Sökning: "commodity valuation"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden commodity valuation.

  1. 1. Driving Factors Behind the Price of a Decentralised Cryptocurrency - An Internal Look at Network Factors In uencing the Price of Bitcoin

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Anders Wikström; [2021-07-01]
    Nyckelord :Bitcoin; Commodity Theory; Law of Diminishing Marginal Utility; Metcalfe s Law.;

    Sammanfattning : This paper researches internal in uences on the price of Bitcoin. By looking at Satoshi Nakamoto's original whitepaper, as well as employing economic theories such as the Law of Diminishing Marginal Utility, Commodity Theory, and network valuation theory Met- calfe's Law, variables are chosen and run through a multiple regression analysis to de- termine the variables in uence on the price of Bitcoin. LÄS MER

  2. 2. Advanced methods for pricing financial derivatives in a market modelwith two stochastic volatilities

    Magister-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Victor Folajin; [2021]
    Nyckelord :Financial derivative; market model; cubature method; stochastic Taylor expansion; Stratonovich integral;

    Sammanfattning : This thesis is on an advanced method for pricing financial derivatives in a market model,which comprises two stochastic volatilities. Financial derivatives are instruments whosethat is related to any financial asset. Underlying assets in derivatives are mostly financialinstruments; such as security, currency or a commodity. LÄS MER

  3. 3. Predicting Bitcoin price fluctuation with Twitter sentiment analysis

    Kandidat-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC)

    Författare :Evita Stenqvist; Jacob Lönnö; [2017]
    Nyckelord :bitcoin; sentiment analysis; twitter data mining; prediction; cryptocurrency;

    Sammanfattning : Programmatically deriving sentiment has been the topic of many a thesis: it’s application in analyzing 140 character sentences, to that of 400-word Hemingway sentences; the methods ranging from naive rule based checks, to deeply layered neural networks. Unsurprisingly, sentiment analysis has been used to gain useful insight across industries, most notably in digital marketing and financial analysis. LÄS MER

  4. 4. Säkringsredovisning : Redovisningsmässiga och skattemässiga konsekvenser

    Uppsats för yrkesexamina på avancerad nivå, Högskolan i Borås/Akademin för textil, teknik och ekonomi

    Författare :Elin Andersson; Sandra Selin; [2016]
    Nyckelord :Hedge accounting; financial instruments; valuation; IAS 39; Swedish Income Tax Act; tax arbitrage; Säkringsredovisning; finansiella instrument; värdering; IAS 39; inkomstskattelag; skattearbitrage;

    Sammanfattning : Internationella företag kan idag utsättas för många olika typer av risker i sin verksamhet.Dessa risker kan bland annat kopplas till valutor, räntor samt råvarupriser. LÄS MER

  5. 5. Stochastic Modeling of Electricity Prices and the Impact on Balancing Power Investments

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Richard Ruthberg; Sebastian Wogenius; [2016]
    Nyckelord :Energy investment; investment valuation; renewable energy production; electricity price modeling; long-term; combined heat and power; CHP; balancing power; intermittent renewable energy modeling; Pilipovic model; multi-factor model; sinusoidal regression; Ornstein-Uhlenbeck estimation; electricity price duration prediction; Nord Pool; Sweden electricity market; future energy systems; phasing out nuclear power; energy policy.;

    Sammanfattning : Introducing more intermittent renewable energy sources in the energy system makes the role of balancing power more important. Furthermore, an increased infeed from intermittent renewable energy sources also has the effect of creating lower and more volatile electricity prices. LÄS MER