Essays about: "Ola Skånberg"
Found 2 essays containing the words Ola Skånberg.
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1. Value-at-Risk Estimation Under Shifting Volatility
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Due to the Basel III regulations, Value-at-Risk (VaR) as a risk measure has become increasingly important in Europe for financial institutions. But even though it has become an important risk measure, both internally within company reporting and externally due to legislation, there is no one single way to forecast VaR that has yet proven to be superior. READ MORE
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2. Efficiency in the Nord Pool Electricity Exchange
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In recent years criticism of the electricity market has been emerging. Some claim that for Sweden, the deregulation of the power market in 1996 (and consequently Sweden’s involvement in Nord Pool) has been a driving factor of rising electricity prices and a non-efficient market for electricity. READ MORE