Sökning: "nationalekonomi time series risk"

Visar resultat 21 - 25 av 40 avhandlingar innehållade orden nationalekonomi time series risk.

1. 21. Markets and marketplaces : Essays on access and transformation in remote rural economies

   Författare :Tillmann von Carnap; Anna Tompsett; Jakob Svensson; Sam Asher; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; development economics; economic geography; remote sensing; transport infrastructure; climate change adaptation; Economics; nationalekonomi;

   Sammanfattning : Market access and agricultural intensification: Remotely-sensed evidence from Mozambican river crossingsMany believe that high transport costs are a significant constraint to agricultural intensification in rural Africa. Empirical evidence is limited, however, because areas with high agricultural potential may see more infrastructure improvements and data is rarely available at the necessary granularity. LÄS MER

3. 22. Essays on Economic Growth, Inflation and Inequality

   Författare :Markus Kondziella; Timo Boppart; Per Krusell; Joshua Weiss; Carolina Villegas-Sanchez; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economic Growth; Inflation; Inequality; Economics; nationalekonomi;

   Sammanfattning : Recent changes in firm dynamics and the nature of economic growthIn line with the US economy, market concentration and dispersion of revenue productivity within industries increased in Sweden from 1997-2017. I document a novel finding in administrative data that provides important insights about the trends: firm size and revenue productivity growth accelerated starting in the 1990s. LÄS MER

4. 23. 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

5. 24. Financial Applications of Markov Chain Monte Carlo Methods

   Författare :Andreas Graflund; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finansiering; Financial science; ekonomiska system; ekonomisk politik; ekonomisk teori; Nationalekonomi; economic policy; economic systems; economic theory; Economics; econometrics; Mean Reversion; Diversification; Real Estate Stocks; Markov Chain Monte Carlo Methods; Stock Markets; ekonometri;

   Sammanfattning : This thesis consists of four empirical studies on financial economics. The first chapter contains a short summary of the thesis. LÄS MER

7. 25. Essays on the economics of education and health

   Författare :Iman Dadgar; Karin Edmark; Matthew Lindquist; Andreea Mitrut; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; education; ordinal rank; decentralization; timetable; accident mortality; heart-disease mortality; unemployment; GDP; Economics; nationalekonomi;

   Sammanfattning : Study I: This paper investigates the effect of the academic ordinal rank position of Swedish grade 9 students relative to their school peers on future educational achievement and adult earnings. The results show evidence of a positive impact of being more highly ranked in the class, and the effects are concentrated to the top and the bottom of the ordinal rank distribution. LÄS MER