Essays about: "Variance decomposition"

Showing result 1 - 5 of 35 essays containing the words Variance decomposition.

  1. 1. Quality of Spent Mushroom Compost Amended with Organic Material- Effect on Nutrient Content and Plant Growth

    University essay from SLU/Dept. of Biosystems and Technology (from 130101)

    Author : Rasha Kamel; [2023]
    Keywords : Apple Waste; Wood Chips; Microbial Content; pH; Pseudomonas; General Bacterial Flora; General Fungal Flora; Electrical Conductivity; Nutrient Content; Bulk Density; Porosity; Water Holding Capacity;

    Abstract : Peat, as a non-renewable growing media, poses environmental concerns due to extraction and decomposition processes, leading to increased greenhouse gas emissions. Alternatives growing media with potential to replace or reduce the use of peat are of great need. READ MORE

  3. 2. Rare Earth Metals' Resiliency and Volatility Spillover Effects : A Critical Supply Assessment for Western Technologies From a Risk Management Perspective

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

    Author : Farzam Ebrahimi; Samuel Elm; [2023]
    Keywords : Rare Earth Metals; Interconnectedness; Conditional Volatility; Risk Management; Value at Risk; Event Study;

    Abstract : This paper explores the relationship between Chinese rare earth metals (REMs) and the industries in the U.S and Europe that heavily rely on them. READ MORE

  4. 3. Quantifying the Impact of EU-US "Distressed" Financial Market Integration on European Credit Supply

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ioannis Tzoumas; [2023]
    Keywords : ΔCoVaR; Loans; Credit; Risk; Integration; Business and Economics;

    Abstract : This paper proposes a new method for quantifying financial integration by adapting Adrian & Brunnermeier (2016)’s ΔCoVaR to conform with standard asset pricing literature (Lewellen & Nagel 2006, Cochrane 2009). We reconcile ΔCoVaR with standard microeconomic theory (Waller & Lewarne 1994) and test for causal relationships with respect to the contagion of US acute financial shocks to the EU’s loan supply. READ MORE

  5. 4. When is Electric Freight Cost Competitive? : Computational modeling and simulation of total cost of ownership for electric truck fleets

    University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Author : Anton Zackrisson; [2023]
    Keywords : electric freight; battery-electric trucks; total cost of ownership; decision making under deep uncertainty DMDU ; cost-competitiveness; exploratory modeling and analysis EMA ; EMA workbench; quasi-Monte Carlo method; VRP; EVRP; elektrifiering; godstransport; elektriska lastbilar; total ägandekostnad; kostnadskonkurrenskraft; ruttoptimering;

    Abstract : Battery electric trucks (BETs) offer environmental benefits in terms of reduced carbon emissions and enhanced energy efficiency but have been challenged with economic viability compared to conventional internal combustion engine trucks (ICETs) caused by substantial acquisition costs, limited charging infrastructure, and concerns regarding range and payload capacity.  Previous studies focus on TCO at the vehicle or policy level but overlook the system and firm-level impacts. READ MORE

  6. 5. Title: Does Bitcoin hedge inflation risk? A multivariate time series analysis

    University essay from Göteborgs universitet/Graduate School

    Author : Domenico Roberto Curciarello; [2022-06-29]
    Keywords : Bitcoin; 5 years– 5 years forward inflation expectation rate; VAR; VARX; Granger causality; Impulse response function; Forecast error variance decomposition;

    Abstract : This thesis investigates whether Bitcoin can be considered a valuable hedge against inflation risk. The research examines the relationship between Bitcoin and inflation, the two variables' forecast ability, and how an exogenous shock simulated on one variable affects the other. READ MORE