Essays about: "High-Frequency Data"
Showing result 1 - 5 of 195 essays containing the words High-Frequency Data.
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1. The impact of firm-level greenness on the transmission of monetary policy shocks to stock market prices in Sweden
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : A growing literature has indicated that monetary policy shocks impact the stock prices of brown firms more strongly than the stock prices of green firms. Monetary policy tightening is associated with lower stock prices since it leads to a higher cost of capital and in turn a higher discount rate for the expected stream of cash flows. READ MORE
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2. Temperature Shocks and Price Stability
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This thesis investigates the interplay between temperatures and prices in an advanced economy context. To this end, I estimate the impulse response to a 1°C temperature anomaly on the UK economy. READ MORE
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3. Drivers of sea level variability using neural networks
University essay from Göteborgs universitet/Institutionen för geovetenskaperAbstract : Understanding the forcing of regional sea level variability is crucial as many people all over the world live along the coasts and are endangered by extreme sea levels and the global sea level rise. The adding of fresh water into the oceans due to melting of the Earth’s land ice together with thermosteric changes has led to a rise of the global mean sea level with an accelerating rate during the twentieth century. READ MORE
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4. On Predicting Price Volatility from Limit Order Books
University essay from Uppsala universitet/Matematiska institutionenAbstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE
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5. Automated Measurement of Relative HF Antenna Properties using WSPR
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : The performance of antennas is an important factor in creating a well performing radio communication channel. Traditionally measuring High Frequency (HF) antennas is an expensive and complicated process. J. Zander[1] proposes an alternative method of evaluating antenna performances in the HF band. READ MORE
