Sökning: "Estimation period"

Visar resultat 1 - 5 av 366 uppsatser innehållade orden Estimation period.

  1. 1. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Khaled Jrideh; [2023-05-26]
    Nyckelord :;

    Sammanfattning : The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, and SEB over the Covid-19 period. The performance is evaluated using Kupiec, Christoffersen tests and the Quadratic Loss. LÄS MER

  3. 2. Failure Probability and Lifetime Estimation for Industrial Robots : A Logistic Regression and Lifetime Analysis Approach

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Erik Fahlbeck Carlsson; Martin Herbert; [2023]
    Nyckelord :Lifetime Analysis; Logistic regression; Prediction; Lifetime estimation; Industrial robots; Livslängdsanalys; Logistisk regression; Prediktion; Livslängdsestimering; Industriella robotar;

    Sammanfattning : The ability to handle and process data for information extraction is getting more and more important. Using extracted data from the business to improve productivity is seen as an important part in developing the business processes. In this thesis, industrial robots and their survival times are analyzed. LÄS MER

  4. 3. Hydrogen Pipeline Infrastructure Design for Germany in 2045

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Flora Marianne von Mikulicz-Radecki; [2023]
    Nyckelord :Hydrogen Transport Infrastructure; Pipeline Networks; Retrofitting; Infrastructure Planning; Peak Hour Hydrogen Demand; Utilization Rate; Costs of Avoided Emissions; Carbon Neutrality; Infrastruktur för vätgastransport; rörledningsnät; eftermontering; infrastrukturplanering; efterfrågan på vätgas under m;

    Sammanfattning : Germany’s commitment to carbon neutrality by 2045 underscores the need for climate action, with hydrogen’s multiple uses in industry, transport, and energy offering a viable solution. Efficient retrofitting of the extensive natural gas pipeline network can enable hydrogen to be transported from supply to demand centers. LÄS MER

  5. 4. Analyzing the Short-Run Phillips Curve: The Case of Sweden 1997-2022 : Capturing the effect of the COVID-19 Pandemic and the Ukraine Conflict on the Trade-off between Inflation and Unemployment

    Kandidat-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Nicklas Hedlund; Sabanovic Imla; [2023]
    Nyckelord :Inflation; Unemployment; Short-Run Phillips Curve;

    Sammanfattning : This paper seeks to investigate whether a short-run Phillips curve exists between 1997-2022, and if there are evident changes in the trade-off since 2020, which could be due to the COVID-19 pandemic and the war in Ukraine. As the macroeconomic environment has changed drastically in the last couple of years, both as a result of the economic consequences of the COVID-19 pandemic and the invasion of Ukraine, the relationship evolvement of the Phillips curve since the start of 2020 is of particular interest to investigate. LÄS MER

  7. 5. The Cost of Fence-Sitting: A counterfactual analysis of Ukraine’s non-integration with the EU

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Eric Hansen; [2023]
    Nyckelord :Exports; European integration; Ukraine; Synthetic Control Method; Difference-in-differences; Business and Economics;

    Sammanfattning : This paper provides an estimate of the export flows that would have emerged from Ukraine to the European Union (EU) had Ukraine integrated with the EU. Using the 2004 enlargement of the EU as a quasi-natural experiment, this paper employs the Synthetic Control Method (SCM) to estimate the counterfactual Ukrainian export flows to the EU. LÄS MER