Sökning: "price risk"

Visar resultat 1 - 5 av 959 uppsatser innehållade orden price risk.

  1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

    Kandidat-uppsats, Umeå universitet/Företagsekonomi

    Författare :Anthony Baugi; Eugene Zhang; [2024]
    Nyckelord :Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

    Sammanfattning : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. LÄS MER

  3. 2. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

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

    Författare :Oleksii Chepil; [2024]
    Nyckelord :value investing; quality investing;

    Sammanfattning : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. LÄS MER

  4. 3. Variation Management Strategies for Future Construction Sites: A study to address role of an equipment rental business in the energy transition

    H-uppsats,

    Författare :Ellen Blanksvärd; Frida Svensson; [2023-09-21]
    Nyckelord :battery storage; variation management; flexibility services; peak shaving; load shifting; demand side management; rental business; electrification; construction equipment; construction sites;

    Sammanfattning : Construction sites are facing challenges with high power peaks due to electrificationof heavy equipment where potential consequences are increased power tariffs locallyand risk of limited power supply. Another development is an increased intermittentpower supply due to more wind- and solar power in the electricity system, whichcauses price fluctuations. LÄS MER

  5. 4. Unlocking Value from Within Exploring Ownership’s Impact on Discounts to Net Asset Values in the Swedish Real estate market

    Kandidat-uppsats,

    Författare :Victor Colliander; Oscar Sköldberg; [2023-07-10]
    Nyckelord :Discount to NAV; Premium to NAV; Swedish Real Estate Firms; Ownership; Institutional; Performance; Valuation; Law of One Price;

    Sammanfattning : In recent times, the economy has undergone a rapid transformation, characterized by a notable increase in interest rates. As a consequence, real estate firms have been particularly impacted by these changes. This paper aims to investigate whether the type of ownership in a firm can influence the discount to net asset value. LÄS MER

  7. 5. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
    Nyckelord :Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

    Sammanfattning : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. LÄS MER