Sökning: "David Fang"

Hittade 3 uppsatser innehållade orden David Fang.

  1. 1. Finding the Digital Shortcut: A study on digital acquisitions as a means of acquiring digital capabilities for non-digital businesses

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :David Ruichen Zhou; Nils Engman; [2023]
    Nyckelord :Digital M A; digital patents; digital transformation; digital capabilities; two-way fixed effects regression; Business and Economics;

    Sammanfattning : The purpose of the study was to provide a foundation to understand the potential implications of performing digital acquisitions and its effects on digital capabilities for traditionally non-digital businesses. A two-way, time and entity, fixed regression model was adopted to investigate this relationship in the electric utility industry, between the years 2010-2021. LÄS MER

  3. 2. Evaluating VaR and ES for commodities - both conventionally and with neural networks

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :David Fang; Måns Eile; [2020]
    Nyckelord :Value-at-Risk; Expected Shortfall; Commodities; GARCH 1; 1 ; ANN; LSTM; Volatility forecasting; VWHS; Business and Economics;

    Sammanfattning : As commodities are becoming more popular and accessible assets for speculative and hedging purposes, the limited research regarding risk management for said asset-class justifies further contribution to the deficient output. Many previous studies have highlighted the extraordinary high volatility, with non-linear and clustering characteristics associated with commodities. LÄS MER

  4. 3. Investigating the efficient markethypothesis using Fourier analysis

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :David Fang; [2019]
    Nyckelord :Efficient Markets; Calendar effects; Seasonalities; Fourier analysis; Spectral analysis; Business and Economics;

    Sammanfattning : This study examines if the Swedish stock market adheres to the weak form efficient market hypothesis using Fourier analysis on past stock prices to identify possible cyclic returns. Fourier analysis is well suited for finding seasonalities which would violate the weak-form efficiency. LÄS MER