Sökning: "Johannes Marmdal"

Hittade 2 uppsatser innehållade orden Johannes Marmdal.

1. 1. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Johannes Marmdal; Adam Törnqvist; [2023-06-29]
   Nyckelord :Forecast; Volatility; Ether; GARCH; EWMA; SMA;

   Sammanfattning : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. LÄS MER

3. 2. EKC-SAMBANDET OCH DESS POTENTIELLA VÄNDPUNKT : För Nigeria, Niger, Papua Nya Guinea och Rwanda

   Kandidat-uppsats, Umeå universitet/Nationalekonomi

   Författare :Johannes Marmdal; Gabrielle Söderberg; [2021]
   Nyckelord :;

   Sammanfattning : The EKC-hypothesis presents an empirical relationship between environmental degradation and the stage of economic development illustrated as an inverted U-shape. The purpose of this study is to examine whether the EKC-hypothesis in four developing countries, Nigeria, Niger, Papua New Guinea and Rwanda, can be verified and if that is the case; is the turning point somewhat similar between the countries included in the report? A time series analysis between carbon dioxides per capita and GDP per capita is conducted with rigorous testing of data validity with the result of an existing EKC-curve in Nigeria and Niger, while Niger is also showing signs of the N-shaped EKC-curve. LÄS MER