Reference health
Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects
32/32 checkable references clean · checked 2026-07-26
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
11 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 32 checked references that resolve
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Intraday periodicity and volatility persistence in financial markets
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Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
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Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
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Cointegration analysis of spot electricity prices: insights on transmission efficiency in the western US
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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.5547/ISSN0195-6574-EJ-Vol25-No4-2
Estimating the Volatility of Wholesale Electricity Spot Prices in the US
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Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
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G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models
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Electricity pool prices: a case study in nonlinear time-series modelling
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Regulatory Uncertainty and the Volatility of Regional Electricity Company Share Prices: The Economic Consequences of Professor Littlechild
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The Effects of Regulation and Regulatory Risk in the UK Electricity Distribution Industry
resolves10.1002/1096-9934(200011)20:10<943::AID-FUT4>3.0.CO;2-8
Trading volume, bid-ask spread, and price volatility in futures markets
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Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
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The 11 references without a DOI — listed, not checked
no DOI — not checkedAlexander C. (2001). Market Models. Wiley.
no DOI — not checkedDickson A. Warr S. (2000). “Profile of the Australian Electricity Industry.” Australian Bureau of Agricultural and Resource Economics (ABARE) Research Report No. 2000.7 Canberra.
no DOI — not checkedHerbert J. (2002). “Power prices today: Growing more unpredictable.” Public Utilities Fortnightly 140(18): 28-35.
no DOI — not checkedInternational Energy Agency (2001). Energy Policies of IEA Countries: Australia 2001 Review Organization for Economic Cooperation and Development (OECD) Paris.
no DOI — not checkedLambert P. Laurent S. (2001). “Modeling financial time series using GARCH-type models and a skewed Student density.” Mimeo Universite de Liege.
no DOI — not checkedLucia J.J. Schwartz E.S. (2001). “Electricity Prices and Power Derivatives: Evidence for the Nordic Power Exchange.” University of California Los Angeles Working Paper Los Angeles.
no DOI — not checkedNational Electricity Market Management Company Limited (2001). An Introduction to Australia's National Electricity Market NEMMCO Melbourne.
no DOI — not checkedNational Electricity Market Management Company Limited (2003). WWW site: <http://www. nemmco.com.au/>. Accessed August 2003.
no DOI — not checkedSmith R. (2003). “Leading the news: Surplus of electricity may persist at least until 2005.” Wall Street Journal 12 February A3.
no DOI — not checkedSolibakke P. (2002). “Efficient estimated mean and volatility characteristics for the Nordic spot electricity power market.” International Journal of Business 7(2): 17-35.
no DOI — not checkedTaylor S. (1986). Modeling Financial Time Series. Wiley.
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