Sökning: "extended trading time"

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden extended trading time.

  1. 1. Modeling the covariance matrix of financial asset returns

    Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

    Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER

  3. 2. Essays on energy technology learning and voluntary carbon offsets

    Författare :Åsa Lindman; Thomas Sundqvist; Luleå tekniska universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Sammanfattning : This thesis consists of an introductory part and three self-contained papers, all related to the issue of promoting renewable energy sources. Paper I presents the results from a hypothetical market experiment of Swedish students' stated willingness to purchase emission allowances for carbon dioxide within the European emissions trading system. LÄS MER

  4. 3. Essays on Renewable Energy Technology Development and Voluntary Carbon Offsets

    Författare :Åsa Lindman; Tooraj Jamasb; Luleå tekniska universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Sammanfattning : This thesis consists of an introduction and five self-contained papers addressing the issues of renewable energy technology development and voluntary carbon offsets, respectively. Paper I presents the results from a semi-experimental study of Swedish students’ stated willingness to purchase emission allowances for carbon dioxide within the European emissions trading scheme. LÄS MER

  5. 4. Terra mediaevalis : jordvärderingssystem i medeltidens Sverige

    Författare :Alf Ericsson; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : There were several systems of land assessment in medieval Sweden. The unit used in the oldest system is the attung (pl. attungar). When, where and why it was introduced has been much discussed. LÄS MER

  7. 5. Energy Storage Systems in Electrical Distribution Grids : Analysis and implementations of use cases for service stacking

    Författare :Johannes Hjalmarsson; Cecilia Boström; Karin Thomas; Louise Ödlund; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; ancillary services; congestion management; distribution grids; energy storage systems; scheduling optimization; service stacking.;

    Sammanfattning : This Ph.D. thesis investigates the possibility of using energy storage systems for multiple services by implementing service stacking, with special emphasis on congestion management in distribution grids. LÄS MER