Sökning: "Yield Volatility"

Visar resultat 6 - 10 av 69 uppsatser innehållade orden Yield Volatility.

  1. 6. Development of an investment model for pumped storage hydropower

    Magister-uppsats, Uppsala universitet/Elektricitetslära

    Författare :Pontus Gustavsson; Eric Swanmark; [2023]
    Nyckelord :pumped storage hydropower; investment models; energy storage; grid balancing;

    Sammanfattning : The energy market is evolving, with a prediction of heavily increased consumption and, consequently, increased production. In parallel, EU directives with targets prioritising fossil-free electricity production, reduction of greenhouse gas emissions and becoming climate neutral by 2050, poses a challenge for the current state of electricity production in the Nordics. LÄS MER

  3. 7. Öfvernormala företeelser och själsgåfvor : Maktdynamik inom den svenska spiritismen 1891–1922

    Master-uppsats, Södertörns högskola/Religionsvetenskap

    Författare :Niklas Barholm; [2023]
    Nyckelord :Spiritualism; fin-de-siècle; fictionalized witness-accounts; supernatural; power dynamics; gender; queer; heterotopia.; Spiritism; sekelskiftet; fiktionaliserade vittnesmål; övernaturlighet; maktdynamik; kön; queer; heterotopi;

    Sammanfattning : The purpose of this study is to explore different power dynamics in the spiritualist movement of fin-de-siècle Sweden. The source material for this exploration is the spiritualist magazine of Efteråt, which was the main spiritualist magazine in Sweden at the time, in print between 1891–1922. LÄS MER

  4. 8. Exploring the Factors Contributing to Bond Yield Spreads : A Garch Approach

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

    Författare :Joakim Mårs; Tobias Stark; [2023]
    Nyckelord :;

    Sammanfattning : The goal of this study is to explore which factors contribute to bond yield spreads. To achieve this goal, this study utilizes a variety of GARCH models to find the best-fitting models to describe our data samples of callable, and non-callable bonds. LÄS MER

  5. 9. Modelling Risk in Real-Life Multi-Asset Portfolios

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Karin Hahn; Axel Backlund; [2023]
    Nyckelord :Risk modelling; multi-asset portfolios; risk factor models; time series analysis; regression; Riskmodellering; finansiella portföljer; riskfaktormodeller; tidsserieanalys; regression;

    Sammanfattning : We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. LÄS MER

  7. 10. Yield Curve Dynamics - Exploring Fundamental Factor Sensitivities

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

    Författare :Elvira Eriksson; Meike Wiesenfeller; [2023]
    Nyckelord :factor investing; global bonds; yield curve spread; macroeconomic fundamentals;

    Sammanfattning : Factor investing has gained popularity in recent decades, but while ample research has been conducted in asset classes such as equities and currencies, comparatively less attention has been devoted to the potential of investing in government bonds. This study explores fundamental factor sensitivities on the yield curve spread prior to and after 2018 making the last five years, that are coined by increased volatility in expected returns for government bonds, volatile growth developments, and heightened inflation, a true out-of-sample period to previous research. LÄS MER