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Found 5 essays matching the above criteria.

  1. 1. An Evaluation of Leading Indicators in the Context of a Swedish Recession

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Rami Soliman; [2023]
    Keywords : Probit; Financial Crisis; Recession; Sweden; Leading Indicators; Business and Economics;

    Abstract : The aim of this paper is to evaluate potential leading indicators of a recession in Sweden. To answer the question potential leading indicators are first identified with previous findings in literature and with the current state of the Swedish financial system as background. READ MORE

  3. 2. Forecasting Efficiency in Cryptocurrency Markets : A machine learning case study

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Erik Persson; [2022]
    Keywords : Cryptocurrencies; Financial time-series; Multi step-ahead forecasting; Machine Learning; Feature selection; Kryptovalutor; Finansiella tidsserier; Flerstegsprognoser; Maskininlärning; variabelselektion;

    Abstract : Financial time-series are not uncommon to research in an academic context. This is possibly not only due to its challenging nature with high levels of noise and non-stationary data, but because of the endless possibilities of features and problem formulations it creates. READ MORE

  4. 3. An evaluation of Deep Learning for directional electricity price spread forecasting : in the Nord Pool bidding area SE3

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Nils Lindberg Odhner; [2021]
    Keywords : Electricity exchange; Price spread forecasting; Deep Learning; Nord Pool; Day-ahead; Intraday; Elbörsen; Prisskillnads prognoser; Djupinlärning; Nord Pool; Day-ahead; Intraday;

    Abstract : Commonly, the day-ahead and intraday market on the electricity exchange are treated separately in academia. However, a model that forecasts the direction of the price spread between these two markets creates an opportunity for a market participant to leverage the price spread. READ MORE

  5. 4. Energy sources of the future – an explorative scenario analysis of Sweden’s energy security in regard to present energy policy

    University essay from Uppsala universitet/Institutionen för geovetenskaper

    Author : Axel Ehrling; [2019]
    Keywords : Sustainable Development; Renewable Energy Sources; Energy Security; Energy Policy; Energy Security Indicators; Forecasting.;

    Abstract : Energy has always been an essential commodity, vital for a well-functioning society. Since, the industrialization has fossil fuels been used as man’s main energy source. Consequently, vast amounts of emissions have spread into earth’s atmosphere and lead to an unprecedently quick global warming. READ MORE

  6. 5. Petroleum Inventory Level: A Leading Indicator of Crude Oil Prices

    University essay from Göteborgs universitet/Graduate School

    Author : Marcus Larsson; [2018-07-04]
    Keywords : Petroleum Inventory; Crude oil price; Term Structure; Backwardation;

    Abstract : This paper proposes a short-term forecasting model of West Texas Intermediate (WTI) crude oil spot prices using United States petroleum inventory levels and the spread between front-month futures prices and back-month futures prices. Applying the model between January 2010 to January 2018, I find that the model outperforms a naïve forecasting model with a convincing margin. READ MORE