Essays about: "arbitrage"

Showing result 26 - 30 of 171 essays containing the word arbitrage.

1. 26. Residual Momentum and Volatility – Managed Portfolios : A Study on the Swedish Equity Market

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Erik Huss; Mario Ishak; [2022]
   Keywords : Residual Momentum; Volatility Management; Asset Pricing; Volatility Scaling; Momentum; Transaction Costs; Idiosynkratiskt Momentum; Riskstrategier; Tillgångsprissättning; Momentum; Transaktionskostnader;

   Abstract : In this paper, we present empirical results from the Swedish equity market when testingdifferent strategies aiming at enhancing the performance of a momentum strategy, over a timeperiod from 2000 to 2021. Similar to research conducted on other markets, we find theexistence of a momentum premium on the Swedish equity market, but with a return that is fattailed and negatively skewed. READ MORE

3. 27. Comprehensive Study of Meta-heuristic Algorithms for Optimal Sizing of BESS in Multi-energy syste

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

   Author : Joakim Ginste; [2022]
   Keywords : BESS; Energy arbitrage; Firefly algorithm; Genetic algorithm; Peak shaving; BESS; energiarbitrage; Firefly algorithm; Genetic algorithm; spetslastutjämning;

   Abstract : The question of finding the optimal size for battery energy storage systems (BESS) to be used for energy arbitrage and peak shaving has gained more and more interest in recent years. This is due to the increase in variability of electricity prices caused by the increase of renewable but also variable electricity production units in the electricity grid. READ MORE

4. 28. Are Carnot Batteries an Alternative to Converting Coal Power Plants? : An open-sourced technoeconomic optimization approach for testing a new niche for Carnot Batteries.

   University essay from KTH/Energiteknik

   Author : Vartan Jakob Ahrens Kayayan; [2022]
   Keywords : ;

   Abstract : As Europe transitions away from coal-fired power plants, there is an opportunity to reshape the electrical infrastructure. Many of the current plans are to make a switch to natural gas, another fossil fuel. Refurbishing existing power plants has several advantages. Components can be put to a new purpose. READ MORE

5. 29. Can FEARS predict market returns?

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Victor Löthner; Markus Palsander; [2022]
   Keywords : Investor sentiment; FEARS; Google Trends; Market returns; Limits to arbitrage;

   Abstract : [This paper examines whether internet queries provided by Google Trends can proxy investor sentiment and thereby predict future market returns. By creating our own Financial and Economic Attitudes Revealed by Searches (FEARS) index using Internet Search Volume (SVI), we examine the period 2013-2022. READ MORE

6. 30. The local potential of V2G : Estimation of the benefits of Vehicle to Grid in the energy community of Stenberg

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

   Author : Cyprien Drommi; [2022]
   Keywords : Vehicle to Grid; V2G; V2X; Electric vehicle; Energy community; Stenberg; Ancillary services; Frequency regulation; FCR; Energy arbitrage; Battery degradation; DC charging.; Vehicle to Grid; V2G; V2X; Elbilar; Elfordon; Energisamfälligheten; Stenberg; Stödtjänster; Frekvensbalancering; FCR; Energiarbitrage; Batteridegradering; Likströmsladdning.;

   Abstract : In the countries willing to follow an energy transition towards decarbonization, a strong emphasis is put on electrification. Carbon-free power production tends to rely more on intermittent renewable energies, bringing many uncertainties on the electricity output to the grid. READ MORE