Sökning: "Financial stress index"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden Financial stress index.

1. 1. Exploring patterns in risk factors for bark beetle attack during outbreaks triggered by drought stress with harvester data on attacked trees: A case study in Southeastern Sweden

   Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

   Författare :Nikolaos Kouskoulis; [2023]
   Nyckelord :Geography; GIS; Geographic Information Science; Forest ecosystems; Bark beetle outbreak; Southeastern Sweden; Predisposing factors; Triggering factors; Drought stress; Earth and Environmental Sciences;

   Sammanfattning : ABSTRACT Raising temperatures and climate variability have intensified extreme weather events worldwide. These extremes can enhance and trigger possible pest outbreaks. Bark beetle attacks have become a major concern in regions with extensive spruce forest areas. Southeastern Sweden has faced repeated outbreaks resulting in widespread tree loss. LÄS MER

3. 2. Payment Method and Public Acquiror Returns: Evidence from the U.S. Market for Corporate Control

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

   Författare :Filip Toncev; [2023]
   Nyckelord :Mergers Acquisitions; Public Acquiror; Payment Method; Financial Stress; Abnormal Return;

   Sammanfattning : This thesis examines the relationship between method of payment, financial stress, and acquiror abnormal returns using a sample of 676 acquisitions by NYSE, NYSE American, and Nasdaq listed non-financial, non-utility firms. In normal market conditions the results are generally consistent with previous findings, with stock acquisitions of private targets generating the highest abnormal returns. LÄS MER

4. 3. Forecasting gold returns using principal component analysis from a large number of predictors

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Författare :Fredrik Allgén; [2023]
   Nyckelord :Forecasting; PCA; Gold; ARMA; Business and Economics;

   Sammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER

5. 4. Generating Extreme Value Distributions in Finance using Generative Adversarial Networks

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :William Nord-Nilsson; [2023]
   Nyckelord :Extreme Value Theory; Generative Adversarial Networks; Stress Testing; Machine Learning; Convolutional Neural Networks; evtGAN; Extreme Events; Extremvärdesteori; Generativa nätverk; Stresstestning; Maskininlärning; Djupt neuralt nätverk; evtGAN; Extrema händelser;

   Sammanfattning : This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. LÄS MER

7. 5. Forecasting gold returns using principal component analysis from a large number of predictors

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Fredrik Allgén; [2022]
   Nyckelord :Forecasting; Gold; Principal Component Analysis; ARMA; Business and Economics;

   Sammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER