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Showing result 1 - 5 of 20 essays matching the above criteria.

1. 1. Forecasting Value-at-Risk and Expected Shortfall: A comparison of non- and parametric methods for crude oil amidst extreme volatility

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Otto Colbin; Yugam Sharma; [2023]
   Keywords : Value-at-Risk VaR ; Expected Shortfall ES ; Nonparametric estimation methods; Parametric estimation methods; Crude oil.; Business and Economics;

   Abstract : Practitioners primarily utilise nonparametric methods when estimating Value-at- Risk (VaR) and Expected Shortfall (ES) for computing capital requirements. However, various researchers assert that there are issues with those estimates, particularly amidst periods of market turmoil. READ MORE

3. 2. The Effects of Macroeconomic Factors on the Shares of Automotive Manufacturers in the USA, Asia, and Europe in the Short and Long Run

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Filip Dyankov; [2022]
   Keywords : macroeconomic factors; stock returns; VAR; ARDL; Business and Economics;

   Abstract : This study aims to broaden the remits of the relatively scant hitherto literature focused on the impact of the changes in macroeconomic indicators on automotive stock returns. Since a considerable fraction of previous empirical research covered multiple industries, historical results may not be directly transferable for the purposes of the analysis of the automotive industry. READ MORE

4. 3. An analysis of how price fluctuations for commodities impact performance of Swedish industrial companies

   University essay from KTH/Matematisk statistik

   Author : Albin Rippe; Henrik Oksanen; [2022]
   Keywords : Commodities; Applied mathematics; regression analysis; Platinum; Brent oil; Statistics; Swedish industry; gross profits; price changes; volatility; Råvaror; TIllämpad matematik; regressionsanalys; platinum; brent oil; statistik; Svensk industri; Bruttovinster; Prisförändringar; Volatilitet;

   Abstract : The relationship between performance for the Swedish industry and changesin prices and volatility of commodities has been examined using multiple linearregression. The study focuses on how commodity price fluctuations correlate withgross profit growth, measuring company performance. READ MORE

5. 4. High-Performance Computing with Python in Whole-Body MRI Voxel-WiseStudies: An Im iomics study in associations with age.

   University essay from Uppsala universitet/Institutionen för informationsteknologi

   Author : Brent Hetfye Sanchez; [2021]
   Keywords : ;

   Abstract : The Section of Radiology from the Department of Surgical Sciences at Uppsala University developed a technique to study whole-body MRI images in voxel-wise studies. Recently, they were granted access to a bio-bank of 40,000 neck-to-knee whole-body MRI images. These voxel-wise studies of large datasets demand large storage and computing resources. READ MORE

6. 5. The Sedimentological Distribution of Upper Brent, Oseberg field, North Sea

   University essay from Uppsala universitet/Institutionen för geovetenskaper

   Author : Mandana Farvardini; [2017]
   Keywords : Sedimentology;

   Abstract : The Oseberg hydrocarbon field is located in the northern North Sea sedimentary basin (61-62° N) on the eastern flank of the Viking Graben and is bounded to the east by the Horda Platform and the Øygarden Fault Complex (ØFC). The field is covering up most parts of block 30/6 and 30/9 on the Norwegian Continental Shelf (NOCS) but also minor parts of blocks 30/5, 30/8 and 30/12. READ MORE