Essays about: "spot rate"

Showing result 1 - 5 of 53 essays containing the words spot rate.

  1. 1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE

  3. 2. 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

  4. 3. Fractional Cointegration and Price Discovery in FX Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Johan Faxner; [2023]
    Keywords : exchange rates; price discovery; fractional cointegration; market microstructure; covered interest rate parity;

    Abstract : I employ bivariate fractionally cointegrated vector autoregressive models to analyze price discovery on the EUR/GBP market. Using daily spot rates between 2010 and 2022 along with corresponding one-month and three-month forward rates, I extract parameter estimates for pairwise long-run relationships, each pair containing a spot and a forward. READ MORE

  5. 4. Model Predictive Control for Ground Source Heat Pumps : Reducing cost while maintaining comfort

    University essay from Linköpings universitet/Reglerteknik

    Author : Isak Bokne; Charlie Elf; [2023]
    Keywords : MPC; Model Predictive Control; heat pump control; electricity spot price; weather prediction; reducing cost;

    Abstract : Today, the control of heat pumps aims to first and foremost maintain a comfortable indoor temperature. This is primarily done by deciding input power based on outside temperature. The cost of electricity, which can be rather volatile, is not taken into account. READ MORE

  6. 5. PPA Greenwashing or Financial Incentives for Investments in Offshore Wind Power? A qualitative study on power purchasing agreement and its effect on investment decisions and corporate image in the offshore wind power industry

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Jacob Bjärne; Albin Frick; [2022-07-01]
    Keywords : PPA; Greenwashing; Green Energy; CSR; Offshore Wind Power;

    Abstract : The government of Sweden is currently looking to expand one of the unexploited natural resources, offshore wind. Offshore wind power has for several years been stagnated in terms of production, and the funding of projects has been one of the major issues. Getting bank loans with a lower interest rate demands a steady cash-flow. READ MORE