Essays about: "Arvid Orback"

Found 2 essays containing the words Arvid Orback.

  1. 1. A novel approach to model an energy flexibility market using temperature proxies

    University essay from KTH/Optimeringslära och systemteori

    Author : Arvid Orback; Robin Sandström; [2021]
    Keywords : ;

    Abstract : The global demand for energy increases. This causes a problem concering the strain put on energy grids and energy production. The problem occurs when the aggregated energy consumption peaks temporarily and is known as peak loads. READ MORE

  2. 2. Factor Analysis of a Low Market Beta Portfolio in the Nordics

    University essay from KTH/Matematisk statistik

    Author : Arvid Orback; Magnus Nordlinder; [2019]
    Keywords : ;

    Abstract : The return of publicly traded assets has been studied by both academia and commercial institutions, using models with different sets of factors. Building on the work of previous results in this field, such as the CAPM-model, the three-factor model by Fama and French, and the four-factor model by Carhart, this thesis studies the return of a low market beta portfolio in the Nordic stock market. READ MORE