Sökning: "price volatility"
Visar resultat 1 - 5 av 362 uppsatser innehållade orden price volatility.
1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging
Kandidat-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : 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
2. Att sätta paradiset på papper : En (eko)feministisk läsning av trädgårdar och skrivande i Bodil Malmstens roman Priset på vatten i Finistère
Kandidat-uppsats, Umeå universitet/Institutionen för kultur- och medievetenskaperSammanfattning : Föreliggande studie av Bodil Malmstens roman Priset på vatten i Finistère (2001) syftar till att undersöka berättarjagets förhållande till trädgårdsodling och skrivande. Analysen utgår ifrån ett (eko)feministiskt perspektiv (en kombination av ekokritisk, feministisk och ekofeministisk teori) på romanens framställning av människa–natur-dikotomin och skrivandets förutsättningar. LÄS MER
3. Forecasting Volatility of Electricity Intraday Log Returns with Generalized Autoregressive Score Models
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : We forecast volatility of electricity intraday log returns with Generalized Autoregressive Score (GAS) models. We extend our GAS models with variables representing the difference between the public’s expectation of weather and energy load and the actual outcome using a restricted ARMA(4,4) model. LÄS MER
4. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. LÄS MER
5. On Predicting Price Volatility from Limit Order Books
Master-uppsats, Uppsala universitet/Matematiska institutionenSammanfattning : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. LÄS MER