Sökning: "Yield forecasting"

Visar resultat 1 - 5 av 55 uppsatser innehållade orden Yield forecasting.

  1. 1. Credit Index Forecasting: Stability of an Autoregressive Model

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Melker Wallén; Erik Grimlund; [2023]
    Nyckelord :Credit spreads; Time Series; Credit Risk; Index Modeling; Forecasting; Kreditspreadar; Tidsserier; Kreditrisk; Indexmodellering; Prognoser;

    Sammanfattning : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. LÄS MER

  3. 2. A Mixed Time-Series & Machine Learning Approach for Price Forecasting in the Swedish Ancillary Market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Författare :Daniel Arredondo; [2023]
    Nyckelord :Hybrid model; Volatility model; Machine learning model; Price spike prediction; Energy trading; Time series forecasting; Ancillary service market; Business and Economics;

    Sammanfattning : This study aims to forecast the Swedish FCR-D Down A2 market prices through a hybrid model combining a volatility model and a machine learning approach, and compares its performance with a standalone machine learning model. We further examine the impact of different lag orders (1-Hr vs. 24-Hr) on volatility estimates and forecast performance. LÄS MER

  4. 3. Weather you like it or not : pre-season yield forecasting of malting barley with climate markers.

    Master-uppsats, SLU/Dept. of Crop Production Ecology

    Författare :Elsa Rozenbeek; [2023]
    Nyckelord :Yield forecasting; extreme weather; pre-season forecasting; climate markers; climate predictors; climate patterns; model calibration; DSSAT; crop model;

    Sammanfattning : Different means of yield forecasting have been investigated in many publications, although very few with a focus on pre-season forecasting. Climate change and the increasing risk of extreme weather events is a threat to food production, and early yield predictions could therefore be beneficial for farmer’s planning and management as a way towards more resilient food production. LÄS MER

  5. 4. The uncertainty in forecasting the Swedish bond market: : A yield curve modelling analysis

    Magister-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

    Författare :William Kroon; [2023]
    Nyckelord :;

    Sammanfattning : .... LÄS MER

  7. 5. 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