Search for dissertations about: "natural gas pricing"

Showing result 1 - 5 of 7 swedish dissertations containing the words natural gas pricing.

2. 1. Bridges with Random Length and Pinning Point for Modelling the Financial Information

   Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

   Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE

4. 2. Essays in mathematical finance : modeling the futures price

   Author : Magnus Blix; Handelshögskolan i Stockholm; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis consists of four papers dealing with the futures price process. In the first paper, we propose a two-factor futures volatility model designed for the US natural gas market, but applicable to any futures market where volatility decreases with maturity and varies with the seasons. READ MORE

5. 3. Impacts of Climate Policy and Natural Disasters: Evidence from China

   Author : Ruijie Tian; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; carbon pricing; directed technological change; innovation; heterogeneous firms; independence property; transaction costs; emissions reduction; allowances; production networks; resilience; diversification; shock transmission; supply chains; natural disasters;

   Abstract : The last decade has seen heightened interest in carbon pricing to reduce greenhouse gas emissions responsible for anthropogenic climate change. Over the past decade, China–responsible for over a quarter of global carbon emissions–has aimed to reduce its emissions through an ambitious Emissions Trading Scheme (ETS) which charges certain firms for the greenhouse gases they emit. READ MORE

6. 4. Pricing of Some Path-Dependent Options on Equities and Commodities

   Author : Mats Kjaer; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cliquet options with global floor; Commodity swing options; Storage valuation; Correlation matrix modelling; Bachelier-Samuelson model; Jump-diffusion models; Futures curve models; Parabolic PDE PIDEs; Numerical integration; Finite difference methods.;

   Abstract : This thesis brings together three papers about the pricing of European and Bermudan path-dependent options, and one paper about the stochastic modelling of a futures price curve. Paper one proposes a fast numerical method to compute the price of so called cliquet options with global floor, when the underlying asset follows the Bachelier-Samuelson model. READ MORE

7. 5. Strategies for Reduced Energy Use and Cost in Pulp and Paper Mills by Energy Integration of the Paper Drying Process

   Author : Kristian Lindell; Avdelningen för kemiteknik; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Paper; Pappers- och massateknik; pulp and paper technology; Wood; Energiforskning; Chemical technology and engineering; Kemiteknik och kemisk teknologi; Combined dryer; Energy research; Black liquor gasification; Heat recovery; Secondary energy; Co-generation; Costs; Energy; Drying;

   Abstract : The cost of energy for drying paper is substantial for the pulp and paper industry, and studies of various strategies for energy cost reductions such as increased energy efficiency, increased heat recovery from the exhaust drying air and reduced cost of the process heat are presented in this thesis. The energy use and cost studies were performed using a block-model based simulation tool developed for this specific purpose. READ MORE