Essays about: "Cash Flows"

Showing result 6 - 10 of 106 essays containing the words Cash Flows.

  1. 6. Powering up profits - Integrating Power Purchase Agreements and Battery Systems for Nordic Power Futures

    University essay from Lunds universitet/Institutionen för energivetenskaper

    Author : William Thorwaldson; Ellen Jinglöv; [2023]
    Keywords : Power Purchase Agreements; Financial Power Trading; Battery Energy Storage Systems; Power Futures; Technology and Engineering;

    Abstract : This master’s thesis aims to assess the profitability and the factors impacting the profitability of entering a short position in financial derivative contracts on the Nordic power market while procuring electricity through a pay-as-produced power purchase contract and on the day-ahead (DA) market, simultaneously the strategy utilizes a battery storage system to mitigate the effects of price spikes. The research adopted a mixed-method approach by combining quantitative analysis with qualitative findings. READ MORE

  3. 7. Modeling Interest Rate Risk in the Banking Book

    University essay from KTH/Matematik (Avd.)

    Author : Måns Ulmgren; [2022]
    Keywords : applied mathematics; IRRBB; Nelson Siegel; yield curve; tillämpad matematik; IRRBB; Nelson Siegel; avkastningskurva;

    Abstract : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. READ MORE

  4. 8. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Alva Happe; Wassim Seifeddine; [2022]
    Keywords : portfolio optimization; risk management; monte carlo; value at risk; life settlements; longevity risk; cash reserve; closed-end fund;

    Abstract : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. READ MORE

  5. 9. Does the bond market fully reflect the value of intangibles?

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Anton Alm; Filippa Stridh; [2022]
    Keywords : Event study; Bonds; Intangibles; Human capital; Employee satisfaction;

    Abstract : This paper examines how the bond market reflects the value of an intangible, more specifically the value of employee satisfaction. Prior research has found support for a mispricing of information on employee satisfaction in the equity market. READ MORE

  6. 10. The value relevance of earnings vs. cash flows during crises: Evidence from German companies during the COVID-19 pandemic

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Jan Prins; Xinyue Zhang; [2022]
    Keywords : Value relevance; Earnings; Cash flows; COVID-19; Germany;

    Abstract : This paper investigates the value relevance of earnings and operating cash flows during the COVID-19 pandemic in the German market. In a single-country study, we distinguish between two characteristics of value relevance: 1) the explanatory power and 2) the informative value, for stock returns. READ MORE