Sökning: "hedge"

Visar resultat 11 - 15 av 365 uppsatser innehållade ordet hedge.

1. 11. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Albin Irell Fridlund; Johanna Heberlein; [2023]
   Nyckelord :Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

   Sammanfattning : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. LÄS MER

3. 12. Do institutional investors care about material ESG disclosure? Evidence from the SASB standards

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

   Författare :João Monteiro; Laura Bahde; [2023]
   Nyckelord :ESG disclosure; SASB standards; institutional ownership; financial materiality; sustainable finance;

   Sammanfattning : This paper examines the relationship between institutional ownership and SASB disclosure, by applying a linear probability model with fixed effects to our panel dataset. We find that certain groups of institutional investors demand SASB disclosure, and that their demand is sensitive to the disclosure costs faced by firms, namely information production and proprietary costs. LÄS MER

4. 13. In the Core of the Storm: Revisiting Inflation Hedging Properties Within and Across Asset Classes

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

   Författare :Jakub Kacperczyk; Moritz Kornherr; [2023]
   Nyckelord :Inflation hedging; Inflation risk premium; Inflation forecasting; Bond-Stock Correlation;

   Sammanfattning : The recent surge in inflation has reignited discussions on hedging inflation risks, forming the focal point of this study. In our paper we consider conventional asset classes from 1968 to 2023 as well as alternative assets from 2020 to 2023 and find that no asset class provides a statistically significant hedge against core inflation shocks, while commodities and currencies can hedge headline and energy inflation risk. LÄS MER

5. 14. Impact of offtake mechanisms on wind turbine selection and design in North and Central Europe

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

   Författare :Gesa Reiter; [2023]
   Nyckelord :Wind energy; offtake mechanisms; wind turbine configuration and design; rated power; capacity factor; Renewable Energy Sources Act; EEG; PPA; merchant; profitability; NPV; IRR; Vindkraft; upphandlingsmekanismer; vindturbiners konfiguration och utformning; nominell effekt; kapacitetsfaktor; lagen om förnybara energikällor; EEG; energiköpsavtal; handelsprissättning; lönsamhet; NPV; IRR;

   Sammanfattning : Wind power has become a major supplier of electricity in the European market in the last years. In 2020, 13% of electricity generated on the European continent was wind energy (onshore and offshore) and these shares are projected to increase in the next years due to reasons such as climate change and the energy security aspect. LÄS MER

7. 15. The Red Gold : The Case For Copper as a Hedge Against U.S. Inflation

   Kandidat-uppsats, Luleå tekniska universitet/Institutionen för ekonomi, teknik, konst och samhälle

   Författare :David Håkansson; [2023]
   Nyckelord :Inflation; Hedge; Copper; Asset; Investment;

   Sammanfattning : The recent decades have seen many periods of economic uncertainty. During uncertain periods characterized by inflation where the real value of assets tends to depreciate, investors usually look for assets that can reduce the risk for their overall portfolio. This study aims to investigate whether copper can act as a hedge against the U.S. LÄS MER