Essays about: "Makroekonomiska variabler"

Showing result 1 - 5 of 34 essays containing the words Makroekonomiska variabler.

  1. 1. TOM: Measuring Liquidity in the Swedish Real Estate Market : Investigation of the influence of the market conditions on the time-on-market and price relationship

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Catalina Luna Andonegui; [2023]
    Keywords : Time-on-market; Liquidity; Real Estate Cycles; Market conditions; Tid-på-marken; Likviditet; Fastighetscykler; Marknadsvillkor;

    Abstract : This thesis project examines the liquidity of the residential market in Stockholm under different phases of the real estate cycle. Using time-on-market (TOM) as a liquidity indicator, the aim is to get an insight of the influence of prices, property characteristics and macroeconomic variables. READ MORE

  3. 2. Probability of Default Machine Learning Modeling : A Stress Testing Evaluation

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Tobias Andersson; Mattias Mentes; [2023]
    Keywords : Probability of Default; Machine Learning; Stress Testing; Logistic Regression; Decision Tree; Random Forest; Artificial Neural Network;

    Abstract : This thesis aims to assist in the development of machine learning models tailored for stress testing. The main objective is to create models that can predict loan defaults while considering the impact of macroeconomic stress. READ MORE

  4. 3. The Impact of Risk Premium Factors on Cap Rates in Sweden’s Office Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Elias Adolfsson; Jesper Jansson; [2023]
    Keywords : Cap rate; yield; risk premium; commercial real estate; office; regression analysis; macroeconomics; Cap rate; yield; riskpremie; kommersiella fastigheter; kontor; regressionsanalys; makroekonomi;

    Abstract : This study examines the impact of risk premium factors on cap rates within Sweden's largest office markets. The research questions address the significance of various micro- and macroeconomic variables on cap rates, as well as the extent of this impact and how it varies across different locations. READ MORE

  5. 4. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

  6. 5. Influential Factors in determining Electric Vehicle Charging Sales in kWh

    University essay from KTH/Matematisk statistik

    Author : Isabelle Bergentoft; Eloïse Friberg; [2023]
    Keywords : Electric vehicle charging; Consumer behavior; Electric vehicle market; Multiple regression analysis; Macroeconomics; Volume of sales in kWh; Laddning av elfordon; Konsumentbeteende; Marknad för elfordon; Multipel regressionsanalys; Makroekonomi; Försäljningsvolym i kWh;

    Abstract : This study investigates the underlying factors driving OKQ8’s electric vehicle charging sales in kWh and aims to understand their customers better by identifying the factors that impact sales in the electric vehicle charging market. The study focuses on transactions from 17 OKQ8 stations in Sweden and Denmark, from July 1st, 2022, to February 28th, 2023, categorized into five distinct subgroups based on similar attributes. READ MORE