Essays about: "market regime"
Showing result 1 - 5 of 171 essays containing the words market regime.
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1. An Empirical Study of Monetary Policy Transmission Through Floating Rate Corporate Debt
University essay from Göteborgs universitet/Graduate SchoolAbstract : Considering the contemporary shift in the interest rate regime and the high levels of corporate debt in the US market, we show that monetary policy surprises have an impact on stock returns. This impact is dominated by a surprise in Fed forward guidance. READ MORE
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2. Understanding the entrepreneurial process to adopt renewable energies in Sweden : a case study on an offshore wind park project in the Baltic Sea
University essay from SLU/Dept. of EconomicsAbstract : The alarming magnitude of the global climate crisis is on the rise. Thus, a profound and rapid energy system transition towards renewable energies is needed. Offshore wind (OSW) parks are a promising energy source to boost green energy production. While OSW has been adopted in many European countries (e. READ MORE
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3. Killer-acquisitions by the big tech giants and the EU’s merger control in a fast-evolving digital era
University essay from Lunds universitet/Institutionen för handelsrättAbstract : This research paper examines the European Union's merger control regime and its efficacy in addressing the killer acquisitions by big tech firms in the fast-evolving digital sphere. It investigates the legal framework, competition policy objectives, and more importantly the impact of the digital sector on EU competition policy. READ MORE
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4. Lönsamhet i skogsmarksgödsling för privata markägare i norra Sverige : en jämförelse av lönsamheten i två olika gödslingsstrategier
University essay from SLU/Dept. of Forest EconomicsAbstract : Idag involveras åtskilliga sektorer inom bioekonomin med skogsråvaran som bas, bland annat sektorer inom textilier, konstruktion, biopharma och kemikalier. Den globala efterfrågan på skogsråvaran är hög. READ MORE
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5. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy
University essay from Lunds universitet/Statistiska institutionenAbstract : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. READ MORE