Essays about: "Time-Series Regressions"

Showing result 1 - 5 of 54 essays containing the words Time-Series Regressions.

1. 1. Cannibalization of Renewable Energy in Spain: Market Implications and Mitigation Strategies through CArbon Pricing and Gurarantess of Origin

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Fredrik Lannhard; [2023]
   Keywords : Cannibalization; Renewable energy; Marginal pricing; Day-ahead markets; Spain; Electricity market simulation; Carbon pricing; Guarantees of origin.; Kannibalisering; Förnybar energi; Marginalprissättning; Spotmarknader; Spanien; Elmarknadssimulering; Koldioxidprissättning; Ursprungsgarantier.;

   Abstract : Renewable cannibalization refers to the phenomenon where the increasing penetration of zeromarginal cost renewable energy sources, such as solar and wind power, leads to a decline in their market value. By extension, this threatens to reduce investment incentives in wind and solar. READ MORE

3. 2. To Sin or Not to Sin? A Study of Traditional and New Sin Stocks on the American Stock Market

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Filip Eriksson; Herman Ljungberg; Oliver Lönegård; [2023]
   Keywords : Sin Stocks; New Sin Stocks; Sustainable Investments; Social Norms; Socially Responsible Investing; Business and Economics;

   Abstract : This study aims to investigate the difference in stock return between traditional sin stocks, new sin stocks, and their respective peer stocks. The purpose was to expand the scarcely researched area of new sin stocks by being the first one to focus on new sin stocks on the American stock market (United States NYSE, AMEX, and NASDAQ stock exchanges), as this area has only been researched in Europe before. READ MORE

4. 3. The Nuclear Dilemma : A Study on the Nuclear Energy Growth Nexus and Greenhouse Gas Emissions

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Pontus Karlsson; Felicia Uebel; [2023]
   Keywords : Economic Growth; Energy Growth Nexus; Nuclear Energy Growth Nexus; Econometrics; Economics; Nuclear Power; Nuclear Consumption; Energy Consumption; Energy Production; Environmental Kuznets Curve; Greenhouse Gas Emissions; IPI; Nuclear Dilemma; Granger Causality Test; Energy; Oil; Ekonomisk tillväxt; Energi-Tillväxt Sambandet; Kärnkraftsenergi-Tillväxt Sambandet; Ekonometri; Ekonomi; Kärnkraft; Kärnkraftskonsumtion; Energikonsumtion; Energiproduktion; Växthusgasutsläpp; Kärnkraftsdilemmat; Energi; Olja;

   Abstract : The relationship between energy consumption and economic growth has been a popular topic in recent studies, with a considerable amount of literature conducted, although there still is no consensus regarding the relationship. Few studies have analysed the nuclear energy growth nexus with greenhouse gas emissions, and none have used the same method, data, and sample period. READ MORE

5. 4. Exploring the Economic Relationship Between China and Sub-Saharan Africa : A Study on the Role of Chinese Foreign Direct Investments in Sub-Saharan Africa

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Axel Pettersson; Rushil Patel; [2023]
   Keywords : FDI; China; Sub-Saharan Africa; Fixed Effect Model; Panel Data; Economics; Foreign Policy; Debt trap; FDI; Kina; Sub-Sahara Afrika; Fixed Effect Model; Paneldata; Ekonomi; Utrikespolitik; Skuldfälla;

   Abstract : This paper adopts a quantitative and qualitative lens, through which we explore the economic relationship between the region of Sub-Saharan Africa and China as a consequence of Chinese Foreign direct investments (FDI).  Primarily, the paper’s direction, analysis, and discussions are dictated by the usage of primary and secondary data. READ MORE

6. 5. How Do Unexpected Changes in Interest Rates Explain the Variation of Excess Return: Testing an Extended Fama–French Five-Factor Model on the Swedish Stock Market

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Telo Johar; [2023]
   Keywords : Fama-French five-factor model; excess return; Swedish stock market; Fama-French five-factor model; överavkastning; svenska aktiemarknaden;

   Abstract : In the realm of asset pricing models, the Fama-French five-factor model has become a foundational framework for explaining the variation of excess stock returns. However, as financial markets continue to evolve, there arises a need to explore potential extensions to capture additional sources of risk and return. READ MORE