Search for dissertations about: "Short-term trading"
Showing result 1 - 5 of 12 swedish dissertations containing the words Short-term trading.
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1. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market
Abstract : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. READ MORE
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2. On the returns of trend-following trading strategies
Abstract : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. READ MORE
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3. Reducing Swedish Carbon Dioxide Emissions from the Basic Industry and Energy Utilities : An Actor and Policy Analysis
Abstract : The aim of the thesis is to analyze the design of the present climate and energy policies. The main focus is on how the policy instruments affect the Swedish stakeholders who are included in the European Union’s Emission Trading Scheme (EU-ETS). READ MORE
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4. Essays on endogenous information in macroeconomics and finance
Abstract : .... READ MORE
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5. On optimal hydropower bidding in systems with wind power : Modeling the impact of wind power on power markets
Abstract : The introduction of large amounts of wind power into power systems will increase the production uncertainties due to unforeseen wind power production variations. This will have a significant impact on the required balance management quantities. READ MORE