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Doctoral thesis of Philosophy: Modelling commodity prices in the Australian National Electricity Market
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The thesis is structured as follows: Chapter 1: Introduction; Chapter 2: Literature Review; Chapter 3: The Market for Electricity; Chapter 4: Description and Sources of Data; Chapter 5: Seasonal Factors and Outlier Effects in Rate of R; Chapter 6: Structural Characteristics of Demand for Electric; Chapter 7: GARCH Modelling of High-Frequency Volatility in A; Chapter 8: The Effect of Extreme Spikes in Demand on Electric; Chapter 9: Conclusion.
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