Essays about: "arbitrage"

Showing result 1 - 5 of 119 essays containing the word arbitrage.

  1. 1. GARCH and GAS: Comparison of volatility models for Bitcoin in different exchanges

    University essay from Göteborgs universitet/Graduate School

    Author : Mohammad Rashidi Ranjbar; [2020-07-08]
    Keywords : Bitcoin; Volatility Modelling; GAS; GARCH; Realized GARCH; Coinbase; Bitfinex; Bitstamp;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Purchasing Power Parity (PPP) Deviations: The case of H&M.

    University essay from Jönköping University/IHH, Nationalekonomi; Jönköping University/IHH, Nationalekonomi

    Author : Sofia Chen; Ruoshui He; [2020]
    Keywords : purchasing power parity; law of one price; homogenous products; price settings; H M;

    Abstract : The theories of the law of one price and purchasing power parity are thought to hold almost exactly in financial market, but it seems less likely to occur in international trade where arbitrage opportunities take place. The purpose of this study is to test whether the purchasing power parity holds for commodities in various national markets, for which a quantitative method is followed. READ MORE

  3. 3. Can pairs trading be used during a financial crisis?

    University essay from Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen

    Author : Axel Eurenius Larsson; Vincent Karlberg Hauge; [2020]
    Keywords : Pairs trading; Cointegration; Stationarity; Market neutrality; Financial crises; Statistical arbitrage.;

    Abstract : In this paper, it is investigated whether pairs trading is a suitable trading strategy during a financial crisis. It is written in the subject of financial statistics and aims to particularly focus on the statistical aspects of the strategy. READ MORE

  4. 4. Techno-economic analysis of Battery Energy Storage Systems and Demand Side Management for peak load shaving in Swedish industries

    University essay from KTH/Kraft- och värmeteknologi; KTH/Kraft- och värmeteknologi

    Author : Benjamin Skog Nestorovic; Douglas Lindén; [2020]
    Keywords : Peak load shaving; battery energy storage system; demand side management; Fast Frequency Reserve market; power tariff; Effektoppsreducering; batterilagringssystem; efterfrågeflexibilitet; Fast Frequency Reserve; effekttariffer;

    Abstract : The Swedish electrical grid has historically been robust and reliable, but with increased electrification in numerous sectors, out-phasing of nuclear power and a high market diffusion of wind power, the system is now facing challenges. The rotational energy in the system is expected to decrease as a result of higher shares of intermittent energy sources, which can affect the stability of the grid frequency negatively. READ MORE

  5. 5. Techno-economic analysis of PV and energy storage systems for Swedish households

    University essay from KTH/Kraft- och värmeteknologi

    Author : Alia Amber Ahmed; [2020]
    Keywords : PV systems; Energy storage; STandUP;

    Abstract : As more countries progress towards renewable energy, intermittency in the power system is causing an unreliable power supply. Flexibility solutions from prosumers, which both consume and produce electricity, is one solution to provide stability to the power system. READ MORE