Sökning: "Hedging premium"

Visar resultat 1 - 5 av 16 uppsatser innehållade orden Hedging premium.

1. 1. Analysing the effects of 24/7 Carbon-free Energy procurement strategies on the electricity system : Case Study of commercial and industrial sector in the Netherlands

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

   Författare :NINA JABŁOŃSKA; [2023]
   Nyckelord :24 7 Carbon-free Energy; carbon accounting; corporate electricity procurement; Energy Attribute Certificates; hourly matching; the Netherlands.; 24 7 kolfri energi; koldioxidredovisning; företagens elupphandling; energiattributcertifikat; timmatchning; Nederländerna.;

   Sammanfattning : Considering the growing importance of the electricity sector in the worldwide decarbonisation efforts, as well as large volumes of energy consumed by the commercial and industrial (C&I) sector, corporate power procurement is found to be a significant contributor to building a net zero economy. Within this topic, hourly matching of carbon-free electricity supply with demand, or 24/7 Carbon-free Energy (24/7 CFE), is identified as a next-generation power procurement framework, with growing interest from a wide range of stakeholders in the energy sector and benefits backed by robust research evidence. LÄS MER

3. 2. In the Core of the Storm: Revisiting Inflation Hedging Properties Within and Across Asset Classes

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

   Författare :Jakub Kacperczyk; Moritz Kornherr; [2023]
   Nyckelord :Inflation hedging; Inflation risk premium; Inflation forecasting; Bond-Stock Correlation;

   Sammanfattning : The recent surge in inflation has reignited discussions on hedging inflation risks, forming the focal point of this study. In our paper we consider conventional asset classes from 1968 to 2023 as well as alternative assets from 2020 to 2023 and find that no asset class provides a statistically significant hedge against core inflation shocks, while commodities and currencies can hedge headline and energy inflation risk. LÄS MER

4. 3. Inflation risk revisited : The hedging properties of major asset classes

   Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

   Författare :Andreas Berdén; Hilding Larsson; [2023]
   Nyckelord :Inflation; unexpected inflation; inflation hedge; inflation-linked bonds; TIPS; treasury bills; stocks; bonds; real estate; gold; Inflation; oväntad inflation; inflationsskydd; inflationskopplade obligationer; statsskuldväxlar; aktier; obligationer; fastigheter; guld;

   Sammanfattning : This paper is in large parts an update to a paper by Bekaert and Wang from 2010 called Inflation risk and the inflation risk premium. Its purpose is to find insights into the inflation hedging properties of the major asset classes. LÄS MER

5. 4. Powering up profits - Integrating Power Purchase Agreements and Battery Systems for Nordic Power Futures

   Master-uppsats, Lunds universitet/Institutionen för energivetenskaper

   Författare :William Thorwaldson; Ellen Jinglöv; [2023]
   Nyckelord :Power Purchase Agreements; Financial Power Trading; Battery Energy Storage Systems; Power Futures; Technology and Engineering;

   Sammanfattning : This master’s thesis aims to assess the profitability and the factors impacting the profitability of entering a short position in financial derivative contracts on the Nordic power market while procuring electricity through a pay-as-produced power purchase contract and on the day-ahead (DA) market, simultaneously the strategy utilizes a battery storage system to mitigate the effects of price spikes. The research adopted a mixed-method approach by combining quantitative analysis with qualitative findings. LÄS MER

7. 5. The Hedging Premium

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Jakob Mathiasson; Philip Hausenkamph; [2022]
   Nyckelord :Risk Management; Hedging; Firm Value; Insider Ownership; Foreign Ownership; Business and Economics;

   Sammanfattning : Seminar Date: 2022-06-01 Course: BUSN79, Degree Project in Accounting and Finance Authors: Jakob Mathiasson & Philip Hausenkamph Examiner: Reda Moursli Key Words: Risk Management, Hedging, Firm Value, Insider Ownership, Foreign Ownership Purpose: The purpose of this paper is to investigate the impact of hedging derivatives on firm valuation in present time, as well as the partial effect of different corporate ownership structures affecting the relationship between hedging and firm value. Methodology: The econometrical approach is based on a random effects model, however also complimented by a fixed effects model. LÄS MER