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

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dc.contributor.authorPham, Son
dc.contributor.authorDo, Hung X.
dc.contributor.authorNepal, Rabindra
dc.contributor.authorJamasb, Tooraj
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.date.accessioned2025-01-06T13:43:02Z
dc.date.available2025-01-06T13:43:02Z
dc.date.issued2025-01
dc.descriptionRabindra Nepal acknowledges the helpful comments received from the AERE reading group seminar participants at the School of Economics of Sydney University on November 20, 2024.en
dc.description.statusPeer revieweden
dc.format.extent19
dc.format.extent9458532
dc.identifier299316807
dc.identifier3fef30a6-ed29-41ea-aa48-0282a9271ade
dc.identifier85213021912
dc.identifier.citationPham, 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.2024.108123en
dc.identifier.doi10.1016/j.eneco.2024.108123
dc.identifier.issn0140-9883
dc.identifier.otherORCID: /0000-0001-9151-8769/work/175112603
dc.identifier.urihttps://hdl.handle.net/2164/24828
dc.identifier.urlhttp://www.scopus.com/inward/record.url?scp=85213021912&partnerID=8YFLogxKen
dc.identifier.vol141en
dc.language.isoeng
dc.relation.ispartofEnergy Economicsen
dc.subjectAcademic.en
dc.subjectSDG 7 - Affordable and Clean Energyen
dc.subject2040 Energy Tranistionen
dc.subjectElectricity marketsen
dc.subjectTail risken
dc.subjectTVP-VAR connectednessen
dc.subjectAustraliaen
dc.subjectCAViaRen
dc.subjectHB Economic Theoryen
dc.subjectEconomics and Econometricsen
dc.subjectGeneral Energyen
dc.subject.lccHBen
dc.titleTail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Eventsen
dc.typeJournal articleen

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