Sökning: "Volatility"
Visar resultat 21 - 25 av 253 avhandlingar innehållade ordet Volatility.
21. Essays on Energy and Climate Policy – Green Certificates, Emissions Trading and Electricity Prices
Sammanfattning : Paper I: An Electricity Trading System with Tradable Green Certificates and CO₂-emission Allowances Combinations of various policy instruments to deal with the threat of climate change are used throughout the world. The aim of this article is to investigate an electricity market with two different policy instruments, Tradable Green Certificates (TGCs) and CO₂ emission allowances (an Emission Trading System, ETS). LÄS MER
22. Secondary Organic Aerosols: Composition, Gas-to-Particle Partitioning and Physical Properties
Sammanfattning : Atmospheric aerosols influence our climate and air quality. Aerosol particles in the atmosphere are transformed through many different physical and chemical reactions. A substantial fraction of the particles in the atmosphere are of secondary origin, formed as a result of gas to particle conversion. LÄS MER
23. Essays on Time Series Analysis : With Applications to Financial Econometrics
Sammanfattning : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). LÄS MER
24. Fine and Ultrafine Particles from Combustion Sources - Investigations with In-situ Techniques
Sammanfattning : Fine airborne particles are associated with adverse health effects in the human population. The aim of this research was to develop and evaluate methods for in-situ characterisation of fine and ultrafine particles and to determine their deposition in the human airways. LÄS MER
25. Contact Allergy to Acrylates
Sammanfattning : Acrylate contact allergy has been frequently reported since the 1970s, with hundreds of articles published in dermatology journals so far. The purpose of this thesis was to investigate the frequency of contact allergy to acrylates / methacrylates in patients with exposure to industrial, dental and nail uses of these substances. LÄS MER