Sökning: "hedging"

Visar resultat 6 - 10 av 347 uppsatser innehållade ordet hedging.

1. 6. Analysing the effects of 24/7 Carbon-free Energy procurement strategies on the electricity system : Case Study of commercial and industrial sector in the Netherlands

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

   Författare :NINA JABŁOŃSKA; [2023]
   Nyckelord :24 7 Carbon-free Energy; carbon accounting; corporate electricity procurement; Energy Attribute Certificates; hourly matching; the Netherlands.; 24 7 kolfri energi; koldioxidredovisning; företagens elupphandling; energiattributcertifikat; timmatchning; Nederländerna.;

   Sammanfattning : Considering the growing importance of the electricity sector in the worldwide decarbonisation efforts, as well as large volumes of energy consumed by the commercial and industrial (C&I) sector, corporate power procurement is found to be a significant contributor to building a net zero economy. Within this topic, hourly matching of carbon-free electricity supply with demand, or 24/7 Carbon-free Energy (24/7 CFE), is identified as a next-generation power procurement framework, with growing interest from a wide range of stakeholders in the energy sector and benefits backed by robust research evidence. LÄS MER

3. 7. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Vilhelm Samuelsson; [2023]
   Nyckelord :Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

   Sammanfattning : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. LÄS MER

4. 8. The Pursuit of European Strategic Autonomy : Balancing or Hedging Foreign Policy Behaviour in Relation to Russia?

   Kandidat-uppsats, Högskolan Väst/Institutionen för ekonomi och it

   Författare :Bjanka Ilievska; Ruihong Zhao; [2023]
   Nyckelord :European Union | European Strategic Autonomy | Security and Defence | Foreign Policy Behaviour | Balancing | Hedging | Russia;

   Sammanfattning : Following the publication of the European Union Global Strategy in 2016 where the EU officially announced its quest for European Strategic Autonomy (ESA), a policy initiative toenable EU’s capacity to act autonomously in the realm of security and defence, this study poses the following research question: What type of foreign policy behaviour does the EU exhibit in security and defence through its quest for strategic autonomy? Broadly based in realism, the study is designed as a single case-study of EU foreign policy behaviour in relation to Russia and analyses whether the pursuit of ESA entails a balancing or hedging EU foreign policy behaviour. By doing so, the study contributes theoretically, by disentangling and operationalising these two concepts analytically, and empirically, by applying them to an EU context and investigating their presence. LÄS MER

5. 9. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Datalogi

   Författare :Rebecca Fällström; [2023]
   Nyckelord :Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

   Sammanfattning : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. LÄS MER

7. 10. Valutarisken inom Stockholmsbörsen - En kvantitativ undersökning av OMXS30-bolagens valutaexponering

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Felix Hult; Mahdi Rahideh; André Rosdahl; [2023]
   Nyckelord :currency exposure; currency risk; hedging; KIX; OMXS30; Business and Economics;

   Sammanfattning : Title: The Foreign Exchange Risk of the Stockholm Stock Exchange, a Quantitative Analysis of the Foreign Exchange Risk Exposure of OMXS30-Firms. Seminar date: 1 June 2023. Course: FEKH89, Bachelor’s Thesis in Corporate Finance. Authors: Felix Hult, Mahdi Rahideh & André Rosdahl. LÄS MER