Sökning: "State dependent pricing"

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden State dependent pricing.

  1. 1. Cooperation and paradoxes in climate economics

    Författare :Xiao-Bing Zhang; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; carbon taxation; innovation; uncertainty; dynamic game; imperfect compliance; state-dependent targeted enforcement; technology adoption; emission standards; climate change; cooperation;

    Sammanfattning : Paper I: Strategic Carbon Taxation and Energy Pricing: The Role of Innovation. This paper uses a dynamic game to investigate the strategic interactions between carbon taxation by a coalition of resource consumers and (wellhead) energy pricing by a producers’ cartel under the possibility of innovation in a cheap carbon-free technology. LÄS MER

  3. 2. Essays on Financial Markets and the Macroeconomy

    Författare :Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

    Sammanfattning : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. LÄS MER

  4. 3. Essays on exchange rates and prices

    Författare :Fredrik Wilander; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of five separate papers, broadly within the field of International Finance. The first paper, An Empirical Analysis of the Currency Denomination in International Trade, investigates the choice of currency in international trade transactions by Swedish exporting firms. LÄS MER

  5. 4. Essays on Financial Models

    Författare :Henrik Amilon; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

    Sammanfattning : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. LÄS MER

  7. 5. Essays in mathematical finance : modeling the futures price

    Författare :Magnus Blix; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of four papers dealing with the futures price process. In the first paper, we propose a two-factor futures volatility model designed for the US natural gas market, but applicable to any futures market where volatility decreases with maturity and varies with the seasons. LÄS MER