Sökning: "yield variability"

Visar resultat 6 - 10 av 61 avhandlingar innehållade orden yield variability.

  1. 6. Essays on the Financial Aspects of Power Prices at the Nord Pool Power Exchange

    Författare :Daniel Deng; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nord Pool; market efficiency; cointegration; EGARCH; convenience yield; call option;

    Sammanfattning : Essay I examines the market efficiency issues at the Nord Pool power exchange in the September 1995 - July 2002 period. A unique characteristic of this electricity exchange is the high hydropower proportion in the traded electricity; water in the hydro reservoir acting as a hydropower inventory therefore plays an important role in the pricing of electricity. LÄS MER

  2. 7. Three Essays on Electricity Spot and Financial Derivative Prices at the Nordic Power Exchange

    Författare :Daniel Deng; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nord Pool; market efficiency; cointegration; rational expectation competitive storage model; BDS test; Hsiehâ??s third order moment test; nonlinear causality; EGARCH; convenience yield; call option;

    Sammanfattning : Essay I examines the market efficiency issues at the Nord Pool power exchange in the September 1995 - July 2002 period. A unique characteristic of this electricity exchange is the high hydropower proportion in the traded electricity; water in the hydro reservoir acting as hydropower inventory therefore plays an important role in the pricing of electricity. LÄS MER

  3. 8. Prior Knowledge and Recognition Memory : a Computational Modeling Approach

    Författare :Johan Hellman; Institutionen för psykologi; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Recognition memory; Episodic memory; Pre-experimental familiarity; Event-Related Potentials; Item variability; Receiver-Operating Characteristics; Computational Models;

    Sammanfattning : For more than a century, an immense interest has been devoted to the study of recognition memory, where a multitude of memory phenomena has been explained. Recognition memory is usually described with parsimonious measurement and statistical models, stemming from dual process theory and signal detection theory. LÄS MER

  4. 9. Addressing water scarcity in the Bolivian Altiplano for sustainable water management

    Författare :Claudia Canedo Rosso; Avdelningen för Teknisk vattenresurslära; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Hydrology; Climatology; climate modes; Drought; Water balance; ENSO; Soil moisture; crop yield; Remote sensing; Bolivian highlands; arid and semiarid regions; Climate anomaly;

    Sammanfattning : Water scarcity is a consequence of complex interactions between water access and water use. In fact, the time period over which precipitation deficit accumulates is a determing factor for the occurrence of drought. Drought induces crop production losses and far-reaching societal effects. In the South American Altiplano, drought is a major hazard. LÄS MER

  5. 10. Physical modelling of acoustic shallow-water communication channels

    Författare :Elin Svensson; Ilkka Karasalo; Finn Jensen; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; underwater acoustics; hydroacoustics; time variability; ray tracing; Gaussian beam summation; sound propagation models; shallow water; waveguides; caustics; underwater communication; undervattensakustik; hydroakustik; tidsvariabilitet; strålgång; gaussisk strålsummation; ljudutbredningsmodeller; grunt vatten; vågledare; kaustikor; undervattenskommunikation; Acoustics; Akustik;

    Sammanfattning : Akustiska kanaler för undervattenskommunikation är flervägskanaler där ljudet reflekteras från havets yta och botten och bryts vid ljudhastighetsförändringar. I grunt vatten är impulssvaret långt jämfört med symbolernas tidslängd i ett utskickat meddelande. LÄS MER