Essays about: "Volatilitet"

Showing result 16 - 20 of 98 essays containing the word Volatilitet.

1. 16. Powering up profits - Integrating Power Purchase Agreements and Battery Systems for Nordic Power Futures

   University essay from Lunds universitet/Institutionen för energivetenskaper

   Author : William Thorwaldson; Ellen Jinglöv; [2023]
   Keywords : Power Purchase Agreements; Financial Power Trading; Battery Energy Storage Systems; Power Futures; Technology and Engineering;

   Abstract : This master’s thesis aims to assess the profitability and the factors impacting the profitability of entering a short position in financial derivative contracts on the Nordic power market while procuring electricity through a pay-as-produced power purchase contract and on the day-ahead (DA) market, simultaneously the strategy utilizes a battery storage system to mitigate the effects of price spikes. The research adopted a mixed-method approach by combining quantitative analysis with qualitative findings. READ MORE

3. 17. Load profiling and customer segmentation for demand-side management

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

   Author : Anne Baril; [2023]
   Keywords : Smart meter data; TLP; customer segmentation; DSM; EE; D R; clustering; Data från smarta mätare; TLP; kundsegmentering; DSM; EE; D R; klustring;

   Abstract : The energy transition is accompanied by massive electrification of uses and sectors such as transport. As a result, the pressure on the electricity grid is increasing, and the time to connect to the power system is lengthening. READ MORE

4. 18. Blockchain Adoption is an Evolution – not a Revolution: : Advantages and Challenges of Blockchain in Real Estate Transaction in Sweden

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Ludwig Djursén; Theo Björk; [2022]
   Keywords : Blockchain; real estate; transaction; information asymmetry; blockchain implementation; residential real estate; smart contract; tokenization; Blockchain; fastigheter; transaktion; informationsasymmetri; blockchain-implementering; bostadsfastigheter; smart kontrakt; tokenisering;

   Abstract : The real estate sector has a large impact on the economy and a significant impact on financialmarket stability. Several unique features characterize the real estate market assets; these arestable cash flow, a stable demand, and low volatility, contributing to the underlying value. READ MORE

5. 19. Financial Modelling Using Fractional Processes And The Wiener Chaos Expansion

   University essay from KTH/Matematik (Avd.)

   Author : Olof Hummelgren; [2022]
   Keywords : fractional Brownian motion; fBM; applied mathematics; Wiener chaos expansion; Wick product; Hurst parameter; fraktionell Brownsk rörelse; tillämpad matematik; Wiener kaosexpansion; Wickprodukt; Hurstparameter;

   Abstract : The aim of this thesis is to simulate stochastic models that are driven by a fractional Brownian motion process and to apply these methods to financial applications related to yield rate and asset price modelling. Several rough volatility processes are used to model the asset price and yield dynamics. READ MORE

6. 20. Managing Commodity Price Volatility : A Multi-Case Study

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

   Author : Erik Hällgren; Viktor Ljungdahl; [2022]
   Keywords : Commodity price volatility; raw material; strategic sourcing; Covid-19; supplier relationship management; product segmentation; escalator clause.; prisvolatilitet; råmaterial; strategiskt inköp; Covid-19; leverantörsrelationer; produktportfölj; råmaterialklausul.;

   Abstract : This study investigates possible ways of managing commodity price volatility from a purchasing perspective and how the applicability of tools depends on company specific circumstances. Covid-19 has created large disruptions in global supply chains and led to increased price volatility for virtually all commodities. READ MORE