Sökning: "Asymmetric shocks"

Visar resultat 1 - 5 av 12 avhandlingar innehållade orden Asymmetric shocks.

  1. 1. Multivariate Modelling of Energy Markets

    Författare :Veronika Lunina; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; energy markets; volatility spillover; skew-Student asymmetric BEKK; volatility impulse response function; temperature; hydrobalance; electricity;

    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

  2. 2. Financial Frictions and Firm Dynamics

    Författare :Erik Spector; Nils Gottfries; Stephen Bond; Uppsala universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    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

  3. 3. On Risk Prediction

    Författare :Carl Lönnbark; Kurt Brännäs; Stefan Mittnik; Umeå universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Time series; GARCH; Estimation error; Asymmetry; Supply and demand; Econometrics; Ekonometri; ekonometri; Econometrics;

    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

  4. 4. Modal Analysis of Supersonic Flow Separation in Nozzles

    Författare :Ragnar Larusson; Chalmers University of Technology; []
    Nyckelord :Separated Nozzle Flow; Dynamic Mode Decomposition; Hybrid RANSLES; CFD; Modal Analysis; Arnoldi;

    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

  5. 5. Macroeconomic Fluctuations and Firm Dynamics: Technology, Production and Capital Formation

    Författare :Mikael Carlsson; Susanto Basu; Uppsala universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    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