John Swieringa

Australian National University (ANU)

Canberra, Australian Capital Territory

Australia

SCHOLARLY PAPERS

5

DOWNLOADS

315

CITATIONS

2

Scholarly Papers (5)

1.

European Currency Volatility After Economic and Monetary Union

EFMA 2003 Helsinki Meetings
Number of pages: 35 Posted: 18 Jun 2003
Richard Heaney and John Swieringa
Australian National University and Australian National University (ANU)
Downloads 171 (140,862)

Abstract:

Economic and Monetary Union, euro, foreign exchange volatility, GARCH

2.

Price Discovery in European Energy Markets

Number of pages: 50 Posted: 24 Jul 2012 Last Revised: 06 Sep 2012
John Swieringa
Australian National University (ANU)
Downloads 85 (212,671)
Citation 2

Abstract:

price discovery, coal, natural gas, Brent, WTI, information shares

3.

Information Linkages between Emission Allowance and Energy Markets

Number of pages: 38 Posted: 01 Aug 2012 Last Revised: 25 Mar 2014
Emma Schultz and John Swieringa
Australian National University (ANU) and Australian National University (ANU)
Downloads 25 (363,464)

Abstract:

information linkages; volatility; emission allowance markets, energy markets

4.

Price Discovery in European Natural Gas Markets

Energy Policy, volume 61, pp. 628-634
Posted: 17 Dec 2012 Last Revised: 12 Feb 2014
Emma Schultz and John Swieringa
Australian National University (ANU) and Australian National University (ANU)

Abstract:

Price discovery, information shares, natural gas

5.

Price Dynamics in Global Crude Oil Markets

Journal of Futures Markets, Forthcoming
Posted: 13 Oct 2012 Last Revised: 12 Feb 2014
Wai-Man (Raymond) Liu, Emma Schultz and John Swieringa
School of Finance, Actuarial Studies & Statistics, Australian National University, Australian National University (ANU) and Australian National University (ANU)

Abstract:

Price Dynamics, Crude Oil, Brent, WTI