Essays about: "reference price"

Showing result 1 - 5 of 122 essays containing the words reference price.

1. 1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

   University essay from Göteborgs universitet/Graduate School

   Author : Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
   Keywords : Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

   Abstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE

3. 2. Comparison of High ESG Portfolio Performance in Germany and Switzerland

   University essay from Göteborgs universitet/Graduate School

   Author : Nino Shakulashvili; Saud Talic; [2023-06-29]
   Keywords : ESG; Portfolio Performance; Fama French; Carhart; Risk Factors; Value; Size; Momentum; Germany; Switzerland;

   Abstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE

4. 3. Segmentation and Valuation in  Stockholm Housing Market : Spatial Continuous and Discontinuous Submarkets Evaluating by Hedonic Price Model and XGBoost Model

   University essay from KTH/Fastighetsekonomi och finans

   Author : Xianglin Sun; [2023]
   Keywords : housing market segmentation ; spatial continuity ; hedonic price model ; XGBoost model ; segmentering av bostadsmarknaden ; rumslig kontinuitet ; hedonisk prismodell ; XGBoost modell ;

   Abstract : The housing market segmentation could provide a reference for more targeted policymaking and investment strategies. Although there have been many studies, there are no consistent submarkets delineating methods because of a lack of theoretical support and subjective evaluation. In this paper, two market segmentation methods are introduced. READ MORE

5. 4. A Techno-Economic Case Study of the Implementation of Hydrogen Technology in Connection to a CHP Plant

   University essay from Lunds universitet/Institutionen för energivetenskaper

   Author : Kristina Häggström Wedding; Amanda Kander; [2023]
   Keywords : Hydrogen Technology; Electrolyzer; Fuel Cell; Ancillary Services; Electricity Markets; Power Balancing; Balancing Markets; Power to Gas; Power to Power; Combined Heat and Power; District Heat; Heat Utilization; Flexibility; Optimization; Technology and Engineering;

   Abstract : With climate change as the main driving force, the energy system is currently undergoing changes. Both the share of renewable resources used to produce electricity and the overall electrification is increasing. A way to handle the resulting challenges from more intermittent electricity production is by the implementation hydrogen technology. READ MORE

6. 5. Study On The Interaction Between Green Marketing Mix Element And Consumer Purchase Intention Of The Hotel Industry In Sri Lanka.

   University essay from Umeå universitet/Företagsekonomi

   Author : Harshani Kalahevithana; Chamilka Wickramasinghe; [2023]
   Keywords : Hotels; Tourism Industry; Green Marketing Mix; Consumer purchase intention; Sustainability; Product; Price; Place; and Promotion;

   Abstract : The main purpose of this study is to evaluate the interaction between the green marketingmix elements and consumer’s purchase intention with reference to hotels in coastal beltin Sri Lanka. This study shows Green Product, Green Price, Green Distribution, andGreen Promotion influence consumer’s purchase intention. READ MORE