Essays about: "daily calendar effect"

Showing result 1 - 5 of 9 essays containing the words daily calendar effect.

  1. 1. Turn-of-the-Month Effect : A study of the existence of a calendar effect on the Swedish stock market  

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Dena Afshari; Jennifer Bergman; Martin Blomberg; [2022]
    Keywords : Calendar anomaly; Turn-of-the-month ToM effect; Covid-19 pandemic;

    Abstract : This thesis investigates the existence of the turn-of-the-month (ToM) effect on the Swedish stock market and further examines whether this calendar anomaly is persistent but different during the Covid-19 pandemic. The main purpose of this study is to determine if the ToM effect is significant in the Swedish stock market over twelve years, particularly during the Covid-19 pandemic. READ MORE

  3. 2. Emission Allowances in the European Union Emissions Trading System

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Franziska Manke; [2020]
    Keywords : Emission Allowances; EU ETS; Volatility; GARCH; Cointegration;

    Abstract : The first part of the thesis analyses the short term behavior of daily emission allowance (EUA) log returns with a focus on volatility dynamics in the recent market environment. In this part, I present a historical overview of the European Union Emission Trading System (EU ETS), analyze the stylized facts of the time series, employ appropriate time series models, and assess model in-sample and out-of-sample performance. READ MORE

  4. 3. Forecasting Daily Supermarkets Sales with Machine Learning

    University essay from KTH/Optimeringslära och systemteori

    Author : Daniel Fredén; Hampus Larsson; [2020]
    Keywords : Statistics; applied mathematics; machine learning; retail industry; time-series; forecasts; neural network; XGBoost; ARIMA; ARIMAX; Facebook Prophet; Prophet; LSTM; Statistik; tillämpad matematik; maskininlärning; livsmedelsindustrin; prognostisering tidsserier; neurala nätverk; XGBoost; ARIMA; ARIMAX; Facebook Prophet; Prophet; LSTM;

    Abstract : Improved sales forecasts for individual products in retail stores can have a positive effect both environmentally and economically. Historically these forecasts have been done through a combination of statistical measurements and experience. READ MORE

  5. 4. A case study in consolidating the loss structure of different manufacturing sectors under lean context

    University essay from Lunds universitet/Produktionsekonomi

    Author : Hua Tong; Thi Minh Trang Dao; [2020]
    Keywords : Lean Manufacturing; Loss Deployment; Loss Structure; World Class Manufacturing WCM ; Technology and Engineering;

    Abstract : In the light of lean methodology, World Class Manufacturing requires continuous improvement in analyzing the losses to eliminate the wasteful resources and to boost the overall productivity. However, the standardized loss structure should be well-balanced to be general enough to cover the whole manufacturing procedure while being specific enough to point out the real issues happening for further improvement. READ MORE

  6. 5. Plant phenology and climate change : possible effect on the onset of various wild plant species first flowering day in the UK

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Nigel Fox; [2019]
    Keywords : geography; GIS; plants; phenology; climate change; global warming; FFD; IPCC; Bluebell; Garlic mustard; Coltsfoot; Cuckooflower; United Kingdom; Woodland Trust; UK; Earth and Environmental Sciences;

    Abstract : The IPCC states that the planet is significantly warming due to effects of climate change. This warming effect has consequences for phenological events. Many species cannot track rapid climate change, resulting in phenological mismatches. This study looks at an extreme weather event and the longer-term effects of climate change. READ MORE