Search for dissertations about: "futures markets"

Showing result 1 - 5 of 23 swedish dissertations containing the words futures markets.

  2. 1. Empirical essays on financial markets, firms, and derivatives

    Author : Niclas Hagelin; Ingrid M. Werner; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial markets; Stock markets; Future markets; Options; Derivates; Hedging; Derivathandel; Business studies; Företagsekonomi; Business Administration; företagsekonomi;

    Abstract : This thesis consists of five self-contained studies. The first three investigate the impact of derivatives on the markets for the underlying assets, while the other two examine how and why firms use derivatives. A summary of each of the five studies follows. READ MORE

  4. 2. Global Ocean Futures : Governance of marine fisheries in the Anthropocene

    Author : Andrew Merrie; Henrik Österblom; Victor Galaz; Per Olsson; Edward Allison; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; fisheries; futures; global governance; marine ecosystems; scenarios; social-ecological system; Sustainability Science; vetenskap om hållbar utveckling;

    Abstract : This PhD thesis provides an analysis of how an adaptive governance approach can be applied to address existing and emerging challenges in global governance with a focus on marine, wild-capture fisheries. All the papers share a coupled social-ecological framing while providing diverse but complementary perspectives. READ MORE

  5. 3. Essays on Financial Markets

    Author : Hans Byström; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE

  6. 4. Essays on VIX Futures and Options

    Author : Bujar Huskaj; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NIG; Long memory; Futures; FIGARCH; FIAPARCH; Options; Realized volatility; VaR; VIX; Volume;

    Abstract : This thesis consists of three essays on VIX futures and options, and deals with issues highly relevant to all financial markets, such as understanding the operation of markets and developing flexible and tractable pricing models for contracts traded in them. It consists of four chapters. READ MORE

  7. 5. Climate Policy and Financial Markets

    Author : Samson Mukanjari; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; burden sharing; climate policy; commodity futures; distribution; environmental deregulation; Environmental Protection Agency; EPA; equity; event study; fairness; impulse-indicator saturation; international climate negotiations; Paris Agreement; Trump;

    Abstract : Climate change represents a serious, as-yet-unresolved global commons problem. After decades of international climate negotiations, 195 nations adopted the Paris climate agreement in December 2015. The subsequent election of Donald Trump as US president in 2016 was seen as a setback for climate policy. READ MORE