Search for dissertations about: "Volatility modeling"
Showing result 16 - 20 of 31 swedish dissertations containing the words Volatility modeling.
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16. Combined heat and power plants in decarbonized energy systems: Techno-economics of carbon capture and flexibility services at the plant, city and regional levels
Abstract : Our present energy system is the main driver of climate change. Variable renewable electricity generation and carbon dioxide removal (CDR) are key technologies in the transformation to a sustainable energy system, but their broad implementation implies challenges related to energy system flexibility and energy requirements of CDR technologies. READ MORE
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17. Random Models in Time and Space with Financial, Economics and Engineering Applications : Structural Covariance in Space and Stochastic Variability in Time
Abstract : In this thesis, we model stochastic processes in time and space. We focus on the processes whose covariance structure is either changing over the time span, or depends on the location in space. We develop models that appropriately describe and analyze such data behaviors in various different fields including finance, economics and engineering. READ MORE
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18. Impact of High levels of Wind Penetration on the Exercise of Market Power in the Multi-Area Systems
Abstract : New European energy policies have set a goal of a high share of renewable energy in electricity markets. In the presence of high levels of renewable generation, and especially wind, there is more uncertainty in the supply. It is natural, that volatility in energy production induces the volatility in energy prices. READ MORE
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19. Essays on Inequality, Insolvency and Innovation
Abstract : First Impressions Last – Does Inequality Increase Status Consumption and Household Debt? (with Elin Molin): Recent decades have seen an increase in income inequality and household debt-to-GDP ratios in many countries, and several studies have suggested that higher income inequality spurs borrowing among nonrich households through their preference to "Keep up with the Joneses". In this paper, we show that standard Keeping up with the Joneses utility functions cannot generate this relationship unless one imposes the implausible assumption that the rich are more impatient than the nonrich. READ MORE
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20. Back on the map : essays on financial markets in the Baltic States
Abstract : This thesis consists of five self-contained papers, which are all related to the financial markets in the three Baltic States, Estonia, Latvia and Lithuania. Paper [I] studies the impact of news from the Moscow and New York stock exchanges on the returns and volatilities of the Baltic States' stock market indices using a time series model that accounts for asymmetries in the conditional mean and variance functions. READ MORE