Essays about: "EUR Market"

Showing result 1 - 5 of 45 essays containing the words EUR Market.

  1. 1. Evaluation of the challenges and opportunities of Vehicle-to-Grid technology and the potential revenue streams for BEV fleet owners and aggregators

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Lukas Strandberg; Madeleine Sandberg; [2023]
    Keywords : Vehicle-to-Grid; Grid flexibility; Capacity markets; Barriers; Fordon-till-nätteknologi; Elnätsflexibilitet; Kapacitetsmarknader; Barriärer;

    Abstract : The increasing amount of renewable energy being connected to the power grid, and the intermittent nature of these resources, calls for increased grid flexibility to ensure operational safety and stability. An effective solution to address this need could be through wider implementation of various energy storage technologies. READ MORE

  3. 2. Fractional Cointegration and Price Discovery in FX Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Johan Faxner; [2023]
    Keywords : exchange rates; price discovery; fractional cointegration; market microstructure; covered interest rate parity;

    Abstract : I employ bivariate fractionally cointegrated vector autoregressive models to analyze price discovery on the EUR/GBP market. Using daily spot rates between 2010 and 2022 along with corresponding one-month and three-month forward rates, I extract parameter estimates for pairwise long-run relationships, each pair containing a spot and a forward. READ MORE

  4. 3. Narratives in Central Banking - A Case Study on Federal Reserve Communication

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Love Leijonklo; Felix Wilke; [2023]
    Keywords : federal reserve; central bank; communication; sentiment; latent dirichlet allocation;

    Abstract : This paper investigates how Federal Reserve communication affects financial markets. This is done by constructing a sentiment index based on meeting minutes released by the Federal Open Market Committee. READ MORE

  5. 4. Predicting Forex Rates using Sentiment Analysis on Financial Articles

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Arvid Gramer; Simon Danielsson; [2023]
    Keywords : Forex; efficient market hypothesis; sentiment analysis; transformer; long-short term memory; Business and Economics;

    Abstract : We develop a deep learning model that uses financial news articles and historical exchange rates to predict the rate for the Euro/US Dollar currency pair one hour ahead. From the articles’ titles and bodies we extract sentiment scores using two different transformer based classifiers – one for short text and one for long text. READ MORE

  6. 5. Signal detection of FX Fixing events

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Anton Sjöström; [2022]
    Keywords : Machine learning; Deep learning; Trading; Time series;

    Abstract : This master thesis investigates the price dynamics of two currency pairs, GBP/USD and EUR/GBP, during the event called the “London 4 PM Fix”, which is a daily event. The dynamics of this event is understood by first creating a mathematical model to find the theoretical optimal trading strategy given a number of assumptions. READ MORE