Sökning: "Multiple Arbitrage"

Visar resultat 1 - 5 av 22 uppsatser innehållade orden Multiple Arbitrage.

  1. 1. Battery storage implementation in Sweden and sizing software development

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

    Författare :Santiago Moreano Rojas; [2023]
    Nyckelord :;

    Sammanfattning : Due to the rampant growth of the penetration of renewables into the electrical grids across the world, more challenges appear in the way to assure the optimal operation of the energy system. More particularly, in the case of Sweden, the nuclear power decommissioning tendency and the 100% renewable energy target by 2040, set two strong additional motivations for the rise of issues regarding variability, uncertainty, stability, balancing and quality in the grid. LÄS MER

  3. 2. Maximizing the Value of Large-Scale Solar PV Parks through Battery Storage and Ancillary Services : An analysis using multiple-integer linear programming optimization

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Byggteknik och byggd miljö

    Författare :Nora Ekström; [2023]
    Nyckelord :Solar PV park; BESS; ancillary service; linear programming optimization;

    Sammanfattning : Renewable power production is becoming a necessity to improve society and overcome the challenges of climate change. In Sweden, large-scale solar PV power is growing year-on-year and today comprises 1 percent of electricity production. LÄS MER

  4. 3. Buying for the Sake of Building? A Qualitative Study on Buy-and-Build Strategies in the Nordic Private Equity Market

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

    Författare :Melvin Olsson; Max Thorwalls; [2023]
    Nyckelord :Private Equity; Buy-and-Build; Value Creation; Multiple Arbitrage; M A;

    Sammanfattning : We examine how buy-and-build strategies are executed in the Nordic private equity market. Particularly, we analyze the role of buy-and-build in creating value, key elements contributing to a successful strategy, and how the quality of the implementation is reflected in exit considerations. LÄS MER

  5. 4. Makroekonomiska effekter på den svenska aktiemarknaden - En analys av makroekonomiska variablers påverkan på OMXS30 via Arbitrage Pricing Theory

    Kandidat-uppsats,

    Författare :Gunnar Engberg; Jonathan Magnusson; [2022-07-01]
    Nyckelord :Arbitrage Pricing Theory APT ; OMXS30; aktieavkastning; makroekonomiska variabler; makroekonomiska faktorer; multifaktormodell; Augmented Dickey-Fuller ADF ;

    Sammanfattning : The aim of the thesis is to examine the relationship between five macroeconomic variables and the index on the Stockholm Stock Exchange, OMXS30, which includes the 30 most traded companies. The macroeconomic variables include industrial production index, inflation, unemployment, the exchange rate and the two year government bond rate. LÄS MER

  7. 5. Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Simon Wahlberg; [2022]
    Nyckelord :RNN; LSTM; GRU; vector autoregression; implied volatility surface; stock loan; equity options; multivariate time-series analysis; financial mathematics.; Rekursiva neurala nätverk; LSTM; GRU; VAR; implicerade volatilitetsytor; aktielån; aktieoptioner; multidimensionell tidsserieanalys; finansiell matematik.;

    Sammanfattning : Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. LÄS MER