Essays about: "Macroeconomic Risk"

Showing result 1 - 5 of 91 essays containing the words Macroeconomic Risk.

  1. 1. The Implementation of the New Engineering Contract in Australia : An Institutional Perspective

    University essay from KTH/Fastigheter och byggande

    Author : Dannie O’Brien; [2022]
    Keywords : Institutional Theory; New Engineering Contract; Risk allocation; Collaboration; Standard Form Contracts; Instititutionell teori; New Engineering Contract; samarbete; riskfördelning; standardkontrakt;

    Abstract : Current traditional delivery models used in the Australian construction industry are seen as highly bespoke and adversarial where there is an inappropriate contractual risk allocation, lack of collaboration and poor project management. With the pipeline of investment compounded with the impact that global macroeconomic trends and events (e.g. READ MORE

  3. 2. Predicting Financial Trader Participation in Fixing Risk Mitigation Cycles : A Machine Learning Approach

    University essay from KTH/Matematisk statistik

    Author : Eric Bojs; [2022]
    Keywords : ;

    Abstract : Financial markets have been crucial in driving capital investments across the world. Anessential piece of these markets is the presence of risk takers, or market speculators, who will hold financial portfolios in hopes of profit. READ MORE

  4. 3. Predicting Bankruptcy with Machine Learning Models

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Thea Åkerblom; [2022]
    Keywords : ;

    Abstract : This thesis explores the predictive power of different machine learning algorithms in Swedish firm defaults. Both firm-specific variables and macroeconomic variables are used to calculate the estimated probabilities of firm default. READ MORE

  5. 4. Carbon leakage in the Steel Sector Accounting for Induced Technological Change and Spillover Effects : a Theoretical Analysis

    University essay from SLU/Dept. of Economics

    Author : Therese Lindbom; [2022]
    Keywords : Unilateral climate policy; carbon leakage; energy-channel; induced technological change; technological spillover effects; steel sector;

    Abstract : This analysis investigates the relationship between unilateral climate policy and the risk of carbon leakage in the steel sector. A simple analytical macroeconomic model is employed to highlight the various parameters influencing the magnitude of carbon leakage. READ MORE

  6. 5. Principal Component Analysis and the Cross-Sectional Variation of Returns

    University essay from

    Author : Armin Ramovic; Mikael Åkerman; [2021-06-23]
    Keywords : Principal Component Analysis; PCA; principal components; cross-sectional variation of returns; risk premia; asset pricing; demensionality reduction; risk factors; machine learning;

    Abstract : We utilize Principal Component Analysis (PCA), a dimensionality reduction technique, on a set of 142 risk factors, including macroeconomic factors, proposed in financial literature to construct factor models with high explanatory powers when analysing the cross-sectional variation of portfolio returns. We apply a Fama and Macbeth (1973) two-pass regression to estimate risk premia commanded by our principal components. READ MORE