Essays about: "Market forecasting"

Showing result 1 - 5 of 280 essays containing the words Market forecasting.

  1. 1. Identifying the Underlying Factors Causing the Changes in the European Container Shipping Market in the Post-COVID-19 Era

    University essay from Göteborgs universitet/Graduate School

    Author : Bethmage Dinuka Piyath Perera; Quoc Nhat Do; [2023-07-03]
    Keywords : Container shipping; freight market challenges; COVID-19; supply chain disruptions; freight capacity consolidation; supply chain transformation; exploratory factor analysis;

    Abstract : The COVID-19 pandemic has disrupted global supply chains and container shipping markets in several ways, leading to changes in demand, supply, and price. Therefore, identifying and understanding the underlying factors that have contributed to these changes is crucial for stakeholders in the industry and policymakers seeking to mitigate the negative effects of the pandemic on global trade, particularly in Europe. READ MORE

  3. 2. Forecasting Volatility of Electricity Intraday Log Returns with Generalized Autoregressive Score Models

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Veres; Philip Ahlfridh; [2023-06-29]
    Keywords : ;

    Abstract : We forecast volatility of electricity intraday log returns with Generalized Autoregressive Score (GAS) models. We extend our GAS models with variables representing the difference between the public’s expectation of weather and energy load and the actual outcome using a restricted ARMA(4,4) model. READ MORE

  4. 3. Does the Level of Swedish Economic Policy Uncertainty Help Forecast Excess Returns on the Swedish Stock Market?

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Gustav Jacobsson; Oscar Klersell; [2023]
    Keywords : Economic Policy Uncertainty EPU ; Excess stock returns; Out-of-sample forecasting; Random walk; Sweden;

    Abstract : This thesis examines whether the level of Swedish economic policy uncertainty (EPU) can predict excess returns on the Swedish stock market. We run out-of-sample forecasting using an EPU-based predictive model constructed with the official Swedish EPU index developed by Armelius et al. (2017). READ MORE

  5. 4. A Markovian Approach to Financial Market Forecasting

    University essay from KTH/Matematisk statistik

    Author : Kevin Sun Wang; William Borin; [2023]
    Keywords : Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Abstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE

  6. 5. 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