Essays about: "Monthly Anomalies"

Showing result 1 - 5 of 12 essays containing the words Monthly Anomalies.

  1. 1. Investigating the response of terrestrial evapotranspiration to droughts in Africa : A combined remote sensing and modeling approach

    University essay from Luleå tekniska universitet/Rymdteknik

    Author : Yang Foo; [2023]
    Keywords : earth observation; terrestrial evapotranspiration; drought; vegetation-climate interactions;

    Abstract : Climate change is posing a significant threat to terrestrial ecosystems worldwide, in part due to the more frequent occurrence of extreme climatic events such as droughts. While the importance of drought impacts on vegetation has been widely recognized, the time-dependent characteristics of drought-induced response remain insufficiently understood. READ MORE

  3. 2. Calendar Anomalies in the Nordic Stock Markets : A quantitative study of the Sell in May effect, January effect & Monthly Anomalies

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Christopher Edberg; Oliver Kjellander; [2021]
    Keywords : Calendar Anomalies; January effect; April effect; Sell in May effect; Monthly Anomalies; Newey-West Generalized Auto-Regressive Conditional Heteroscedasticity GARCH ; Nordic Stock markets; NASDAQ OMX Nordic;

    Abstract : This study has applied a geographical perspective with the ambition of evaluating the presence of the Sell in May effect, January effect and monthly anomalies in the Nordic stock markets. In extension the study examines the relationship between corporate size and the returns of calendar anomalies. READ MORE

  4. 3. Can Export Diversification Save sub-Saharan Africa from Extreme Weather? : An instrumental variable approach

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Joanna Arnarsdottir; Kristina Hansson; [2021]
    Keywords : Diversification; precipitation anomalies; conditional convergence; economic development; sub-Saharan Africa SSA ; 2SLS; IV estimations; climate change;

    Abstract : Growth and development in the context of climate change and environmental challengesare issues of increasing importance in the economic debate. With higher levels of greenhousegases in the atmosphere, droughts and other forms of extreme weather are expected to increasein frequency. READ MORE

  5. 4. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons

    University essay from Göteborgs universitet/Graduate School

    Author : Alan Dari Lindahl; Jan Wiki; [2020-07-07]
    Keywords : momentum; momentum crash; echo; trend; moving averages; cross-section; downside risks; predictability; factor models; turnover; transaction costs;

    Abstract : Although being one of the most robust anomalies ever discovered, the momentum factor occasionally suffer big losses during market recessions periods. We apply and compare different factor models, and find that when sorting the momentum factor on prior 2-6 months it earns a higher average monthly return compared to the common sorting on prior 2-12 months. READ MORE

  6. 5. Linking Jet Stream Variability and the NAO to the Terrestrial Carbon Cycle in Europe

    University essay from Uppsala universitet/Institutionen för geovetenskaper

    Author : Emma Rosengren; [2020]
    Keywords : Terrestrial; Carbon Cycle; Jet Latitude; Jet Speed; NAO; NDVI; Jordbunden; Kolcykel; Jetlatitud; Jethastighet; NAO; NDVI;

    Abstract : The terrestrial carbon cycle is a part of the global carbon cycle, where one important component is the terrestrial vegetation. Terrestrial vegetation largely controls the land surface carbon exchanges and leverage the atmospheric greenhouse gas concentrations, significantly affecting the trajectory of global warming. READ MORE