Essays about: "Brent"

Showing result 6 - 10 of 20 essays containing the word Brent.

  1. 6. Project Manager Competencies in managing International Development Projects : The Project Managers' Perspective

    University essay from Umeå universitet/Företagsekonomi

    Author : Brent Michael Adams; Thi Bich Van Tran; [2017]
    Keywords : International Development projects; project manager competencies; project success; critical success factors; International Development project challenges; development management;

    Abstract : This research studies the competencies of International Development (ID) project managers from their perspectives, taking into consideration the contextual factors and the challenges that they face when managing ID projects. The study adopts a constructionist ontological viewpoint and an interpretivist epistemological philosophical assumption. READ MORE

  3. 7. The Price and Volatility Dynamics in the Swedish-Norwegian Renewable Electricity Certificate MarketA Study of Spillover Effects and Regulatory changes

    University essay from Linköpings universitet/Nationalekonomi

    Author : Philip Finell; Maria Hiller; [2016]
    Keywords : Renewable Electricity Certificates; REC; GARCH; CCF; Spillover Effects; Structural Breaks; Equity Markets; Brent Crude Oil;

    Abstract : The market for renewable electricity certificates (REC) is the primary support system for renewable energy in Sweden and Norway. Regulatory uncertainty and equity markets have previously been proven to impact the volatility of the REC spot contract. READ MORE

  4. 8. Crude Volatility - Investigation of the HAR-RV model and Implied volatility in Brent Crude Futures

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Niklas Lindeke; [2015]
    Keywords : Volatility; Brent Crude; Oil; HAR-RV; Implied Volatility; Business and Economics;

    Abstract : This thesis investigates the relationship between the quantitative volatility model HAR-RV and the qualitative volatility implied in the option pricing formula. Using OLS regression with Newey-West to estimate the HAR model, strong predictive characteristics where obtained, as well as observing a very high informational relationship between the two model. READ MORE

  5. 9. Forecasting commodity futures using Principal Component Analysis and Copula

    University essay from Lunds universitet/Matematisk statistik

    Author : Martin Jacobsson; [2015]
    Keywords : PCA; Copula; Mean-reversion; Momentum; Elliptical copulas; Maximum Likelihood; Cramer-von Mises; Sharpe Ratio.; Mathematics and Statistics;

    Abstract : The ever ongoing battle to beat the market is in this thesis fought with the help of mathematics with a way to reduce the information to its core. It is called PCA, Principal Component Analysis. This is used to build a model of future commodity prices. READ MORE

  6. 10. Price and Volatility Prediction in the EU ETS Market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Gustav E Ljungqvist; David Palmqvist; [2014-03-10]
    Keywords : ;

    Abstract : In this thesis we examine return and volatility predictability of continuous futures contracts within the European Union Emissions Trading System (EU ETS). The market has been active for nine years and we examine whether it is more mature now compared to a few years ago when most existing research was carried out. READ MORE