Tail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Events

Pham, Son; Do, Hung X.; Nepal, Rabindra; Jamasb, Tooraj

Tail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Events

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Pham_etal_EE_Tail_Risk_Connectedness_VOR.pdf (9.02 MB)

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2025-01

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Pham, S, Do, H X, Nepal, R & Jamasb, T 2025, 'Tail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Events', Energy Economics, vol. 141, 108123. https://doi.org/10.1016/j.eneco.2024.108123

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https://hdl.handle.net/2164/24828

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10.1016/j.eneco.2024.108123

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Tail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Events

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