Essays about: "statistik"
Showing result 1 - 5 of 2301 essays containing the word statistik.
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1. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, and SEB over the Covid-19 period. The performance is evaluated using Kupiec, Christoffersen tests and the Quadratic Loss. READ MORE
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2. The effect of inflation expectations and other factors on Bitcoin pricing
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : The purpose of this study is to further contribute to the understanding of Bitcoin pricing. We use inflation expectations as our variable of interest and control for what has shown significance in the past and discuss its potential implications. We look at the effect on both the global Bitcoin price and its local price within the U.S. READ MORE
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3. Regional electricity price effect on industry location - Sweden’s 2011 electricity market split
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In November 2011, a reform split the Swedish electricity market into four price zones and made it possible for different parts of the country to have different electricity prices. For industries where electricity constitutes a large share of production costs, it may be preferred to be located in a zone where electricity prices are lower. READ MORE
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4. A test of the Environmental Kuznets Curve in the Nordic countries
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : Climate change arising from global warming is an important issue for the global community to resolve for the prospect of a sustainable future. It is therefore crucial to gain understanding in how nations can contain the progression of global warming created by emissions of greenhouse gases. READ MORE
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5. Spatial Price Equilibrium in the World Natural Gas Market
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : 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
