Search for dissertations about: "Forecast uncertainty"

Showing result 1 - 5 of 25 swedish dissertations containing the words Forecast uncertainty.

  1. 1. Expectations, Uncertainty, and Monetary Policy

    University dissertation from Uppsala : Nationalekonomiska institutionen

    Author : David Kjellberg; Uppsala universitet.; [2007]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Policy; Expectations; Uncertainty; Uncovered Interest Parity; Interest Rates; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Abstract : Essay 1 - To evaluate measures of expectations I examine and compare some of the most common methods for capturing expectations: the futures method which utilizes financial market prices, the VAR forecast method, and the survey method. I study average expectations on the Federal funds rate target, and the main findings can be summarized as follows: i) the survey measure and the futures measure are highly correlated; the correlation coefficient is 0. READ MORE

  2. 2. On Frequency Control Schemes in Power Systems with Large Amounts of Wind Power

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Camille Hamon; KTH.; [2012]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Wind power; Stochastic optimal power flows; Frequency control schemes; Tertiary frequency control; uncertainty; power systems;

    Abstract : In recent years, large investments have been made in wind power, and this trend is expected to continue in the coming decades. Integrating more wind power in the production mix offers great opportunities for the society, such as reducing greenhouse gas emissions and the dependence on foreign fuel. READ MORE

  3. 3. Modelling the terrestrial carbon cycle – drivers, benchmarks, and model-data fusion

    University dissertation from Lund University, Faculty of Science, Department of Physical Geography and Ecosystem Science

    Author : Zhendong Wu; Lund University.; Lunds universitet.; [2018-09]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Global carbon cycle; Ecosystem modeling; Uncertainty; LPJ-GUESS; Traceability Framework; Model-data fusion; Climate data;

    Abstract : The terrestrial ecosystem sequesters about one-third of anthropogenic emissions each year, thereby providing a critical ecosystem service that slows the rate of increase of atmospheric carbon dioxide and helps mitigate climate change. Observed atmospheric carbon dioxide concentrations exhibit a large inter-annual variability which is considered to be caused primarily by the response of the terrestrial ecosystem to climate change and anthropogenic activity. READ MORE

  4. 4. Modeling, Model Validation and Uncertainty Identification for Power System Analysis

    University dissertation from Stockholm, Sweden : KTH Royal Institute of Technology

    Author : Tetiana Bogodorova; KTH.; [2017]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Power system modelling; model validation; parameter identification; uncertainty identification; Modelica; Electrical Engineering; Elektro- och systemteknik;

    Abstract : It is widely accepted that correct system modeling and identification are among the most important issues power system operators face when managing instability and post-contingency scenarios. The latter is usually performed involving special computational tools that allow the operator to forecast, prevent system failure and take appropriate actions according to protocols for different contingency cases in the system. READ MORE

  5. 5. Macroeconomic Uncertainty and Exchange Rate Policy

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Erik Post; Uppsala universitet.; [2007]
    Keywords : Social sciences; SAMHÄLLSVETENSKAP;

    Abstract : Essay 1 (with Annika Alexius) uses a structural VAR model to study the role of floating exchange rates for five "small open economies" with inflation targets. We show that only in Sweden and Canada does the nominal exchange rate behave in a stabilizing way. Most exchange rate movements are responses to non-fundamental shocks. READ MORE