Price Change, Volatility, and Accurate VaR: Evidence from the NSW and QLD Power Markets

Rangga Handika; Yusuf Khudri

doi:10.3905/jai.2018.20.4.082

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Price Change, Volatility, and Accurate VaR: Evidence from the NSW and QLD Power Markets

Rangga Handika and Yusuf Khudri

The Journal of Alternative Investments Spring 2018, 20 (4) 82-95; DOI: https://doi.org/10.3905/jai.2018.20.4.082

Rangga Handika

is a lecturer at the Institute of International Strategy, Tokyo International University in Japan

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Yusuf Khudri

is a lecturer in the Department of Accounting, Faculty of Economics and Business at the Universitas Indonesia in Indonesia

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The Journal of Alternative Investments

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Price Change, Volatility, and Accurate VaR: Evidence from the NSW and QLD Power Markets

Rangga Handika, Yusuf Khudri

The Journal of Alternative Investments Mar 2018, 20 (4) 82-95; DOI: 10.3905/jai.2018.20.4.082

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Price Change, Volatility, and Accurate VaR: Evidence from the NSW and QLD Power Markets

Rangga Handika, Yusuf Khudri

The Journal of Alternative Investments Mar 2018, 20 (4) 82-95; DOI: 10.3905/jai.2018.20.4.082

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