Sökning: "volatility"

Visar resultat 21 - 25 av 253 avhandlingar innehållade ordet volatility.

  1. 21. Essays on Energy and Climate Policy – Green Certificates, Emissions Trading and Electricity Prices

    Författare :Anna Widerberg; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Attitudes; Carbon Dioxide; Carbon Intensity; Climate Change; Electricity; Electricity Prices; Emissions Trading; Emission Allowances; Environment; Fairness; GARCH models; Lyapunov Exponents; Market Structure; Personal Carbon Allowances; Public Opinion; Reconstructed Dynamics; Stability; Tradable Energy Quotas; Tradable Green Certificates; Volatility;

    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

  3. 22. Secondary Organic Aerosols: Composition, Gas-to-Particle Partitioning and Physical Properties

    Författare :Anna Lutz; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; gas to particle conversion; volatility; secondary organic aerosols; FIGAERO; CIMS; monoterpenes; isoprene; SOA; BVOC;

    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

  4. 23. Essays on Time Series Analysis : With Applications to Financial Econometrics

    Författare :Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; Statistics; Statistik;

    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

  5. 24. Fine and Ultrafine Particles from Combustion Sources - Investigations with In-situ Techniques

    Författare :Joakim Pagels; Ergonomi och aerosolteknologi; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; pollution control; Environmental technology; Teknik; Technological sciences; Indoor Air; In-Situ Measurement; Biomass Combustion; Morphology; Hygroscopic Growth; Volatility; TDMA; APS; ELPI; Respiratory Deposition; Fine Particles; Miljöteknik; kontroll av utsläpp; Ultrafine Particles;

    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

  7. 25. Contact Allergy to Acrylates

    Författare :Anthony Goon; Yrkes- och miljödermatologi; []
    Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; volatility; stability; screening; allergic contact dermatitis; Acrylates; baseline series; contact allergy; dental; gel permeation chromatography; high performance liquid chromatography; industrial; patch testing; methacrylates;

    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