Sökning: "surge pricing"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden surge pricing.

  1. 1. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing

    Master-uppsats, KTH/Matematisk statistik

    Författare :Hannes Backe; David Rydberg; [2023]
    Nyckelord :Smart Order Routing; Market Microstructure; Statistical Modelling; Survival Analysis; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest; Smart Order Routing; Marknadsmikrostruktur; Statistisk Modellering; Överlevnadsanalys; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest;

    Sammanfattning : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. LÄS MER

  2. 2. Powering up profits - Integrating Power Purchase Agreements and Battery Systems for Nordic Power Futures

    Master-uppsats, Lunds universitet/Institutionen för energivetenskaper

    Författare :William Thorwaldson; Ellen Jinglöv; [2023]
    Nyckelord :Power Purchase Agreements; Financial Power Trading; Battery Energy Storage Systems; Power Futures; Technology and Engineering;

    Sammanfattning : This master’s thesis aims to assess the profitability and the factors impacting the profitability of entering a short position in financial derivative contracts on the Nordic power market while procuring electricity through a pay-as-produced power purchase contract and on the day-ahead (DA) market, simultaneously the strategy utilizes a battery storage system to mitigate the effects of price spikes. The research adopted a mixed-method approach by combining quantitative analysis with qualitative findings. LÄS MER

  3. 3. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Tommy Saliba; Philip Thulin; [2021-06-30]
    Nyckelord :Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

    Sammanfattning : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. LÄS MER

  4. 4. EU Competition Law under Ordoliberalism - A case study of Excessive Pricing in Pharmaceutical Sector

    Magister-uppsats, Malmö universitet/Fakulteten för kultur och samhälle (KS)

    Författare :Ngoc Nha Tinh Tran; [2020]
    Nyckelord :Ordoliberalism; European Union; EU competition policy; excessive pricing; pharmaceutical industry; public health; pricing regulation; abuse of dominant positions;

    Sammanfattning : The purpose of this study is to conceptualize the ideational influence of Ordoliberalism on EU Competition Law while addressing a problematic social issue that has been witnessing a surge in the number of cases, which is excessive price abuse under Article 102(a) of the Treaty on the Functioning of the European Union (TFEU) within the spectrum of pharmaceutical sector. By utilizing Nedergaard (2020)’s analytic framework for Ordoliberalism’s operationalization, the study successfully proves the impacts of five characteristics of Ordoliberalism, including Politics by rules, Economic Constitution, Market Construction, Role of Consumers and Role of the states towards consumers, on the practices of EU Competition Law, using the empirical data collected from two excessive pricing examples: Aspen in Italy and Pfizer/Flynn in the United Kingdom. LÄS MER

  5. 5. Dynamic Pricing : A Matter of Attitude

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Johanna Holmqvist Larsson; Fanny Tapper; [2019]
    Nyckelord :dynamic pricing; surge pricing; robo-pricing; algorithmic pricing; price discrimination; dynamisk prissättning; prisdiskriminering;

    Sammanfattning : Tillämpningen av dynamisk prissättning har förenklats i och med digitaliseringens framväxt. Med den ökade tillgången till kunddata kan företag idag kartlägga kundernas köpbeteende och genom algoritmer anpassa priserna därefter. Identiska varor och tjänster kan på så sätt prissättas annorlunda. LÄS MER