Essays about: "GARCH in Energy"
Showing result 1 - 5 of 24 essays containing the words GARCH in Energy.
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1. Analysis of 2022 Demand Response Events in California: Baseline Modelling using the SARIMAX-GARCH Model
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This study investigates the use of a combination of SARIMAX and GARCH models to create baselines for electricity demand, generation, and interchange in order to analyze deviations during demand response events. Demand response plays and will continue to play a crucial role in the management of the electric grid during periods of extreme imbalances. READ MORE
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2. The Energy Transition: The Behavior of Renewable Energy Stock During Times of Energy Security Uncertainty : A firm-specific study of the volatility characteristics, crucial drivers & uncertainties of renewable energy stock
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : The global energy sector is experiencing an transition towards renewable energy, a transition that is mainly driven by issues related to climate change and energy security. In this paper, we investigate the time-varying volatility and risk measures of renewable energy and traditional energy firms. READ MORE
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3. Electricity Prices Under Fire: An Empirical Assessment of Intermittent Renewable Energy Sources as a Remedy to High Gas Prices
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Europe has experienced a drastic increase in electricity prices since fall 2021, and it is largely acknowledged that this extreme increase is a consequence of the natural gas supply crisis in Europe. Meanwhile, intermittent renewable energy sources (IRES) are playing an ever more important role in the electricity generation of many European countries. READ MORE
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4. On Modelling Ancillary Services Markets: A Time Series Approach
University essay from KTH/Matematik (Avd.)Abstract : So-called ancillary services (AS) have always been critically important for the functioning of an electrical grid, and are becoming even more so with the advent of renewable energy sources. Ancillary services are traded on open markets, and trading on these markets is arguably even more difficult to model than on traditional markets. READ MORE
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5. Volatility forecasting of green and non-green cryptocurrencies. Is there a difference? : A quantitative study evaluating GARCH-models forecast accuracy
University essay from Umeå universitet/NationalekonomiAbstract : Cryptocurrencies are rapidly growing. The energy consumption required to be mined is huge but differs between mining processes. This thesis proposes a definition of green and non-green cryptocurrencies depending on the mining process. Green cryptocurrencies are mined through Proof of Stake and non-green are mined trough Proof of Work. READ MORE
