Sökning: "Macroeconomic Variables"

Visar resultat 16 - 20 av 298 uppsatser innehållade orden Macroeconomic Variables.

1. 16. Empirical Asset Pricing via Machine Learning - Evidence from the Chinese stock market

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

   Författare :Bao Liu; Chuyue Huan; [2023]
   Nyckelord :Machine learning; Asset pricing model; Chinese stock market;

   Sammanfattning : This thesis builds upon existing research on the application of machine learning in asset pricing in the US and European stock markets, by incorporating unique predictive indicators specific to the Chinese stock market, to explore whether machine learning can also be successfully applied in the Chinese stock market. Empirical results show that machine learning models outperform OLS significantly in predicting A-share returns, and this conclusion also applies to different portfolios we have constructed. LÄS MER

3. 17. Portfolio Risk Modelling in Venture Debt

   Master-uppsats, KTH/Matematisk statistik

   Författare :John Eriksson; Jacob Holmberg; [2023]
   Nyckelord :Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

   Sammanfattning : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. LÄS MER

4. 18. Determinants of Capital Structure : A study of Swedish companies

   Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Viktor Delblanc; Andréas Andersson; [2023]
   Nyckelord :Capital structure; Determinants; Leverage; Trade-off theory; Pecking order theory; Macroeconomic factors; Firm specific factors;

   Sammanfattning : The choice of a corporation’s capital structure is a complex process determined by several factors. The academia and the business industry have both been enamored with finding the determinants of capital structure, as there has been evidence that the profitability of firms is influenced by financing decisions. LÄS MER

5. 19. Oil and Dutch Disease : The case of Nigeria

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Författare :Josef Sindre; [2023]
   Nyckelord :Dutch Disease; Nigeria; Agricultural sector; Natural resources;

   Sammanfattning : This essay examines the impact of the phenomenon of Dutch Disease on the agriculture sector in Nigeria since the beginning of the 1980s. Dutch Disease is a misfortune that generally affects resource-rich countries due to exploiting and exporting their natural resources. LÄS MER

7. 20. Influential Factors in determining Electric Vehicle Charging Sales in kWh

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Isabelle Bergentoft; Eloïse Friberg; [2023]
   Nyckelord :Electric vehicle charging; Consumer behavior; Electric vehicle market; Multiple regression analysis; Macroeconomics; Volume of sales in kWh; Laddning av elfordon; Konsumentbeteende; Marknad för elfordon; Multipel regressionsanalys; Makroekonomi; Försäljningsvolym i kWh;

   Sammanfattning : This study investigates the underlying factors driving OKQ8’s electric vehicle charging sales in kWh and aims to understand their customers better by identifying the factors that impact sales in the electric vehicle charging market. The study focuses on transactions from 17 OKQ8 stations in Sweden and Denmark, from July 1st, 2022, to February 28th, 2023, categorized into five distinct subgroups based on similar attributes. LÄS MER