Essays about: "Leverage volatility"

Showing result 1 - 5 of 56 essays containing the words Leverage volatility.

  1. 1. Volatility Modelling in the Swedish and US Fixed Income Market : A comparative study of GARCH, ARCH, E-GARCH and GJR-GARCH Models on Government Bonds

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Sebastian Mortimore; William Sturehed; [2023]
    Keywords : GARCH; ARCH; GJR-GARCH; E-GARCH; ARMA; Government Bonds; Volatility; Loss functions; Fixed Income Market and realized volatility.; ARCH; GARCH; GJR-GARCH; E-GARCH; Statsobligationer och Volatilitet;

    Abstract : Volatility is an important variable in financial markets, risk management and making investment decisions. Different volatility models are beneficial tools to use when predicting future volatility. The purpose of this study is to compare the accuracy of various volatility models, including ARCH, GARCH and extensions of the GARCH framework. READ MORE

  3. 2. What is the feasibility of using Power Purchase Agreements as a green electricity sourcing method for a large industrial company? : A Case Study

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

    Author : Oskar Andersson; Fredrik Lindblad; [2023]
    Keywords : Power Purchase Agreements; Sourcing; Industrial Company; Green Electricity; Renewable Energy; PPA; Power Purchase Agreement; Uppköp; Industriellt bolag; Grön elektricitet; Förnyelsebar energi; PPA;

    Abstract : With the increasing volatility on electricity markets and a growing emphasis on sustainability, renewable electricity has gained significant attention from corporate entities seeking to secure their green energy supply. Among the various methods available for securing green electricity, one method on the rise is Power Purchase Agreements (PPA). READ MORE

  4. 3. Financing the Nordic Energy Transition: An Empirical Analysis of Leverage, Pricing and Return Expectations in Renewable Energy Transactions

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Franziska Grünthaner; [2023]
    Keywords : Buyouts; Leverage; Valuation; Renewable Energy; Infrastructure Investment;

    Abstract : This study examines whether leverage and pricing in transactions of renewable energy infrastructure assets are impacted by the same factors that have been found to determine financial structures in buyout transactions. It primarily draws on a proprietary data set of 261 wind and solar photovoltaic (PV) transactions in the Nordics between 2011 and 2023 and explores the effect of acquirer-, asset-, and industry-specific characteristics as well as time-varying variables on leverage, pricing and return expectations. READ MORE

  5. 4. Optimal Capital Structures under the Vasicek Stochastic Interest Rate Model

    University essay from KTH/Matematik (Avd.)

    Author : Oscar Danielson; Tom Hagéus; [2023]
    Keywords : Vasicek model; stochastic interest rate model; optimal capital structures; tax benefits; bankruptcy costs; transaction costs; optimal leverage ratio; optimal debt maturity; Vasicekmodell; stokastisk räntemodell; optimala kapitalstrukturer; skattefördelar; konkurskostnader; transaktionskostnader; optimal belåningsgrad; optimal löptid;

    Abstract : This study applies the Vasicek stochastic interest rate model in order to determine optimal capital structures for listed firms. A Swedish interest rate data set is used to estimate Vasicek model parameter that are reliable and independent of initial start values. READ MORE

  6. 5. Stock Market Volatility in the Context of Covid-19

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Liu Kunyu; [2022]
    Keywords : The U.S. stock market; COVID-19; volatility clustering; GARCH models; leverage effect;

    Abstract : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. READ MORE