Essays about: "price cap models"

Showing result 1 - 5 of 15 essays containing the words price cap models.

1. 1. Steel yourselves : Effects of a price cap sanction on Russian steel

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Niklas Sandwall; [2023]
   Keywords : Economic sanctions; Russian sanctions; trade restrictions; price cap models; steel elasticity;

   Abstract : This thesis examines the potential effects of a price cap sanction on semi-finished steel products against the Russian steel industry. The research question is: "What are the effects on the Russian economy of a price cap on semi-finished steel products?”. READ MORE

3. 2. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Nikolas Tsigkas; [2022]
   Keywords : Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

   Abstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE

4. 3. Predicting Stock Price Direction for Asian Small Cap Stocks with Machine Learning Methods

   University essay from KTH/Matematik (Avd.)

   Author : Tina Abazari; Sherwin Baghchesara; [2021]
   Keywords : Machine Learning; Classification; Classification Trees; Random Forest; Support Vector Machine; Logistic Regression; Stocks; Stock Market; Asset Management; Investments; Asia; Small Cap; Micro Cap; Maskininlärning; Klassificering; Klassificeringsträd; Random Forest; Support Vector Machine; Logistisk Regression; Aktier; Aktiemarknad; Fondförvaltning; Investeringar; Asien; Småbolag; Mikrobolag.;

   Abstract : Portfolio managers have a great interest in detecting high-performing stocks early on. Detecting outperforming stocks has for long been of interest from a research as well as financial point of view. Quantitative methods to predict stock movements have been widely studied in diverse contexts, where some present promising results. READ MORE

5. 4. Customers & Innovation as Share Price Determinants of The Cloud's New Cornerstone

   University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

   Author : Carl Oscar Milebratt; Oscar Holmbergh; [2021]
   Keywords : Software-as-a-Service; Subscription-based enterprises; Earnings per share; Research and development; Customer Acquisition Cost;

   Abstract : This paper examines the effect of revenue, customer acquisition cost, research and development expenses, and earnings per share on the share price movements of SaaS companies listed on the New York Stock Exchange or Nasdaq. Additionally, the report explores if the metrics explanatory power varies between large SaaS companies (market capitalization > 10 billion USD) and mid- and small-cap companies (market capitalization < 10 billion USD). READ MORE

6. 5. Market Liquidity and Block Holdings - Empirical evidence from the Swedish market

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Mattias Janfjord; Max Lundblom; [2020]
   Keywords : Liquidity; trading activity; ownership structure; blockholders; friction; Business and Economics;

   Abstract : Purpose: Investigate the relation between block ownership and stock liquidity. Methodology: The empirical methods used in this project are of quantitative nature. We use a set of dependent variables representing liquidity measures in order to test how our main explanatory variable, sum of block holdings, affect this. READ MORE