Essays about: "Volatility forecast"
Showing result 6 - 10 of 88 essays containing the words Volatility forecast.
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6. A Mixed Time-Series & Machine Learning Approach for Price Forecasting in the Swedish Ancillary Market
University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenAbstract : This study aims to forecast the Swedish FCR-D Down A2 market prices through a hybrid model combining a volatility model and a machine learning approach, and compares its performance with a standalone machine learning model. We further examine the impact of different lag orders (1-Hr vs. 24-Hr) on volatility estimates and forecast performance. READ MORE
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7. Does Implied- or Historical Volatility predict Realized Volatility? : An empirical study conducted to find evidence for which out of historical volatility or implied volatility better forecasts the future volatility.
University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Abstract : This study tests if historical volatility- and implied volatility has significant predictive power over future realized volatility and if so which one of the two is the superior predictor. The study is conducted by using historical volatility of the OMXS30 and implied volatility from OMXS30 call options during the period 2012-2023. READ MORE
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8. 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 fakultetenAbstract : 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
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9. Scoring from the Sidelines : Managing Risk through an Uncertain Environment
University essay from Jönköping University/Internationella HandelshögskolanAbstract : Sports clubs face numerous challenges, including economic fluctuations, shifting supporter preferences, and changes in regulations and policies. However, the unpredictable nature of athletic performance makes it difficult to forecast future financial outcomes, which can negatively impact planning and operations. READ MORE
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10. Inflation Index for the House and Content Portfolio : A Model to Calculate the Future Claim Costs for Trygg-Hansa
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Trygg-Hansa is a Swedish insurance company that specializes in business insurance, home insurance, vehicle insurance, and personal insurance. This work focuses on Trygg-Hansa’s House and Content portfolio, which insures customers’ homes, both the building itself and its contents. READ MORE