Essays about: "Price Forecasting"

Showing result 1 - 5 of 161 essays containing the words Price Forecasting.

  1. 1. Does industry survey data improve GDP forecasting?

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Oscar Andersson; Ludvig Fornstedt; [2024-03-06]
    Keywords : Bayesian; BVAR; Forecasting; GDP; survey data;

    Abstract : This study assesses the integration of industry survey data into Bayesian Vector Auto Regressive (BVAR) models for GDP forecasting in Sweden. Analyzing a combination of macro economic indicators, CPI and unemployment rates, with survey data from NIER, it explores the effects of different variable combinations on the forecasting ability of different models. READ MORE

  3. 2. Long-term Forecasting Heat Use in Sweden's Residential Sector using Genetic Algorithms and Neural Network

    University essay from Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhet

    Author : Alireza Momtaz; Mohammad Befkin; [2024]
    Keywords : Genetic Algorithm; Neural Network; Forecasting; Heat Use;

    Abstract : In this study, the parameters of population, gross domestic product (GDP), heat price, U-value, and temperature have been used to predict heat consumption for Sweden till 2050. It should be noted that the heat consumption has been considered for multi-family houses. Most multi-family houses (MFH) get their primary heat from district heating (DH). READ MORE

  4. 3. 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

  5. 4. 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

  6. 5. On Predicting Price Volatility from Limit Order Books

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Reza Dadfar; [2023]
    Keywords : General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Abstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE