Essays about: "intra-day"

Showing result 1 - 5 of 11 essays containing the word intra-day.

1. 1. Volatility & The Black Swan : Investigation of Univariate ARCH-models, HARRV and Implied Volatility in Nasdaq100 amid Covid19

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Karl Tingstedt; [2022]
   Keywords : SV; ARCH; GARCH; TARCH; EGARCH; HARRV; IV; RV; Integrated Volatility; TINA;

   Abstract : Covid19 hit the world’s financial markets by surprise in March 2020 and ensuing volatility marked an end to the prior low-volatility environment. This Black Swan engendered numerous publications establishing how the equity market responded to the exogenous shock. READ MORE

3. 2. Not Just Noise: An Empirical Study of Irrational Noise Trading and its Role in Financial Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Valter Ehrström; Linus Sigurdson; [2022]
   Keywords : Microstructure theory; Noise trading; Retail trading; Sports; Transaction costs;

   Abstract : This paper explores the role of irrational 'noise' traders in financial markets. Theory suggests that a lower share of irrational or uninformed trading in the market should lead to higher adverse selection costs, and that irrational trading should be more susceptible to exogenous, non-economic events that capture traders' time and attention. READ MORE

4. 3. Techno-economic analysis of power‑to‑heat‑to‑power storage for a residential building

   University essay from Högskolan Dalarna/Institutionen för information och teknik

   Author : Alicia López de Ceballos Regife; [2021]
   Keywords : Solar energy; storage; PV installation; Li‑ion; residential sector; latent heat; high temperature; hot water tank; hybrid PV; heat pump; self-consumption; CHP; optimization; Nedler and Mead.;

   Abstract : Despite the share of renewable energies worldwide is increasing, which can help in reducing the CO2 emissions, their unpredictability has become a problem due to the mismatch between generation and demand. Among the different alternatives to solve this problem, energy storage is a very interesting solution. READ MORE

5. 4. Implementation of a straightforward derivatizationmethod for the simultaneous analysis of short chainfatty acids and tricarboxylic acid cycle metabolitesby LC-qToF-MS.

   University essay from Örebro universitet/Institutionen för naturvetenskap och teknik

   Author : Renée Levisson; [2021]
   Keywords : Short-chain fatty acids; tricarboxylic acid TCA cycle; chemical derivatization; 3-nitrophenylhydrazine;

   Abstract : Short-chain fatty acids (SCFAs) and the tricarboxylic acid (TCA) cycle metabolites aresmall hydrophilic compounds that play crucial roles in biological species ranging fromenergy metabolism, immune homeostasis to cellular signalling. There is a need for reliableand precise quantification of these metabolites in biological matrices as they can providecrucial information of metabolic status and potentially be used as diagnostic biomarkersfor different pathological and physiological conditions. READ MORE

6. 5. Tick data clustering analysis establishing support and resistance levels of the EUR-USD exchange market

   University essay from Lunds universitet/Matematisk statistik

   Author : Karl Tengelin; [2020]
   Keywords : Tick data; Support-and resistance levels; Clustering methods; Gaussian mixture model; Kmeans; EUR-USD exchange rates; Clustering performance metrics; Market activity; Mathematics and Statistics;

   Abstract : Our aim is to use clustering algorithms in order to compute support and resistance levels within an intra-day trading setting. To achieve this we use a tick data set from the EUR-USD exchange market during 2019 as a measure of market activity. READ MORE