Sökning: "Trading strategy"

Visar resultat 1 - 5 av 32 avhandlingar innehållade orden Trading strategy.

  1. 1. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market

    Författare :Priyanka Shinde; Mikael Amelin; Lennart Söder; Nikolaos Paterakis; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Continuous intraday electricity market; Virtual power plant; Trading strategy; Stochastic dual dynamic program; Agent-based modeling; Adaptive learning; Renewable energy sources; Cross-border intraday trading; Flow-based market coupling; Balancing market; Imbalance settlement cost; Randomized progressive hedging; Multistage stochastic programming; Energy storage; Intraday prices; Intraday price analysis; Time series analysis; Kontinuerliga intradagmarknaden; Virtuellt kraftverk; Handelsstrategi; Stokastisk dual dynamisk programmering; Agentbaserad modellering; Adaptivt l¨arande; F¨ornybara energik¨allor; Gr¨ans¨overskridande intradaghandel; Fl¨odesbaserad marknadskoppling; Balansmarknaden; Balansavr¨akningskostnader; Randomiserad progressive hedging; Stokastisk multiskedesprogrammering; Energilagring; Intradagpriser; Intradagprisanalys; Tidsserieanalys; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. LÄS MER

  3. 2. Logistics-based Competition : A Business Model Approach

    Författare :Tobias Kihlén; Mats Abrahamsson; Daniel Kindström; Andreas Norrman; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; logistics-based competition; business model; logistics strategy; strategy; logistics; Business and economics; Ekonomi;

    Sammanfattning : Logistics is increasingly becoming recognised as a source of competitive advantage, both in practice and in academia. The possible strategic impact of logistics makes it important to gain deeper insight into the role of logistics in the strategy of the firm. LÄS MER

  4. 3. Corporate strategies to mitigate climate change- two essays on practices in Swedish energy-intensive companies

    Författare :Gabriela Schaad; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; EU ETS; emissions trading; allowance management; municipal energy company; strategy; enviromental sustainability;

    Sammanfattning : .... LÄS MER

  5. 4. On the returns of trend-following trading strategies

    Författare :Christian Lundström; Tomas Sjögren; Jussi Nikkinen; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bootstrap; Commodity Trading Advisor funds; Contraction-Expansion principle; Crude oil futures; Futures trading; Opening Range Breakout strategies; S P 500 futures; Technical analysis; Time series momentum; Time-varying market inefficiency; nationalekonomi; Economics;

    Sammanfattning : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. LÄS MER

  7. 5. Essays on Investor Behavior and Trading Strategies in International Financial Markets

    Författare :Anton Hasselgren; Jarkko Peltomäki; Ai Jun Hou; Charlotte Christiansen; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; foreign exchange; speculators; hedge funds; investor behavior; trading strategies; information; market efficiency; företagsekonomi; Business Administration;

    Sammanfattning : This dissertation contains four articles that in different ways inform on investor behavior in international financial markets, their impact on the underlying market, and the trading strategies that they pursue.Article I studies how hedge funds herd in currency future contracts and how it is affecting the underlying market. LÄS MER