Sökning: "Commodity prices"

Visar resultat 1 - 5 av 81 uppsatser innehållade orden Commodity prices.

  1. 1. Commodities and stock markets in Sub-Saharan Africa

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Ylva Forsberg; [2020]
    Nyckelord :Commodities; Forecasting; Development; Africa; Stock markets;

    Sammanfattning : This thesis studies stock returns and commodity returns in a set of commodity-dependent Sub-Saharan African countries, differentiating between returns of main-export commodities and a general commodity index and allowing for time-variation. This is done by using forecasting regressions of stock returns over lagged commodity returns and two macroeconomic variables. LÄS MER

  2. 2. Säkringsredovisning : En komparativ studie av IFRS 9 & K3

    Magister-uppsats, Högskolan i Borås/Akademin för textil, teknik och ekonomi; Högskolan i Borås/Akademin för textil, teknik och ekonomi

    Författare :Michelle Edgren; Amanda Elofsson; [2020]
    Nyckelord :Hedge accounting; IFRS 9; K3; IAS 39; IFRS for SME; stakeholder model; Säkringsredovisning; IFRS 9; K3; IAS 39; IFRS for SME; intressentmodellen;

    Sammanfattning : Dagens företag är exponerade för många olika typer av risker, några av dessa är valuta, ränta och råvarupriser. För att skydda sig mot sådana risker kan företag som tillämpar regelverken IFRS alternativt K3 välja att använda sig av säkringsinstrument vilket exempelvis kan vara en valutatermin. LÄS MER

  3. 3. Natural gas storage level forecasting using temperature data

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Daniel Sundin; [2020]
    Nyckelord :Natural gas storage forecasting; Natural gas storage; Natural gas; Storage forecasting; Forecasting; Futures; Futures forecasting; Natural gas futures forecasting; Least squares regression; Regression; Machine learning; Exponential Weighted Moving Average; Moving Average; EWMA; MA; Seasonality; Commodity futures; Optimisation; Inverse problems; Consumption forecasting; Production Forecasting; Residential; Commercial; Industrial; Electric power; NOAA; EIA; Pipelines; Polynomial; Weather stations;

    Sammanfattning : Even though the theory of storage is historically a popular view to explain commodity futures prices, many authors focus on the oil price link. Past studies have shown an increased futures price volatility on Mondays and days when natural gas storage levels are released, which could both implicate that storage levels and temperature data are incorporated in the prices. LÄS MER

  4. 4. Mahan in a New Millennium

    Master-uppsats, Försvarshögskolan

    Författare :Peter Thomsson; [2020]
    Nyckelord :Seapower; naval strategy; maritime strategy; Mahan; event study;

    Sammanfattning : In 1890, the American naval officer and scholar Alfred Thayer Mahan formulated as a theory that seapower brings prosperity. This thesis in War Science tests whether Mahan’s theory remains valid in the modern day. A multi-disciplinary approach is taken, wherein a financial event study method is employed for hypothesis testing. LÄS MER

  5. 5. Forecasting the Regulating Price in the Finnish Energy Market using the Multi-Horizon Quantile Recurrent Neural Network

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Thomas Hamfelt; [2020]
    Nyckelord :Energy; Finland; Regulating market; Balancing market; Deep learning; Quantile regression; Time series analysis.; Mathematics and Statistics;

    Sammanfattning : In recent years there has been a large increase in available data from the electric grid in Finland. The availability of both operational as well as financial data enables exploration of forecasting energy prices using deep learning techniques. LÄS MER