Essays about: "economics econometrics"

Showing result 21 - 25 of 412 essays containing the words economics econometrics.

1. 21. The Econometrics of Happiness: A cross-sectional European analysis on the shifting importance of the determinants of happiness

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Samuel Ljungberg; Carl Magnus Magnusson; [2016]
   Keywords : happiness economics; subjective well-being; determinants of happiness; gologit; proportional odds;

   Abstract : This paper tests the hypothesis that determinants affecting an agent's happiness do so differently depending on the happiness level of the agent. What affects a happy person's well-being and to what extent is not necessarily the same as what and how it affects an unhappy person's well-being. READ MORE

3. 22. An investigation into interlinkages between CEO compensation and firm risk

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Chaitra Harish Bhat; Thordis Sveinsdottir; [2016]
   Keywords : CEO compensation; Incentives; Bonus; Stock options; Risk management; Firm risk; Firm size; Firm Leverage; Corporate governance; Agency theory; Managerial power theory; Regression analysis.; Business and Economics;

   Abstract : Purpose: The purpose of this research is to do an investigation on the interlinkages between CEO compensation and the firm risk. It further intends to see in particular, whether the firm risk has been interlinked with components of compensation like CEO’s incentive/bonus and stock options. READ MORE

4. 23. Black-Litterman Portfolio Allocation Stability and Financial Performance with MGARCH-M Derived Views

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jens Norell; Eric Dove; [2016]
   Keywords : Financial Econometrics; Black-Litterman; Asset Allocation Stability; MGARCH-M; Business and Economics;

   Abstract : 2 Abstract This paper deploys methodology typically utilized in financial econometrics, namely univariate and multivariate GARCH-M forecasting techniques, as inputs into the Black-Litterman asset allocation process. While previous works have examined the usefulness in deploying select GARCH specifications as a source for the required Black-Litterman views vector, to the best of our knowledge, this is the first such work comparing the effects of select GARCH specification on asset allocation volatility. READ MORE

5. 24. Wind Power and Electricity Markets - A study of wind power capacity, trade and prices on the Nordic electricity market.

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Anders Haulin; [2015]
   Keywords : Wind Power; Econometrics; Financial Economics; Denmark; Subsidies; Electricity; Energy; Business and Economics;

   Abstract : Global wind power capacity has greatly increased in the last decades and is in certain areas constituting a significant share of generating capacity. This thesis examines wind power production data along with prices and inter-regional trade volumes on the Nordic electricity market Nord Pool Spot to deduce the effects of wind power on the grid. READ MORE

6. 25. Forecasting limit order book price changes using change point detection

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Sebastian Thorburn; [2015]
   Keywords : Change point detection; high frequency finance; limit order book; market microstructure; econometrics; Business and Economics;

   Abstract : The main purpose of this thesis is to propose a method for using a change point detection algorithm to forecast short term limit order book price changes. The idea is to test whether a significant change of the shape of the limit order book contains any information about impending changes to mid market. READ MORE