Essays about: "volatility transmission"

Showing result 1 - 5 of 16 essays containing the words volatility transmission.

  1. 1. Evaluation of available electricity storage technologies and the possible economic gain for Växjö Energi

    University essay from KTH/Kraft- och värmeteknologi

    Author : Rasam Sheibeh; [2021]
    Keywords : Energy storage; Energy storage; Växjö energi; Svenska Kraftnät; Monte Carlo; Compressed air storage; Gravity power module; Pumped thermal electricity storage; Energilagring; Energilagring; Växjö energi; Svenska Kraftnät; Monte Carlo; Tryckluftslagring; Gravity power-modul; Pumpad värmelagring;

    Abstract : As the renewable energy sources are finding more place in the energy generation technologies,the Swedish energy market is also undergoing transformations. Renewable energy sources inthe energy generation system brings more volatility and price fluctuations which can mean challenges and opportunities. READ MORE

  3. 2. Volatility spillover between electricity, carbon emissions and green certificates: A Nordic case study

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kajsa Ganhammar; [2020]
    Keywords : volatility spillover; green certificates; carbon pricing; electricity; VIRF; Business and Economics;

    Abstract : This study investigates volatility spillover between the prices of electricity at Nord Pool, carbon emission allowances in the EU Emissions Trading System (EU ETS) and tradable green certificates (TGC) in the Swedish-Norwegian TGC market. ETS and TGC schemes are market-based policies with the overlapping goals of mitigating greenhouse gas emissions and stimulating sustainable energy investments. READ MORE

  4. 3. Does US-China Trade War Cause Decoupling on Agricultural Trading? Evidence from Spillovers in Soybean Meal Futures Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Yuwei Pei; Zhangya Zhou; [2020]
    Keywords : Trade war; Soybean meal; Price transmission; Risk spillover;

    Abstract : This thesis is designed to study the impacts of the US-China trade war on the agricultural trading between the two countries. Through the empirical research on the price and risk spillover effects, the evidence from the soybean meal futures markets are found out. READ MORE

  5. 4. The Causal Relationships Between ESG and Financial Asset Classes : A multiple investment horizon wavelet approach of the non-linear directionality

    University essay from Linköpings universitet/Nationalekonomi

    Author : Emil Andersson; Mahim Hoque; [2019]
    Keywords : ESG; Non-linear; Granger causality; Wavelet; Return performance; Directionality; Responsible investing; Sustainability; DCC-GARCH; VAR; Climate; Asset class; Investment horizon;

    Abstract : This thesis investigates if Environmental, Social and Governance (ESG) investments can be considered as an independent asset class. As ESG and responsible investing has increased substantially in recent years, responsible investments have entered the portfolios with other asset classes too. READ MORE

  6. 5. The Impact of Competition on Bank Risk Taking Under Negative Policy Rates

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : William Hodik; Grim Sjöberg; [2017]
    Keywords : Competition; Negative policy rates; Financial stability; Bank risk taking; Policy rate transmission;

    Abstract : We show that competition has a significant impact on the transmission of negative monetary policy rates via bank risk taking. By comparing stock returns for banks before and after the introduction of negative monetary policy rates, it is evident that high-deposit banks in highly competitive financial markets experienced the sharpest decline in net worth. READ MORE