Search for dissertations about: "Commodity markets"

Showing result 1 - 5 of 19 swedish dissertations containing the words Commodity markets.

2. 1. Algorithms for Electronic Power Markets

   Author : Per Carlsson; Arne Andersson; Fredrik Ygge; Håkan Jonsson; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; multi-commodity markets; electronic markets; computational markets; equilibrium markets; resource allocation; power markets; computational complexity; Computer science; Datavetenskap;

   Abstract : In this thesis we focus resource allocation problems and electronic markets in particular. The main application area of ours is electricity markets. We present a number of algorithms and include practical experience. READ MORE

4. 2. Climate Policy and Financial Markets

   Author : Samson Mukanjari; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; burden sharing; climate policy; commodity futures; distribution; environmental deregulation; Environmental Protection Agency; EPA; equity; event study; fairness; impulse-indicator saturation; international climate negotiations; Paris Agreement; Trump;

   Abstract : Climate change represents a serious, as-yet-unresolved global commons problem. After decades of international climate negotiations, 195 nations adopted the Paris climate agreement in December 2015. The subsequent election of Donald Trump as US president in 2016 was seen as a setback for climate policy. READ MORE

5. 3. Multivariate Modelling of Energy Markets

   Author : Veronika Lunina; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; energy markets; volatility spillover; skew-Student asymmetric BEKK; volatility impulse response function; temperature; hydrobalance; electricity;

   Abstract : This thesis contributes to the empirical energy finance literature and consists of three research papers. The common denominator for all papers is the multivariate modelling approach, placing the electricity market at the core and delving into its interdependencies on fundamentally related markets and factors. READ MORE

6. 4. Essays on Financial Market Interdependence

   Author : Lu Liu; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Stock markets; commodity futures; extreme downside risk; regime-switching; correlations; diversification; market linkages; heterogeneity; EMU stock markets; dynamic panel data;

   Abstract : This thesis aims at investigating the risk spillover and correlations among national stock markets, and the structure of dependence between stocks and commodity futures. It consists of four chapters. Chapter 1 briefly reviews the literature background of financial market interdependence and summarizes the contribution of the thesis. READ MORE

7. 5. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets

   Author : Rikard Green; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Markov Chain Monte Carlo; Jump Diffusion Process; Stochastic Volatility; VaR; Electricity Markets; Market Risk; Forward Curve; Credit Risk; Currency Effects;

   Abstract : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. READ MORE