Search for dissertations about: "extended trading time"

Found 5 swedish dissertations containing the words extended trading time.

  1. 1. Modeling the covariance matrix of financial asset returns

    Author : Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

    Abstract : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. READ MORE

  2. 2. Essays on energy technology learning and voluntary carbon offsets

    Author : Åsa Lindman; Thomas Sundqvist; Luleå tekniska universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Abstract : This thesis consists of an introductory part and three self-contained papers, all related to the issue of promoting renewable energy sources. Paper I presents the results from a hypothetical market experiment of Swedish students' stated willingness to purchase emission allowances for carbon dioxide within the European emissions trading system. READ MORE

  3. 3. Essays on Renewable Energy Technology Development and Voluntary Carbon Offsets

    Author : Åsa Lindman; Tooraj Jamasb; Luleå tekniska universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Abstract : This thesis consists of an introduction and five self-contained papers addressing the issues of renewable energy technology development and voluntary carbon offsets, respectively. Paper I presents the results from a semi-experimental study of Swedish students’ stated willingness to purchase emission allowances for carbon dioxide within the European emissions trading scheme. READ MORE

  4. 4. Energy Storage Systems in Electrical Distribution Grids : Analysis and implementations of use cases for service stacking

    Author : Johannes Hjalmarsson; Cecilia Boström; Karin Thomas; Louise Ödlund; Uppsala universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; ancillary services; congestion management; distribution grids; energy storage systems; scheduling optimization; service stacking.;

    Abstract : This Ph.D. thesis investigates the possibility of using energy storage systems for multiple services by implementing service stacking, with special emphasis on congestion management in distribution grids. READ MORE

  5. 5. Sustainable Business Innovation of Photovoltaic Water Pumping Systems

    Author : Chi Zhang; Jinyue Yan; Per Alvfors; Bin Chen; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; PV water pumping; Economic assessment; Ecological benefits; Business model innovation; Case study; Chemical Engineering; Kemiteknik;

    Abstract : The development of renewable energy technology provides an effective approach to replace fossil fuels for greenhouse gas (GHG) emission. Technological innovation and transfer are the main driving forces in promoting renewable energy usage, because of the better efficiency and economic payback under an emission reduction target. READ MORE