Essays about: "Exogenous variables"

Showing result 11 - 15 of 51 essays containing the words Exogenous variables.

  1. 11. Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Thomas Pegoraro; Vincent Ball; [2022]
    Keywords : Machine Learning; VRE; LCOE; Hourly Profiles; Hourly Price Forward Curves HPFC ; Business and Economics;

    Abstract : This paper investigates the best methods for modeling hourly profiles in the German energy market for the period between 2018 and 2022. Modeling emphasized variable renewable energy (VRE) and included information on the level of energy production, oil price, COVID lockdowns, and historic hourly energy spot prices. READ MORE

  3. 12. Volatility Forecasting using GARCH Processes with Exogenous Variables

    University essay from KTH/Matematisk statistik

    Author : Ellis Larson; [2022]
    Keywords : Stochastic process; GARCH model; Volatility; Exogenous variables; Evaluation metrics.; GARCH; Volatilitet; Exogena variabler; Evalueringsmetriker.;

    Abstract : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. READ MORE

  4. 13. Identifying Reflexivity

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Marcus Nykvist; Eric Månsson; [2022]
    Keywords : Reflexivity; EMH; AMH; fundamental value; market value; feedback loop; cognitive function; manipulative function;

    Abstract : Abstract  Master thesis in Business Administration, School of Business and Economics Linnaeus University 4FE17E VT2022  Authors: Eric Månsson & Marcus Nykvist  Supervisor: Magnus Willesson  Examiner: Christopher von Koch  Title: Identifying Reflexivity  Keywords: Reflexivity, EMH, AMH, fundamental value, market value, feedback loop, cognitive function, manipulative function.  Background: Current economic theory describes the risks the financial markets face as exogenous in nature. READ MORE

  5. 14. The effects of parental unemployment on children's health in China

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Mengya Wang; [2022]
    Keywords : Parental unemployment; Child health; Nutritional intake; the State-owned enterprise reform;

    Abstract : This thesis uses data from the China Health and Nutrition Survey (CHNS) from 1991 to 2004 to estimate the short-term effects of parental unemployment on children's health through exogenous shocks from state-owned enterprise reforms at the end of the last century by employing fixed effects and instrumental variables methods. Findings show that parental unemployment decreases children's weight z-scores and reduces the frequency with which children have been ill or hurt in the past month. READ MORE

  6. 15. COVID-19 and the Freefall of the Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Annika Deichmann; Sophie Seyfried; [2021]
    Keywords : COVID-19; Stock Market Returns; OLS Regression; Lasso Regression; Business and Economics;

    Abstract : Background: The novel COVID-19 outbreak has been present for over a year and is a permanent companion impacting daily lives and hurting economics universal. Since the presence of the coronavirus has been directly impacting stock markets and its returns worldwide, an analysis of the impact on the COVID-19 outbreak is inevitable. READ MORE