagion across electricity markets in crisis periods," Energy Economics, Elsevier, vol. 127(PB).
  20. Luo, Keyu & Ye, Yong, 2024. "How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives," Research in International Business and Finance, Elsevier, vol. 69(C).
  21. Lyu, Chenyan & Scholtens, Bert, 2024. "Integration of the international carbon market: A time-varying analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
  22. Zhao, Yihang & Zhou, Zhenxi & Zhang, Kaiwen & Huo, Yaotong & Sun, Dong & Zhao, Huiru & Sun, Jingqi & Guo, Sen, 2023. "Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe," Energy, Elsevier, vol. 263(PF).
  23. Chanatásig-Niza, Evelyn & Ciarreta, Aitor & Zarraga, Ainhoa, 2022. "A volatility spillover analysis with realized semi(co)variances in Australian electricity markets," Energy Economics, Elsevier, vol. 111(C).
  24. Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj, 2024. "Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis," Energy Economics, Elsevier, vol. 135(C).
  25. Godin, Frédéric & Ibrahim, Zinatu, 2021. "An analysis of electricity congestion price patterns in North America," Energy Economics, Elsevier, vol. 102(C).
  26. Nadja Klein & Michael Stanley Smith & David J. Nott, 2020. "Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices," Papers 2010.01844, arXiv.org, revised May 2021.
  27. Sikorska-Pastuszka, Magdalena & Papież, Monika, 2023. "Dynamic volatility connectedness in the European electricity market," Energy Economics, Elsevier, vol. 127(PA).
  28. Guannan Wang & Juan Meng & Bin Mo, 2023. "Dynamic Volatility Spillover Effects and Portfolio Strategies among Crude Oil, Gold, and Chinese Electricity Companies," Mathematics, MDPI, vol. 11(4), pages 1-25, February.
  29. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021. "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, vol. 104(C).
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