Sökning: "operational hedging"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden operational hedging.

  1. 1. Hedging in the Renewable Sector: A Case Study on Risk Mitigation for Solar Facilities

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

    Författare :Ture Österman; Jesper Janson; [2023]
    Nyckelord :Hedging; Cannibalization; Solar; Batteries; Co-location;

    Sammanfattning : This thesis examines the risks and implications posed by the expansion of the renewable energy sector, using the perspective of Swedish solar facilities and the renewable project developer OX2. The paper is presented as a case study, primarily based on a qualitative methodology, involving interviews with various stakeholders. LÄS MER

  3. 2. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Jan Müller; [2022]
    Nyckelord :Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

    Sammanfattning : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. LÄS MER

  4. 3. Strategies for mitigating foreign exchange risk

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Bergman; Markus Rosén; [2021]
    Nyckelord :FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

    Sammanfattning : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. LÄS MER

  5. 4. Determinants of Exchange Rate Risks in the Automotive Industry

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Daria Pilat; [2016-10-14]
    Nyckelord :determinants of foreign currency exposure; currency risk hedging; automotive industry;

    Sammanfattning : The thesis details the analysis of foreign currency exposure determinants based on 21 companies in the automotive industry. The analysis confirms theoretical suggestions that the automotive industry is prone to foreign currency exposure and risks being influenced by competition intensity, functional currency, export ratio, geographic distribution of sales and production networks and operational flexibility. LÄS MER

  7. 5. A Crude Awakening: Hedging Exposure in the Global Airline Industry

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

    Författare :Isabella Ross; Johan Ytterfors; [2016]
    Nyckelord :risk management; airline industry; financial hedging; operational hedging; operational efficiency;

    Sammanfattning : The fear of high prices and volatility in the price of jet fuel, provides strong justification for airlines to hedge their risk as a means of migrating their exposure to price fluctuations. We determine the effectiveness of financial and operational hedging among European and U.S. airlines. LÄS MER