Essays about: "volume contracts"

Showing result 1 - 5 of 23 essays containing the words volume contracts.

  1. 1. Option Expiration Day Impact on Underlying Stock Return- A Study on the Swedish Option Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Alisa Penkina; Alan Karaduman Sorsenger; Sirwan Kakai; [2023]
    Keywords : Option Market; Open Interest; Stock Return; Delta Hedging; Option Expiration Day; Business and Economics;

    Abstract : Research questions: Is there significant change in the stock return on option expiration dates in the underlying stock? Does the net open interest have an effect on the return of the underlying stock on option expiration day? Purpose: The purpose of the bachelor's thesis is to study whether there is a significant difference in the stock returns on option expiration dates in relation to the net open interest of the underlying stocks within the OMXS30 index. Methodology: A quantitative study using a deductive approach to statistically describe the relationship between the daily stock return with open interest and traded volume. READ MORE

  3. 2. On Modelling Ancillary Services Markets: A Time Series Approach

    University essay from KTH/Matematik (Avd.)

    Author : Erik Murray; [2022]
    Keywords : ARIMA; SARIMA; GARCH; load balancing; ancillary services; electrical grids; FCR-D; ARIMA; SARIMA; GARCH; lastbalans; stödtjänster; kraftnät; FCR-D 2;

    Abstract : So-called ancillary services (AS) have always been critically important for the functioning of an electrical grid, and are becoming even more so with the advent of renewable energy sources. Ancillary services are traded on open markets, and trading on these markets is arguably even more difficult to model than on traditional markets. READ MORE

  4. 3. Twice the price : An empirical study in procurement of homogenousgoods for Swedish municipalities

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Farzam Ebrahimi; Jakob Sunström; [2022]
    Keywords : Procurement; Municipalities; Price discrepancies; Homogenous goods; Opportunism; Transaction Costs; Horizontal Integration; Asymmetric information;

    Abstract : Background: Studies of complex and big-ticket tenders such as construction contracts have been the main research focus of public procurement. The efficiency of these low frequency transactionsis inherently hard to study, since the real world offers a wide range of variables that could explain the discrepancies. READ MORE

  5. 4. SHARIF: Solid Pod based Secured Healthcare Information Storage and Exchange Solution

    University essay from Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

    Author : Munish Sharma; [2021]
    Keywords : Access management; Auditability; Decentralization; Solid Pod; Blockchain Technology; Solidity; Healthcare Data;

    Abstract : Health Informatics has enlightened by the recent development in the internet of medical things 4.0. READ MORE

  6. 5. Decentralized Reservation of Spatial Volumes by Autonomous Vehicles : Investigating the Applicability of Blockchain and Smart Contracts

    University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Author : Robin Westerlund; [2020]
    Keywords : reservations; smart contracts; blockchain; zero-trust;

    Abstract : Background: Due to the rising popularity of autonomous unmanned vehicles, and the lack of well-defined rules to follow, a solution is needed when the physical space is crowded to a point where it becomes a hazard. Partitioning space discretely is currently done in some cases, allowing vehicles to reserve partitions to operate within. READ MORE