Sökning: "short-horizon"

Visar resultat 1 - 5 av 10 uppsatser innehållade ordet short-horizon.

  1. 1. Short-horizon Prediction of Indoor Temperature using Low-Order Thermal Networks : A case study of thermal models for heat-system control applications

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Jonas Cederberg; [2023]
    Nyckelord :Lumped Parameter Thermal Network; Resistance-Capacitance model; Parameter estimation; Modelling of Dynamical Systems; Thermal modelling; Temperature Prediction; Termiskt nätverk med klumpade parametrar; Mostånds-kapacitans modell; Parameterestimering; Modellering av dynamiska system; Termisk modellering; Temperaturprediktion.;

    Sammanfattning : Optimizing and controlling the heating systems in buildings is one way to decrease their load on the power grid, as well as introduce load flexibility to be used in Demand Response (DR) applications. A requirement in occupied buildings is that the thermal comfort of the residents is guaranteed, making the optimization of heating systems a constrained problem with respect to indoor temperature. LÄS MER

  3. 2. Does the bond market fully reflect the value of intangibles?

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Anton Alm; Filippa Stridh; [2022]
    Nyckelord :Event study; Bonds; Intangibles; Human capital; Employee satisfaction;

    Sammanfattning : This paper examines how the bond market reflects the value of an intangible, more specifically the value of employee satisfaction. Prior research has found support for a mispricing of information on employee satisfaction in the equity market. LÄS MER

  4. 3. Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability.

    Kandidat-uppsats, Högskolan i Jönköping/IHH, Nationalekonomi

    Författare :Karl Rohlén; Pontus Ekdahl; [2019]
    Nyckelord :Uncovered interest parity; interest parity; interbank offering rates; yield to maturity; short-horizon; long-horizon;

    Sammanfattning : The current intellectual climate regarding economics seems to be at an agreement regarding the theory of uncovered interest parity and its unreliability within real life application. The purpose of this thesis is to test how the theory holds over periods with varying economic stability, both using a short- and long-horizon test in order to establish the usefulness of uncovered interest parity as a predictor for exchange rate movements. LÄS MER

  5. 4. International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia

    Magister-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

    Författare :Stefan Ryschkow; SIQI LU; [2018]
    Nyckelord :Causality; diversification; dynamic cointegration; static cointegration; structural break;

    Sammanfattning : This thesis investigates the short term and the long term cointegration relations between European and Chinese, European and Russian stock markets, with a goal to define international diversification benefits. Whereas Russia and China are considered as developing countries, Europe represents a developed market. LÄS MER

  7. 5. A small open economy’s view on interest rate differential’s relation to the nominal exchange rate

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Julian Unger; [2017]
    Nyckelord :Small open economy; uncovered interest rate parity; interest rate differential; nominal exchange rate; short-horizon interest rate; long-horizon interest rate;

    Sammanfattning : The characteristics of interest rate differentials’ relationships with the change in nominal exchange rates are here investigated from the small open economy Sweden’s pointof view. We assume rational expectations and risk neutrality. However, these are solelysufficient but not necessary conditions. LÄS MER