Sökning: "price floor"

Visar resultat 1 - 5 av 10 avhandlingar innehållade orden price floor.

  1. 1. Interactions between carbon and power markets in transition

    Författare :Jörn Constantin Richstein; Mehrdad Ghandhari Alavijh; Margot P.C. Weijnen; Laurens J. de Vries; Remco Verzijlbergh; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; EU ETS; carbon market; investment; electricity; agent-based modelling; EMLab-Generation; price floor; price ceiling; price corridor; market stabil- ity reserve; MSR; Energy Technology; Energiteknik; Economics; Nationalekonomi;

    Sammanfattning : In this research, several improvements to the European Union Emissions Trading System (EU ETS) were analysed. The EU ETS is a market for emission allowances and the European Union's main instrument for reducing greenhouse gas emissions (of which CO2 is the main component). LÄS MER

  3. 2. Pricing of Some Path-Dependent Options on Equities and Commodities

    Författare :Mats Kjaer; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cliquet options with global floor; Commodity swing options; Storage valuation; Correlation matrix modelling; Bachelier-Samuelson model; Jump-diffusion models; Futures curve models; Parabolic PDE PIDEs; Numerical integration; Finite difference methods.;

    Sammanfattning : This thesis brings together three papers about the pricing of European and Bermudan path-dependent options, and one paper about the stochastic modelling of a futures price curve. Paper one proposes a fast numerical method to compute the price of so called cliquet options with global floor, when the underlying asset follows the Bachelier-Samuelson model. LÄS MER

  4. 3. Modelling energy demand in the buildings sector within the EU

    Författare :Eoin Ó Broin; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Residential; EU; Efficiency; Econometrics; Decomposition; Heating; Scenarios;

    Sammanfattning : In the on-going effort within the EU to tackle greenhouse gas emissions and secure future energy supplies, the buildings sector is often referred to as offering a large potential for energy savings. The aim of this thesis is to produce scenarios that highlight the parameters that affect the energy demands and thus potentials for savings of the building sector. LÄS MER

  5. 4. Modelling drivers of energy demand in the European Union building sector

    Författare :Eoin Ó Broin; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; EU; Elasticities; Heating; Policy; Bottom-up; Top-down; Efficiency; Residential;

    Sammanfattning : In the context of ongoing initiatives within the European Union (EU) to tackle global warming and to secure future energy supplies, the building sector is often cited as offering strong potential for energy savings. The primary aims of this thesis are to analyse the historical data related to EU building and to generate scenarios that highlight the technical and non-technical parameters that affect the energy demands (and thereby the potentials for savings) of the building sector. LÄS MER

  7. 5. Consequences of Poor Housing : Essays on Urban and Health Economics

    Författare :Fredrik Hansson; Matz Dahlberg; Che-Yuan Liang; Aline Bütikofer; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Urban; health; education; in utero; pollution; radiation; uranium; radon; housing prices; happiness; well-being; urbanization; growth; Economics; Nationalekonomi;

    Sammanfattning : Essay I: Research shows that low fetal doses of radiation from nuclear catastrophes and atmospheric test bombings of nuclear weapons cause cognitive birth defects. These events are uncommon and the radioactive isotopes they create rarely reach harmful levels in nature. LÄS MER