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Visar resultat 1 - 5 av 29 avhandlingar som matchar ovanstående sökkriterier.

1. 1. New Insights on Computerized Trading : Implications of Frequently Revised Trading Decisions

   Författare :Petter Dahlström; Björn Hagströmer; Lars Nordén; Andriy Shkilko; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business Administration; företagsekonomi;

   Sammanfattning : Computerized trading may be viewed as an aspect of modernization of financial markets. This dissertation contains four articles that in different ways examine to what extent the modernization influences the economics of the markets. LÄS MER

3. 2. Design of Electricity Markets for Efficient Balancing of Wind Power Generation

   Författare :Richard Scharff; Mikael Amelin; Lennart Söder; Hannes Weight; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; wind power variations; forecast errors; market design; adjustment markets; trading decisions; continuous intraday trading; variable renewable energy; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Deploying wind power to a larger extent is one solution to reduce negative environmental impacts of electric power supply. However, various challenges are connected with increasing wind power penetration levels. LÄS MER

4. 3. 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

5. 4. Optimal timing decisions in financial markets

   Författare :Martin Vannestål; Erik Ekström; Luis H. R. Alvarez E.; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; optimal stopping; American options; optimal stopping games; incomplete information; Mathematics; Matematik;

   Sammanfattning : This thesis consists of an introduction and five articles. A common theme in all the articles is optimal timing when acting on a financial market. The main topics are optimal selling of an asset, optimal exercising of an American option, optimal stopping games and optimal strategies in trend following trading. LÄS MER

7. 5. "Har du varit ute och shoppat, Jacob?" : En studie av Finansinspektionens utredning av insiderbrott under 1990-talet

   Författare :Erik Wesser; Sociologi; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; securities market; Insider trading; market abuse; financial crime; penal investigation; financial supervision; white collar crime; case-processing; organization theory; new institutionalism; regulation; governance; Sociology; Financial science; Fiscal law; Finansiering; Sociologi; Skatterätt;

   Sammanfattning : In this dissertation the Swedish Financial Supervisory Authority's (FSA) investigation of suspected insider trading offences is examined and analysed. The aim of the study is to describe FSA's investigative activity in insider cases during the 1990?s, a period of both increased activity on the Swedish stock market as well as changed regulation. LÄS MER