Search for dissertations about: "online trading"

Showing result 1 - 5 of 12 swedish dissertations containing the words online trading.

  2. 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

    Author : Priyanka Shinde; Mikael Amelin; Lennart Söder; Nikolaos Paterakis; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Continuous intraday electricity market; Virtual power plant; Trading strategy; Stochastic dual dynamic program; Agent-based modeling; Adaptive learning; Renewable energy sources; Cross-border intraday trading; Flow-based market coupling; Balancing market; Imbalance settlement cost; Randomized progressive hedging; Multistage stochastic programming; Energy storage; Intraday prices; Intraday price analysis; Time series analysis; Kontinuerliga intradagmarknaden; Virtuellt kraftverk; Handelsstrategi; Stokastisk dual dynamisk programmering; Agentbaserad modellering; Adaptivt l¨arande; F¨ornybara energik¨allor; Gr¨ans¨overskridande intradaghandel; Fl¨odesbaserad marknadskoppling; Balansmarknaden; Balansavr¨akningskostnader; Randomiserad progressive hedging; Stokastisk multiskedesprogrammering; Energilagring; Intradagpriser; Intradagprisanalys; Tidsserieanalys; Electrical Engineering; Elektro- och systemteknik;

    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

  4. 2. Reactive Concurrent Data Structures and Algorithms for Synchronization

    Author : Phuong Ha; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-blocking; reactive; multi-word atomic primitives; online algorithms; shared memory; concurrent data structures; distributed data structures; randomization; online financial problems; synchronization; spin-locks;

    Abstract : Parallelism plays a significant role in high-performance computing systems, from large clusters of computers to chip-multithreading (CMT) processors. Performance of the parallel systems comes not only from concurrently runningmore processing hardware but also from utilizing the hardware efficiently. 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. Essays on Information and Conflicts of Interest in Stock Recommendations

    Author : Erik Lidén; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Stock recommendations; Printed media; Price-pressure hypothesis; Information hypothesis; Journalists; Analysts; EMH; Initiations; Information asymmetry; Initial public offerings; Quiet period; Underwriter analysts.;

    Abstract : This thesis brings together three separate empirical essays on the information and conflicts of interest in stock recommendations. The first essay analyzes stock-price reactions to recommendations published in printed Swedish media and also trading volumes at and around the publication day, bid/ask spreads, and the post-publication drift in recommended stocks for the period 1995-2000. READ MORE