Essays about: "Intraday Markets"
Showing result 1 - 5 of 18 essays containing the words Intraday Markets.
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1. The Impact of Share Repurchases on Stock Liquidity During Market Distress
University essay from Göteborgs universitet/Graduate SchoolAbstract : Since stock repurchases were first introduced in the late 1960 its growth has been significant. This has led to increasing interest among researchers regarding the motives behind them and their post-effects. While stock repurchase research is extensive, the focus on the effect of stock repurchases on liquidity is limited. READ MORE
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2. Dynamic modelling of electricity arbitrage for single-family homes : Assessing the cost-effectiveness of implementing Energy Storage and Demand-Side Load Management.
University essay from Linnéuniversitetet/Institutionen för byggd miljö och energiteknik (BET)Abstract : In the context of electricity, arbitrage trading involves taking advantage of existing price variations within electricity markets. The report conducted financial modelling for energy storage systems and demand-side load management for electricity arbitrage trading in single-family homes. READ MORE
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3. Forecasting Electricity Prices for Intraday Markets with Machine Learning : An exploratory comparison of the state of the art
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Electricity needs to be consumed when it is produced, making sure that supply closely meets demand at all times. To account for the rapidly changing operational status and the need for increasing the flexibility of power systems, financial instruments have been put in place creating markets where electricity is traded as a commodity across different time frames; from months or days to minutes before, or even after, planned delivery. READ MORE
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4. Intraday Stock Price Variability Around Quarterly Earnings Announcements: Are markets efficient at interpreting quarterly earnings announcements?
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This study examines the market reactions to earnings announcements and investigates the relationship between market cap segment and stock price variability around quarterly earnings announcements, on the Nasdaq OMX Stockholm main market during the year of 2021. Consistent with theoretical hypothesis, the empirical analysis shows that in the days surrounding an announcement of earnings, the abnormal intraday price ranges are elevated, and the elevated ranges are sustained for up to eight days following an announcement. READ MORE
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5. An evaluation of Deep Learning for directional electricity price spread forecasting : in the Nord Pool bidding area SE3
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Commonly, the day-ahead and intraday market on the electricity exchange are treated separately in academia. However, a model that forecasts the direction of the price spread between these two markets creates an opportunity for a market participant to leverage the price spread. READ MORE
