Sökning: "spot rate"

Visar resultat 1 - 5 av 73 uppsatser innehållade orden spot rate.

  1. 1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Nyckelord :term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Sammanfattning : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. LÄS MER

  3. 2. Dynamic modelling of electricity arbitrage for single-family homes : Assessing the cost-effectiveness of implementing Energy Storage and Demand-Side Load Management.

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för byggd miljö och energiteknik (BET)

    Författare :Ahmed Ali; [2023]
    Nyckelord :Electricity arbitrage trading; intraday electricity market; energy storage system; demand-side load management; single-family homes; Nord Pool; building performance simulation IDA Indoor Climate and Energy ; financial modelling.;

    Sammanfattning : In the context of electricity, arbitrage trading involves taking advantage of existing price variations within electricity markets. The report conducted financial modelling for energy storage systems and demand-side load management for electricity arbitrage trading in single-family homes. LÄS MER

  4. 3. Fractional Cointegration and Price Discovery in FX Markets

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Johan Faxner; [2023]
    Nyckelord :exchange rates; price discovery; fractional cointegration; market microstructure; covered interest rate parity;

    Sammanfattning : I employ bivariate fractionally cointegrated vector autoregressive models to analyze price discovery on the EUR/GBP market. Using daily spot rates between 2010 and 2022 along with corresponding one-month and three-month forward rates, I extract parameter estimates for pairwise long-run relationships, each pair containing a spot and a forward. LÄS MER

  5. 4. Model Predictive Control for Ground Source Heat Pumps : Reducing cost while maintaining comfort

    Master-uppsats, Linköpings universitet/Reglerteknik

    Författare :Isak Bokne; Charlie Elf; [2023]
    Nyckelord :MPC; Model Predictive Control; heat pump control; electricity spot price; weather prediction; reducing cost;

    Sammanfattning : Today, the control of heat pumps aims to first and foremost maintain a comfortable indoor temperature. This is primarily done by deciding input power based on outside temperature. The cost of electricity, which can be rather volatile, is not taken into account. LÄS MER

  7. 5. Hushålls förändrade elanvändningsmönster - En studie om hur Kraftringens hushållskunder har påverkats av höga och volatila elpriser.

    Master-uppsats, Lunds universitet/Institutionen för energivetenskaper

    Författare :Emma Allard; Alice Green; [2023]
    Nyckelord :Effektavgift; timprisavtal; elförbrukning; energikris; förbrukningsmönster; hushållskunder; elbilsladdning; elvärme; Technology and Engineering;

    Sammanfattning : All grid companies, including Kraftringen, must until 2027 implement a new price component in the grid fee, a time differentiated effect fee which aims to create incentives for households to even out their electricity consumption over the day. During the fall and winter of 2022, the electricity prices rose a lot and the variability in the electricity price throughout the day was high. LÄS MER