Sökning: "Asymmetric shocks"
Visar resultat 1 - 5 av 12 avhandlingar innehållade orden Asymmetric shocks.
Sammanfattning : This thesis contributes to the empirical energy finance literature and consists of three research papers. The common denominator for all papers is the multivariate modelling approach, placing the electricity market at the core and delving into its interdependencies on fundamentally related markets and factors. LÄS MER
Sammanfattning : Essay 1: In light of the recent Great Recession, it has become painfully clear that financial factors are central to macroeconomic dynamics. This paper evaluates a micro-level financial friction which plays a central role in the theoretical literature on financial frictions, namely the external finance premium. LÄS MER
Sammanfattning : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. LÄS MER
Sammanfattning : Operating a convergent-divergent nozzle under overexpanded conditions can lead to supersonic flow separation in the divergent section of the nozzle. In this case, an attached oblique shock wave forms at the separation base. LÄS MER
Sammanfattning : This thesis consists of four self-contained essays.Essay 1 examines different production function methods for measuring technology and the relationship between technology and cyclical variables. LÄS MER