Sökning: "convenience yield"

Hittade 4 avhandlingar innehållade orden convenience yield.

1. 1. Essays on the Financial Aspects of Power Prices at the Nord Pool Power Exchange

   Författare :Daniel Deng; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nord Pool; market efficiency; cointegration; EGARCH; convenience yield; call option;

   Sammanfattning : Essay I examines the market efficiency issues at the Nord Pool power exchange in the September 1995 - July 2002 period. A unique characteristic of this electricity exchange is the high hydropower proportion in the traded electricity; water in the hydro reservoir acting as a hydropower inventory therefore plays an important role in the pricing of electricity. LÄS MER

3. 2. Three Essays on Electricity Spot and Financial Derivative Prices at the Nordic Power Exchange

   Författare :Daniel Deng; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nord Pool; market efficiency; cointegration; rational expectation competitive storage model; BDS test; Hsiehâ??s third order moment test; nonlinear causality; EGARCH; convenience yield; call option;

   Sammanfattning : Essay I examines the market efficiency issues at the Nord Pool power exchange in the September 1995 - July 2002 period. A unique characteristic of this electricity exchange is the high hydropower proportion in the traded electricity; water in the hydro reservoir acting as hydropower inventory therefore plays an important role in the pricing of electricity. LÄS MER

4. 3. In vitro and in vivo oxidation of diastereomers of lignin models of arylgylcerol b-aryl ether type and heterologous expression of laccase

   Författare :Christina Bohlin; Leif Jönsson; Ming Tien; Karlstads universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Biochemistry; Biokemi; Kemi; Chemistry;

   Sammanfattning : Enzymic and non-enzymic oxidation of lignin models of the arylglycerol β-aryl ether type was investigated in experiments aimed at providing a better understanding of the initial phase of biological lignin degradation. Product profiles and diasteromer selectivity were determined to gain knowledge of the properties of the oxidants and pave the way for evaluation of the presence of the oxidants in ligninolytic fungal cultures. LÄS MER

5. 4. Small-Molecule Galectin Inhibitors - On Tweezers and Talosides

   Författare :Christopher Öberg; Centrum för analys och syntes; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : Abstract Work on the design, synthesis, and biological evaluation of galectin inhibitors is presented. The most significant results relate to the development of galactose-based arginine “tweezers” and taloside-based galectin inhibitors. The galectins are a β-galactoside binding protein family. LÄS MER