Analysing negative skewness of spot returns in the Australian electricity market

Xuebing Lu; Ly Fie Sugianto

Analysing negative skewness of spot returns in the Australian electricity market

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	Proceedings of the 2006 IEEE PES Power Systems Conference & Exposition (PSCE 2006)
Editors	John Paserba
Place of Publication	Atlanta Georgia USA
Publisher	IEEE, Institute of Electrical and Electronics Engineers
Pages	1682 - 1688
Number of pages	7
ISBN (Print)	142440178X
Publication status	Published - 2006
Event	IEEE/PES Power Systems Conference and Exposition - Atlanta Georgia USA, Atlanta Georgia USA Duration: 1 Jan 2006 → …

Conference

Conference	IEEE/PES Power Systems Conference and Exposition
City	Atlanta Georgia USA
Period	1/01/06 → …

Cite this

@inproceedings{5a0eb99ab03e459e8f752e3fedbdc3dc,

title = "Analysing negative skewness of spot returns in the Australian electricity market",

author = "Xuebing Lu and Sugianto, {Ly Fie}",

year = "2006",

language = "English",

isbn = "142440178X",

pages = "1682 -- 1688",

editor = "John Paserba",

booktitle = "Proceedings of the 2006 IEEE PES Power Systems Conference & Exposition (PSCE 2006)",

publisher = "IEEE, Institute of Electrical and Electronics Engineers",

address = "United States of America",

note = "IEEE/PES Power Systems Conference and Exposition ; Conference date: 01-01-2006",

}

Lu, X & Sugianto, LF 2006, Analysing negative skewness of spot returns in the Australian electricity market. in J Paserba (ed.), Proceedings of the 2006 IEEE PES Power Systems Conference & Exposition (PSCE 2006). IEEE, Institute of Electrical and Electronics Engineers, Atlanta Georgia USA, pp. 1682 - 1688, IEEE/PES Power Systems Conference and Exposition, Atlanta Georgia USA, 1/01/06.

Analysing negative skewness of spot returns in the Australian electricity market. / Lu, Xuebing; Sugianto, Ly Fie.

Proceedings of the 2006 IEEE PES Power Systems Conference & Exposition (PSCE 2006). ed. / John Paserba. Atlanta Georgia USA : IEEE, Institute of Electrical and Electronics Engineers, 2006. p. 1682 - 1688.

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

TY - GEN

T1 - Analysing negative skewness of spot returns in the Australian electricity market

AU - Lu, Xuebing

AU - Sugianto, Ly Fie

PY - 2006

Y1 - 2006

M3 - Conference Paper

SN - 142440178X

SP - 1682

EP - 1688

BT - Proceedings of the 2006 IEEE PES Power Systems Conference & Exposition (PSCE 2006)

A2 - Paserba, John

PB - IEEE, Institute of Electrical and Electronics Engineers

CY - Atlanta Georgia USA

T2 - IEEE/PES Power Systems Conference and Exposition

Y2 - 1 January 2006

ER -