Sökning: "Intra-day"

Visar resultat 1 - 5 av 6 avhandlingar innehållade ordet Intra-day.

  1. 1. Time series modelling of high frequency stock transaction data

    Författare :Shahiduzzaman Quoreshi; Kurt Brännäs; Per Johansson; Umeå universitet; []
    Nyckelord :Economics; Count data; Intra-day; High frequency; Time series; Estimation; Long memory; Finance; Nationalekonomi; Econometrics; ekonometri;

    Sammanfattning : .... LÄS MER

  3. 2. Essays on Electricity Markets : Information and Trading

    Författare :Ewa Lazarczyk Carlson; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of four essays examining the functioning of electricity markets. The first article builds on a game-theoretical model, the three other articles discuss empirically the link between information and price formation process. LÄS MER

  4. 3. Optimal bidding of a hydropower producer insequential power markets with riskassessment : Stochastic programming approach

    Författare :Yelena Vardanyan; Mohammad Reza Hesamzadeh; Javier Contreras; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Short-term hydropower planning and bidding under uncertainty is a complicated task. The problem became more challenging with the liberalized market environment within the last two decades. LÄS MER

  5. 4. On neck load among helicopter pilots : effects of head worn equipment, whole body vibration and neck position

    Författare :Marcus Thuresson; Karolinska Institutet; Karolinska Institutet; []
    Nyckelord :Biomechanics; cervical spine; electromyography; head-worn equipment; helicopter pilots; laboratory; male; mechanical load; neck load; night vision goggles; rotary wing pilots; statistics; transmissibility; whole body vibration.;

    Sammanfattning : Introduction: Helicopter pilots complain of pain originating from the neck region. The causes are still basically unknown, but the ergonomic situation when flying a helicopter, with unfavorable load caused by static neck and body positions, whole-body vibration and heavy head-worn equipment, has been suggested as a risk factor. LÄS MER

  7. 5. Stock data, trade durations, and limit order book information

    Författare :Ola Simonsen; Kurt Brännäs; Johan Knif; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Maximum likelihood; Estimation; ACD; News; Multivariate; Intraday; Market; Economics; Nationalekonomi;

    Sammanfattning : This thesis comprises four papers concerning trade durations and limit order book information. Paper [1], [2] and [4] study trader durations, e.g., the time between stock transactions in intra-day data. LÄS MER