Essays about: "BTC"

Showing result 1 - 5 of 19 essays containing the word BTC.

  1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

    University essay from Umeå universitet/Företagsekonomi

    Author : Anthony Baugi; Eugene Zhang; [2024]
    Keywords : Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

    Abstract : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. READ MORE

  3. 2. Out of the Books and Into the Woods

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Elisabeth Molin; [2023]
    Keywords : Limit Order Book; Cryptocurrency; Random forest; Market Microstructure; Lead-lag; Business and Economics;

    Abstract : The objective of this thesis is to analyze the predictive power of the cryptocurrency limit order book for return predictions. The analysis is performed for the BTC/USD and ETH/USD directional 10-second returns, using limit order book data from three of the largest cryptocurrency spot exchanges. READ MORE

  4. 3. Risk measurement of cryptocurrencies using value at risk and expected shortfall

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Van Cao Thi Hong; [2022]
    Keywords : cryptocurrencies; value at risk; expected shortfall; risk measurement; parametric methods; non-parametric methods; EWMA; GARCH; EGARCH; GJRGARCH; backtesting; Business and Economics;

    Abstract : Cryptocurrencies are highly volatile and risky assets, therefore, it is of vital importance to find an appropriate model for risk measurement. This thesis compares three parametric and three non-parametric estimation methods to estimate the value at risk and the expected shortfall of five cryptocurrencies, namely Bitcoin (BTC), Ethereum (ETH), Binance coin (BNB), Ripple coin (XRP), and Cardano (ADA). READ MORE

  5. 4. Crypto Proxima : An analysis of autonomous Bitcoin trading

    University essay from

    Author : Simon Andersson; Jakob Häggström; Urlich Icimpaye; Hjalmar Lindstedt; [2021]
    Keywords : ;

    Abstract : The purpose of this project is to analyze to what extent it is possible to profit from autonomous bitcoin (BTC) trading. This was tested by using three different models in varying complexity and simulating these using real market data. READ MORE

  6. 5. Operational impact to a CHP plant from integration of a biofuel top cycle pilot unit : A case study of KV62, Linköping

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : LINNÉA NYMAN; [2020]
    Keywords : CHP; combined cycle; renewable energy; flue gas condensation; biopower; pilot project; Kraftvärmeverk; förnybar energi; pilotprojekt; rökgaskondensering; biobränsle;

    Abstract : The coming years are expected to bring multiple challenges for all actors within the energy sector. For the Swedish utility company Tekniska verken AB, one of the upcoming tasks is to adapt their energy technologies to enable renewable, plannable and efficient heat and power production. READ MORE