Essays about: "Price deviation"
Showing result 1 - 5 of 56 essays containing the words Price deviation.
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1. Price policy estimation for Demand Response of heat-pump-based loads
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : The electricity grids have become a key player in the society. An increased usage of electricity is both a result from the more electrified society, but also as a main solver in reaching the climate goals by reducing emissions. READ MORE
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2. Following the trend? : Using a time series momentum strategy on the Swedish stock market
University essay from Umeå universitet/NationalekonomiAbstract : The momentum strategy can be divided into two different sections where this study has focused on a time series momentum strategy where assets that in the previous period will continue in the same trend the following period. This theory stands in opposition to the efficient market hypothesis which in its weakest market form says that all previous market data is already incorporated in the price the asset is selling for today, and by that, it cannot be used to make abnormal profits. READ MORE
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3. An Investigation and Comparison of Machine Learning Methods for Selecting Stressed Value-at-Risk Scenarios
University essay from Uppsala universitet/Avdelningen för systemteknikAbstract : Stressed Value-at-Risk (VaR) is a statistic used to measure an entity's exposure to market risk by evaluating possible extreme portfolio losses. Stressed VaR scenarios can be used as a metric to describe the state of the financial market and can be used to detect and counter procyclicality by allowing central clearing counterparities (CCP) to increase margin requirements. READ MORE
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4. House Price and Fertility Decisions: Evidence from Taiwan
University essay from Göteborgs universitet/Graduate SchoolAbstract : Given the concurrent incidence of falling birth rates and increasing house prices experienced in Taiwan over the past two decades, the current thesis examines the role of house prices on fertility-related behaviors and outcomes among Taiwanese households. Acknowledging that housing is a major cost associated with childrearing and the theoretical assumption that children are normal goods, we hypothesize that house price inflation will adversely impact fertility and that current non-homeowners are the most affected due to the “resource exhaustion effect”. READ MORE
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5. Improving term structure measurements by incorporating steps in a multiple yield curve framework
University essay from Linköpings universitet/ProduktionsekonomiAbstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE
