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Authors: Handika, Rangga
Date: 2013
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/273347
Description: This paper investigates how convenience yield risk is priced in commodity markets.
Date: 2012
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/196070
Description: This paper presents an empirical analysis of the relationship between spot and futures prices in regional Australian electricity markets. Based on economic theory, we expect that the forward prices wi ... More
Authors: Handika, Rangga
Date: 2011
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/193648
Description: Purpose: This paper is intended to thoroughly investigate futures premiums in Australian electricity markets. Originality: This paper is the first comprehensive study to investigate futures premiums i ... More
Authors: Proimos, Alex
Date: 2011
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/197527
Description: Purpose: To highlight the difficulties in calculating the default risk premium given irreconcilable results in the literature which fail to agree on the sign or magnitude of the expected return differ ... More
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