Sökning: "DCC"

Visar resultat 1 - 5 av 65 uppsatser innehållade ordet DCC.

1. 1. Dielectric properties of ion-exchanged electrotechnical insulation papers : A study on the properties of novel papers

   Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Dan Selsmark; [2023]
   Nyckelord :Paper insulation; Frequency Domain Spectroscopy; Dielectric response; Karl Fischer titration; Dielectrics; Pappersisolering; Frekvensdomänsspektroskopi; Dielektrisk respons; Karl Fischer titrering; Dielektrika;

   Sammanfattning : Electrical insulation papers are a widely used group of papers in insulation applications and has been used for more than 100 years. Common applications include use as the dielectric medium in capacitors and insulation material in cables, bushings and transformers. LÄS MER

3. 2. Cryptocurrency Spillover Effect on Non-Fungible Token Pricing

   Kandidat-uppsats,

   Författare :Josefine Matshede; Niklas Leschiner; [2022-08-18]
   Nyckelord :NFT; Cryptocurrency; Bitcoin; Ether; Spillover Index; Wavelet; GARCH;

   Sammanfattning : The thesis is designated to understand if the pricing of Non-Fungible Tokens (NFTs) is affected by the volatility present in the cryptocurrency market. NFTs are digital assets such as art, music, videos, and virtual property, that are encoded with blockchain-traded rights and have in the recent one a half year seen a large increase in prices and popularity amongst investors. LÄS MER

4. 3. Portfolio Diversification with Commodities : From a Swedish Perspective

   Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Författare :Simon Derenkow; Max Walméus; [2022]
   Nyckelord :Commodities; DCC-GARCH; OMXSPI; Inflation; Correlation; Diversification; Modern Portfolio Theory;

   Sammanfattning : This paper investigates the diversification characteristics of commodities in relation to the Swedish equity index OMXSPI. Much of the previous literature concludes that gold and oil possess diversification or hedging properties against the US equity markets. LÄS MER

5. 4. An investigation of Sustainable Assets, Equitiesand the Bond market during the Globalpandemic, COVID-19

   Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Författare :Vincent Rahm; Frej de la Rosa; [2022]
   Nyckelord :Conventional bonds; COVID-19; DCC-GARCH; ESG; Green bond; S P500; Portfolio optimization; volatility; MSCI; Sustainable investments; US 10yr; Treasuries; Equities;

   Sammanfattning : ESG investing has been a hot topic during several years and there have been numerousstudies examining the relationship between sustainable assets and non-sustainable assetsincluding green bonds, social bonds, environmental bonds, ESG-bonds and ESG indices;conventional bonds, S&P 500, common stocks and non-ESG indices. During negative marketshocks several ESG stocks and indices have been shown to outperform common stocks andindices. LÄS MER

7. 5. Investing in Bitcoin and Ethereum during stock market turmoil - a Swedish Perspective. : A study on the hedging, safe-haven, and diversification characteristics of Bitcoin, Ethereum and Gold against the OMX30 during the COVID-19 crisis and Russian invasion of Ukraine.

   Magister-uppsats, Jönköping University/IHH, Företagsekonomi

   Författare :Erik Larsson; Lukas Johansson; [2022]
   Nyckelord :DCC-GARCH; Bitcoin; Ethereum; Gold; Safe-Haven; Hedging; Diversification; COVID-19; Russia; Ukraine;

   Sammanfattning : The world has faced tumultuous times in recent years with the COVID-19 pandemic as well as the Russian invasion of Ukraine causing the stock market to be unusually volatile. During such times investors tend to flee to alternative investment opportunities that are uncorrelated or negatively correlated with the stock market, called safe-haven assets. LÄS MER