Essays about: "price arbitrage"

Showing result 1 - 5 of 67 essays containing the words price arbitrage.

  1. 1. The Relationship Between Beta and Arbitrage Spread in M&A Deals

    University essay from Göteborgs universitet/Graduate School

    Author : Daniel Granat; William Fredriksson; [2023-06-29]
    Keywords : ;

    Abstract : Risk arbitrage is an event-driven investment strategy where the risk arbitrageur aims to capture the arbitrage spread between the target’s stock price and the bid price by the acquiring firm in a merger and acquisition (M&A) deal. Previous research suggests that specific risks connected to the deal as completion or duration risks, as well as firm and bid characteristics, influence the arbitrage spread. READ MORE

  2. 2. Spatial Price Equilibrium in the World Natural Gas Market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Linava Lahoni; Mattias Malmgren; [2023-02-09]
    Keywords : ;

    Abstract : Characteristic for the world natural gas market is that the markets in different continents are not completely integrated. In some cases, this leads to exceptionally large price differences. There are two reasons for this; first the technical difficulties related to shipping natural gas, second the pricing mechanism of the natural gas market. READ MORE

  3. 3. Minimising Battery Degradation And Energy Cost For Different User Scenarios In V2G Applications : An Integrated Optimisation Model for BEVs

    University essay from Uppsala universitet/Elektricitetslära

    Author : Jacob Bengtsson; Benjamin Moberg Safaee; [2023]
    Keywords : Vehicle-to-Grid; V2G; Battery Electric Vehicle; BEV; State-of-Charge; SoC; State-of-Health; SoH; charging; discharging; degradation; energy cost; optimisation; optimization; Pyomo; Gurobi;

    Abstract : The functionality to both charge and discharge energy from and to the power grid to a Battery Electric Vehicle (BEV) is referred to as Vehicle-to-Grid (V2G). This allows the customer to buy energy when the spot price is low and sell energy when the price is high to make a profit, called energy arbitrage. READ MORE

  4. 4. Unlocking the Potential of Battery Energy Storage Systems in the Nordic Frequency Regulation Markets : A techno-economic analysis to evaluate long-term profitability

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

    Author : Theodor Ingman; Henrik von Sivers; [2023]
    Keywords : ;

    Abstract : As the Swedish power system has increased its shares of production coming from intermittent renewables, the production coming from large rotational units as nuclear, and hydropower, has decreased. Thereby, the power system has become more sensitive to sudden changes between production and consumption of electricity, increasing the risk of disruptions in the electricity grid. READ MORE

  5. 5. Dynamic modelling of electricity arbitrage for single-family homes : Assessing the cost-effectiveness of implementing Energy Storage and Demand-Side Load Management.

    University essay from Linnéuniversitetet/Institutionen för byggd miljö och energiteknik (BET)

    Author : Ahmed Ali; [2023]
    Keywords : Electricity arbitrage trading; intraday electricity market; energy storage system; demand-side load management; single-family homes; Nord Pool; building performance simulation IDA Indoor Climate and Energy ; financial modelling.;

    Abstract : In the context of electricity, arbitrage trading involves taking advantage of existing price variations within electricity markets. The report conducted financial modelling for energy storage systems and demand-side load management for electricity arbitrage trading in single-family homes. READ MORE