Measuring and testing natural gas and electricity markets volatility: Evidence from Alberta's deregulated markets

Studies in Nonlinear Dynamics and Econometrics

Volumn 10, Issue 3, 2006, Pages

  Serletis, Apostolos ^a   Shahmoradi, Akbar ^b  

^a UNIVERSITY OF CALGARY   (Canada)

^b RiskAdvisory Department   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33749580986     PISSN: 15583708     EISSN: None     Source Type: Journal    
DOI: 10.2202/1558-3708.1341     Document Type: Article

References (12)

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9. León, Angel and Antonio Rubia. "Testing for Weekly Seasonal Unit Roots in the Spanish Power Pool." In Derek W. Bunn (ed.), Modelling Prices in Competitive Electricity Markets (Wiley Series in Financial Economics) 2004, pp. 131-145.
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12. Serletis, Apostolos and Ioannis Andreadis. "Nonlinear Time Series Analysis of Alberta's Deregulated Electricity Market." In Derek W. Bunn (ed.), Modelling Prices in Competitive Electricity Markets (Wiley Series in Financial Economics) 2004, pp. 147-159.