Search for dissertations about: "Intra-day"

Showing result 1 - 5 of 6 swedish dissertations containing the word Intra-day.

  2. 1. Time series modelling of high frequency stock transaction data

    Author : Shahiduzzaman Quoreshi; Kurt Brännäs; Per Johansson; Umeå universitet; []
    Keywords : Economics; Count data; Intra-day; High frequency; Time series; Estimation; Long memory; Finance; Nationalekonomi; Econometrics; ekonometri;

    Abstract : .... READ MORE

  4. 2. Essays on Electricity Markets : Information and Trading

    Author : Ewa Lazarczyk Carlson; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This thesis consists of four essays examining the functioning of electricity markets. The first article builds on a game-theoretical model, the three other articles discuss empirically the link between information and price formation process. READ MORE

  5. 3. Optimal bidding of a hydropower producer insequential power markets with riskassessment : Stochastic programming approach

    Author : Yelena Vardanyan; Mohammad Reza Hesamzadeh; Javier Contreras; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrical Engineering; Elektro- och systemteknik;

    Abstract : Short-term hydropower planning and bidding under uncertainty is a complicated task. The problem became more challenging with the liberalized market environment within the last two decades. READ MORE

  6. 4. On neck load among helicopter pilots : effects of head worn equipment, whole body vibration and neck position

    Author : Marcus Thuresson; Karolinska Institutet; Karolinska Institutet; []
    Keywords : Biomechanics; cervical spine; electromyography; head-worn equipment; helicopter pilots; laboratory; male; mechanical load; neck load; night vision goggles; rotary wing pilots; statistics; transmissibility; whole body vibration.;

    Abstract : Introduction: Helicopter pilots complain of pain originating from the neck region. The causes are still basically unknown, but the ergonomic situation when flying a helicopter, with unfavorable load caused by static neck and body positions, whole-body vibration and heavy head-worn equipment, has been suggested as a risk factor. READ MORE

  7. 5. Stock data, trade durations, and limit order book information

    Author : Ola Simonsen; Kurt Brännäs; Johan Knif; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Maximum likelihood; Estimation; ACD; News; Multivariate; Intraday; Market; Economics; Nationalekonomi;

    Abstract : This thesis comprises four papers concerning trade durations and limit order book information. Paper [1], [2] and [4] study trader durations, e.g., the time between stock transactions in intra-day data. READ MORE