Essays about: "normal model"

Showing result 6 - 10 of 643 essays containing the words normal model.

  1. 6. CAViaR and Cross-sectional quantile regression models to assess risk in S&P500 sectors

    University essay from Göteborgs universitet/Graduate School

    Author : Vladyslava Bab’yak; [2023-06-29]
    Keywords : Value-at-Risk; CAViaR; cross-sectional quantile regression; ; risk;

    Abstract : The aim of this thesis is to investigate the performance of different models used in risk management to identify and control risks that may negatively impact company operations due to unpredictable events. More specifically, the object of this paper is the discussion of a cross-sectional quantile regression model (CSQR) and the CAViaR model, which is a time series quantile regression model. READ MORE

  3. 7. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Khaled Jrideh; [2023-05-26]
    Keywords : ;

    Abstract : The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, and SEB over the Covid-19 period. The performance is evaluated using Kupiec, Christoffersen tests and the Quadratic Loss. READ MORE

  4. 8. Spatial Price Equilibrium in the World Natural Gas Market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Linava Lahoni; Mattias Malmgren; [2023-02-09]
    Keywords : ;

    Abstract : Characteristic for the world natural gas market is that the markets in different continents are not completely integrated. In some cases, this leads to exceptionally large price differences. There are two reasons for this; first the technical difficulties related to shipping natural gas, second the pricing mechanism of the natural gas market. READ MORE

  5. 9. Dynamic axel load estimation for an electrified vehicle : Normalkraftestimering på drivaxeln

    University essay from Linköpings universitet/Institutionen för systemteknik

    Author : Majd Barakat; [2023]
    Keywords : Vehicle dynamics; Suspension systems; Vehicle design; Bounce-Pitch model; Car quarter model; Normal force; Normal force estimation;

    Abstract : The brake system is critical for ensuring safe driving and has been the focus of development for many years. Pneumatic braking technology is commonly used in heavy vehicles,but it results in energy wastage and high service costs. Some countries mandate auxiliarybraking systems to assist in stopping the vehicle in addition to service brakes. READ MORE

  6. 10. Exploring patterns in risk factors for bark beetle attack during outbreaks triggered by drought stress with harvester data on attacked trees: A case study in Southeastern Sweden

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Nikolaos Kouskoulis; [2023]
    Keywords : Geography; GIS; Geographic Information Science; Forest ecosystems; Bark beetle outbreak; Southeastern Sweden; Predisposing factors; Triggering factors; Drought stress; Earth and Environmental Sciences;

    Abstract : ABSTRACT Raising temperatures and climate variability have intensified extreme weather events worldwide. These extremes can enhance and trigger possible pest outbreaks. Bark beetle attacks have become a major concern in regions with extensive spruce forest areas. Southeastern Sweden has faced repeated outbreaks resulting in widespread tree loss. READ MORE