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You searched for subject:(Multi factor spot price models ). Showing records 1 – 30 of 59681 total matches.

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University of Technology, Sydney

1. Cheng, Benjamin Tin Chun. Pricing and hedging of long-dated commodity derivatives.

Degree: 2017, University of Technology, Sydney

 Commodity markets have grown substantially over the last decade and significantly contribute to all major financial sectors such as hedge funds, investment funds and insurance.… (more)

Subjects/Keywords: Commodity markets.; Hedge funds, investment funds and insurance.; Crude oil derivatives.; Early commodity pricing models.; Multi-factor spot price models.; Hybrid models.; Forward price models within the HJM framework.; Futures price volatility.; Hedging schemes.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cheng, B. T. C. (2017). Pricing and hedging of long-dated commodity derivatives. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/116280

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cheng, Benjamin Tin Chun. “Pricing and hedging of long-dated commodity derivatives.” 2017. Thesis, University of Technology, Sydney. Accessed September 26, 2020. http://hdl.handle.net/10453/116280.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cheng, Benjamin Tin Chun. “Pricing and hedging of long-dated commodity derivatives.” 2017. Web. 26 Sep 2020.

Vancouver:

Cheng BTC. Pricing and hedging of long-dated commodity derivatives. [Internet] [Thesis]. University of Technology, Sydney; 2017. [cited 2020 Sep 26]. Available from: http://hdl.handle.net/10453/116280.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cheng BTC. Pricing and hedging of long-dated commodity derivatives. [Thesis]. University of Technology, Sydney; 2017. Available from: http://hdl.handle.net/10453/116280

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Houston

2. Asghari, Mahboobeh. Essays on the Role of Speculation in the Volatility of Oil Prices and Oil Futures Risk Premia.

Degree: PhD, Economics, 2015, University of Houston

 The greater volatility and higher prices in the oil market after 2003 suggest the possibility of increased speculation. Many researchers have investigated the origin of… (more)

Subjects/Keywords: Oil price; Oil Futures Risk Premia; Fundamentals; Speculation; Factor models; Principal component; Financialization; Spot market; Futures market

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APA (6th Edition):

Asghari, M. (2015). Essays on the Role of Speculation in the Volatility of Oil Prices and Oil Futures Risk Premia. (Doctoral Dissertation). University of Houston. Retrieved from http://hdl.handle.net/10657/5355

Chicago Manual of Style (16th Edition):

Asghari, Mahboobeh. “Essays on the Role of Speculation in the Volatility of Oil Prices and Oil Futures Risk Premia.” 2015. Doctoral Dissertation, University of Houston. Accessed September 26, 2020. http://hdl.handle.net/10657/5355.

MLA Handbook (7th Edition):

Asghari, Mahboobeh. “Essays on the Role of Speculation in the Volatility of Oil Prices and Oil Futures Risk Premia.” 2015. Web. 26 Sep 2020.

Vancouver:

Asghari M. Essays on the Role of Speculation in the Volatility of Oil Prices and Oil Futures Risk Premia. [Internet] [Doctoral dissertation]. University of Houston; 2015. [cited 2020 Sep 26]. Available from: http://hdl.handle.net/10657/5355.

Council of Science Editors:

Asghari M. Essays on the Role of Speculation in the Volatility of Oil Prices and Oil Futures Risk Premia. [Doctoral Dissertation]. University of Houston; 2015. Available from: http://hdl.handle.net/10657/5355


University of Helsinki

3. Kuikko, Janne. Multi-Factor Models : Mean-Variance Approach.

Degree: Department of Political Science; Helsingfors universitet, Allmän statslära, Institutionen för, 2008, University of Helsinki

 The investment atmosphere has changed significantly due to the European integration that took place in the 21st century. Thus there has been a need to… (more)

Subjects/Keywords: risk; risk management; portfolios; portfolio theory; Multi-factor models; Factor models; risk; risk management; portfolios; portfolio theory; Multi-factor models; Factor models

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APA (6th Edition):

Kuikko, J. (2008). Multi-Factor Models : Mean-Variance Approach. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/13513

Chicago Manual of Style (16th Edition):

Kuikko, Janne. “Multi-Factor Models : Mean-Variance Approach.” 2008. Masters Thesis, University of Helsinki. Accessed September 26, 2020. http://hdl.handle.net/10138/13513.

MLA Handbook (7th Edition):

Kuikko, Janne. “Multi-Factor Models : Mean-Variance Approach.” 2008. Web. 26 Sep 2020.

Vancouver:

Kuikko J. Multi-Factor Models : Mean-Variance Approach. [Internet] [Masters thesis]. University of Helsinki; 2008. [cited 2020 Sep 26]. Available from: http://hdl.handle.net/10138/13513.

Council of Science Editors:

Kuikko J. Multi-Factor Models : Mean-Variance Approach. [Masters Thesis]. University of Helsinki; 2008. Available from: http://hdl.handle.net/10138/13513


Pontifical Catholic University of Rio de Janeiro

4. ALEXANDRE JOSE DOS SANTOS. [en] TREE-STRUCTURE SMOOTH TRANSITION VECTOR AUTOREGRESSIVE MODELS – STVAR-TREE.

Degree: 2010, Pontifical Catholic University of Rio de Janeiro

[pt] Esta dissertação tem como objetivo principal introduzir uma formulação de modelo não-linear multivariado, a qual combina o modelo STVAR (Smooth Transition Vector Autoregressive) com… (more)

Subjects/Keywords: [pt] ARVORE DE REGRESSAO; [en] REGRESSION TREE; [pt] MODELOS NAO-LINEARES; [en] NONLINEAR MODELS; [pt] PRECO SPOT DE ENERGIA ELETRICA; [en] SPOT PRICE OF ELECTRIC ENERGY

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APA (6th Edition):

SANTOS, A. J. D. (2010). [en] TREE-STRUCTURE SMOOTH TRANSITION VECTOR AUTOREGRESSIVE MODELS – STVAR-TREE. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15888

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

SANTOS, ALEXANDRE JOSE DOS. “[en] TREE-STRUCTURE SMOOTH TRANSITION VECTOR AUTOREGRESSIVE MODELS – STVAR-TREE.” 2010. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed September 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15888.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

SANTOS, ALEXANDRE JOSE DOS. “[en] TREE-STRUCTURE SMOOTH TRANSITION VECTOR AUTOREGRESSIVE MODELS – STVAR-TREE.” 2010. Web. 26 Sep 2020.

Vancouver:

SANTOS AJD. [en] TREE-STRUCTURE SMOOTH TRANSITION VECTOR AUTOREGRESSIVE MODELS – STVAR-TREE. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2010. [cited 2020 Sep 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15888.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

SANTOS AJD. [en] TREE-STRUCTURE SMOOTH TRANSITION VECTOR AUTOREGRESSIVE MODELS – STVAR-TREE. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2010. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15888

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

5. Li, Jiang. Financial Mathematics Project.

Degree: MS, 2012, Worcester Polytechnic Institute

  This project describes the underlying principles of Modern Portfolio Theory, the Capital Asset Pricing Model (CAPM), and multi-factor models in detail, explores the process… (more)

Subjects/Keywords: Capital Asset Pricing Model; Modern Portfolio Theory; multi-factor models

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APA (6th Edition):

Li, J. (2012). Financial Mathematics Project. (Thesis). Worcester Polytechnic Institute. Retrieved from etd-042412-230508 ; https://digitalcommons.wpi.edu/etd-theses/263

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Jiang. “Financial Mathematics Project.” 2012. Thesis, Worcester Polytechnic Institute. Accessed September 26, 2020. etd-042412-230508 ; https://digitalcommons.wpi.edu/etd-theses/263.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Jiang. “Financial Mathematics Project.” 2012. Web. 26 Sep 2020.

Vancouver:

Li J. Financial Mathematics Project. [Internet] [Thesis]. Worcester Polytechnic Institute; 2012. [cited 2020 Sep 26]. Available from: etd-042412-230508 ; https://digitalcommons.wpi.edu/etd-theses/263.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li J. Financial Mathematics Project. [Thesis]. Worcester Polytechnic Institute; 2012. Available from: etd-042412-230508 ; https://digitalcommons.wpi.edu/etd-theses/263

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


RMIT University

6. Awan, O. Modelling the behaviour of arbitragers and speculators in the crude oil futures market.

Degree: 2015, RMIT University

 Since the crude oil futures price peaked at $147 per barrel, the role of speculators has come under tremendous scrutiny. The rise in oil price,… (more)

Subjects/Keywords: Fields of Research; Arbitragers; Speculators; Expected Spot Price; Arbitrage Price; Heterogeneous; Convenience Yield

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APA (6th Edition):

Awan, O. (2015). Modelling the behaviour of arbitragers and speculators in the crude oil futures market. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:161658

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Awan, O. “Modelling the behaviour of arbitragers and speculators in the crude oil futures market.” 2015. Thesis, RMIT University. Accessed September 26, 2020. http://researchbank.rmit.edu.au/view/rmit:161658.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Awan, O. “Modelling the behaviour of arbitragers and speculators in the crude oil futures market.” 2015. Web. 26 Sep 2020.

Vancouver:

Awan O. Modelling the behaviour of arbitragers and speculators in the crude oil futures market. [Internet] [Thesis]. RMIT University; 2015. [cited 2020 Sep 26]. Available from: http://researchbank.rmit.edu.au/view/rmit:161658.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Awan O. Modelling the behaviour of arbitragers and speculators in the crude oil futures market. [Thesis]. RMIT University; 2015. Available from: http://researchbank.rmit.edu.au/view/rmit:161658

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Virginia Tech

7. Ryan, Douglas William. A Comparison of Natural Gas Spot Price Linear Regression Forecasting Models.

Degree: MA, Economics, 2001, Virginia Tech

 The market for natural gas in the United States follows a yearly price pattern of high prices during the winter heating season and lows during… (more)

Subjects/Keywords: spot price; price forecasting; natural gas

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APA (6th Edition):

Ryan, D. W. (2001). A Comparison of Natural Gas Spot Price Linear Regression Forecasting Models. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/32681

Chicago Manual of Style (16th Edition):

Ryan, Douglas William. “A Comparison of Natural Gas Spot Price Linear Regression Forecasting Models.” 2001. Masters Thesis, Virginia Tech. Accessed September 26, 2020. http://hdl.handle.net/10919/32681.

MLA Handbook (7th Edition):

Ryan, Douglas William. “A Comparison of Natural Gas Spot Price Linear Regression Forecasting Models.” 2001. Web. 26 Sep 2020.

Vancouver:

Ryan DW. A Comparison of Natural Gas Spot Price Linear Regression Forecasting Models. [Internet] [Masters thesis]. Virginia Tech; 2001. [cited 2020 Sep 26]. Available from: http://hdl.handle.net/10919/32681.

Council of Science Editors:

Ryan DW. A Comparison of Natural Gas Spot Price Linear Regression Forecasting Models. [Masters Thesis]. Virginia Tech; 2001. Available from: http://hdl.handle.net/10919/32681


Texas Tech University

8. Elhelou, Rami. Effects of futures market manipulation on crude oil prices: An empirical examination.

Degree: Agiculture and Applied Economics, 2011, Texas Tech University

 Crude oil prices moved irregularly in the period leading to the financial meltdown in the beginning of 2008. This research paper deals with the explaining… (more)

Subjects/Keywords: Futures price; Spot price; Organization of Petroleum Exporting Countries (OPEC); Manipulation; Futures market

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Elhelou, R. (2011). Effects of futures market manipulation on crude oil prices: An empirical examination. (Thesis). Texas Tech University. Retrieved from http://hdl.handle.net/2346/ETD-TTU-2011-05-1380

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Elhelou, Rami. “Effects of futures market manipulation on crude oil prices: An empirical examination.” 2011. Thesis, Texas Tech University. Accessed September 26, 2020. http://hdl.handle.net/2346/ETD-TTU-2011-05-1380.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Elhelou, Rami. “Effects of futures market manipulation on crude oil prices: An empirical examination.” 2011. Web. 26 Sep 2020.

Vancouver:

Elhelou R. Effects of futures market manipulation on crude oil prices: An empirical examination. [Internet] [Thesis]. Texas Tech University; 2011. [cited 2020 Sep 26]. Available from: http://hdl.handle.net/2346/ETD-TTU-2011-05-1380.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Elhelou R. Effects of futures market manipulation on crude oil prices: An empirical examination. [Thesis]. Texas Tech University; 2011. Available from: http://hdl.handle.net/2346/ETD-TTU-2011-05-1380

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Dalhousie University

9. Al-Shakhs, Mohammed H. DAY- AHEAD MARGINAL PRICE FORECASTING OF ELECTRIC POWER SPOT MARKET USING INNOVATED FORECASTING APPROACHES.

Degree: Master of Applied Science, Department of Electrical & Computer Engineering, 2011, Dalhousie University

 Over the past several decades, many techniques and approaches have been proposed and implemented for load and price forecasting. The objective of all of these… (more)

Subjects/Keywords: Day-ahead Electric Power Price Forecasting; Electric Power Spot Market; Innovations

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APA (6th Edition):

Al-Shakhs, M. H. (2011). DAY- AHEAD MARGINAL PRICE FORECASTING OF ELECTRIC POWER SPOT MARKET USING INNOVATED FORECASTING APPROACHES. (Masters Thesis). Dalhousie University. Retrieved from http://hdl.handle.net/10222/13297

Chicago Manual of Style (16th Edition):

Al-Shakhs, Mohammed H. “DAY- AHEAD MARGINAL PRICE FORECASTING OF ELECTRIC POWER SPOT MARKET USING INNOVATED FORECASTING APPROACHES.” 2011. Masters Thesis, Dalhousie University. Accessed September 26, 2020. http://hdl.handle.net/10222/13297.

MLA Handbook (7th Edition):

Al-Shakhs, Mohammed H. “DAY- AHEAD MARGINAL PRICE FORECASTING OF ELECTRIC POWER SPOT MARKET USING INNOVATED FORECASTING APPROACHES.” 2011. Web. 26 Sep 2020.

Vancouver:

Al-Shakhs MH. DAY- AHEAD MARGINAL PRICE FORECASTING OF ELECTRIC POWER SPOT MARKET USING INNOVATED FORECASTING APPROACHES. [Internet] [Masters thesis]. Dalhousie University; 2011. [cited 2020 Sep 26]. Available from: http://hdl.handle.net/10222/13297.

Council of Science Editors:

Al-Shakhs MH. DAY- AHEAD MARGINAL PRICE FORECASTING OF ELECTRIC POWER SPOT MARKET USING INNOVATED FORECASTING APPROACHES. [Masters Thesis]. Dalhousie University; 2011. Available from: http://hdl.handle.net/10222/13297


New Jersey Institute of Technology

10. Otegbeye, Mojisola Kike. The floating contract between risk-averse supply chain partners in a volatile commodity price environment.

Degree: PhD, Mechanical and Industrial Engineering, 2010, New Jersey Institute of Technology

  In this dissertation, two separate but closely related decision making problems in environments of volatile commodity prices are addressed. In the first problem, a… (more)

Subjects/Keywords: Risk-averse; Contract; Supply chain; Procurement; Spot price volatility; Industrial Engineering

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APA (6th Edition):

Otegbeye, M. K. (2010). The floating contract between risk-averse supply chain partners in a volatile commodity price environment. (Doctoral Dissertation). New Jersey Institute of Technology. Retrieved from https://digitalcommons.njit.edu/dissertations/214

Chicago Manual of Style (16th Edition):

Otegbeye, Mojisola Kike. “The floating contract between risk-averse supply chain partners in a volatile commodity price environment.” 2010. Doctoral Dissertation, New Jersey Institute of Technology. Accessed September 26, 2020. https://digitalcommons.njit.edu/dissertations/214.

MLA Handbook (7th Edition):

Otegbeye, Mojisola Kike. “The floating contract between risk-averse supply chain partners in a volatile commodity price environment.” 2010. Web. 26 Sep 2020.

Vancouver:

Otegbeye MK. The floating contract between risk-averse supply chain partners in a volatile commodity price environment. [Internet] [Doctoral dissertation]. New Jersey Institute of Technology; 2010. [cited 2020 Sep 26]. Available from: https://digitalcommons.njit.edu/dissertations/214.

Council of Science Editors:

Otegbeye MK. The floating contract between risk-averse supply chain partners in a volatile commodity price environment. [Doctoral Dissertation]. New Jersey Institute of Technology; 2010. Available from: https://digitalcommons.njit.edu/dissertations/214

11. Reynolds, Harry M. An Investigation into the Characteristics and Causes of Monthly and Yearly Price Fluctuations of Spot Cotton at New York, New York, During the Period, 1911-1953.

Degree: 1954, North Texas State College

 This study endeavors to give an insight into the causes and characteristics of price fluctuations of spot cotton at New York, N.Y., for the period… (more)

Subjects/Keywords: spot cotton; price fluctuations

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APA (6th Edition):

Reynolds, H. M. (1954). An Investigation into the Characteristics and Causes of Monthly and Yearly Price Fluctuations of Spot Cotton at New York, New York, During the Period, 1911-1953. (Thesis). North Texas State College. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc163838/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Reynolds, Harry M. “An Investigation into the Characteristics and Causes of Monthly and Yearly Price Fluctuations of Spot Cotton at New York, New York, During the Period, 1911-1953.” 1954. Thesis, North Texas State College. Accessed September 26, 2020. https://digital.library.unt.edu/ark:/67531/metadc163838/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Reynolds, Harry M. “An Investigation into the Characteristics and Causes of Monthly and Yearly Price Fluctuations of Spot Cotton at New York, New York, During the Period, 1911-1953.” 1954. Web. 26 Sep 2020.

Vancouver:

Reynolds HM. An Investigation into the Characteristics and Causes of Monthly and Yearly Price Fluctuations of Spot Cotton at New York, New York, During the Period, 1911-1953. [Internet] [Thesis]. North Texas State College; 1954. [cited 2020 Sep 26]. Available from: https://digital.library.unt.edu/ark:/67531/metadc163838/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Reynolds HM. An Investigation into the Characteristics and Causes of Monthly and Yearly Price Fluctuations of Spot Cotton at New York, New York, During the Period, 1911-1953. [Thesis]. North Texas State College; 1954. Available from: https://digital.library.unt.edu/ark:/67531/metadc163838/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

12. RODRIGO LAGE DE SOUSA. [en] STRUCTURAL MODELLING APPLIED TO FORECAST THE SPOT PRICE OF ELECTRICAL ENERGY.

Degree: 2003, Pontifical Catholic University of Rio de Janeiro

[pt] Nesta tese, apresentam-se estratégias de modelagem envolvendo modelos estruturais para a previsão do preço spot de energia elétrica do subsistema do Sudeste-Brasil. Foi utilizada… (more)

Subjects/Keywords: [pt] FILTRO DE KALMAN; [en] KALMAN FILTER; [pt] PRECO SPOT DE ENERGIA ELETRICA; [en] SPOT PRICE OF ELECTRIC ENERGY; [pt] MODELAGEM ESTRUTURAL; [en] STRUCTURAL MODELS

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APA (6th Edition):

SOUSA, R. L. D. (2003). [en] STRUCTURAL MODELLING APPLIED TO FORECAST THE SPOT PRICE OF ELECTRICAL ENERGY. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3722

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

SOUSA, RODRIGO LAGE DE. “[en] STRUCTURAL MODELLING APPLIED TO FORECAST THE SPOT PRICE OF ELECTRICAL ENERGY.” 2003. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed September 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3722.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

SOUSA, RODRIGO LAGE DE. “[en] STRUCTURAL MODELLING APPLIED TO FORECAST THE SPOT PRICE OF ELECTRICAL ENERGY.” 2003. Web. 26 Sep 2020.

Vancouver:

SOUSA RLD. [en] STRUCTURAL MODELLING APPLIED TO FORECAST THE SPOT PRICE OF ELECTRICAL ENERGY. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2003. [cited 2020 Sep 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3722.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

SOUSA RLD. [en] STRUCTURAL MODELLING APPLIED TO FORECAST THE SPOT PRICE OF ELECTRICAL ENERGY. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2003. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3722

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

13. Antunes, Vera Cristina Vaz. Quality and timing option value in US treasury bond futures markets.

Degree: 2012, RCAAP

Mestrado em Finanças

This dissertation describes a quasi-analytical solution to price bond futures with delivery options in the context of stochastic interest rates, assuming that… (more)

Subjects/Keywords: Quality option; Timing option; Gaussian HJM multi-factor models; Future contracts; Quality option; Timing option; Modelos HJM multifactoriais; Contratos de futuros

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Antunes, V. C. V. (2012). Quality and timing option value in US treasury bond futures markets. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/3957

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Antunes, Vera Cristina Vaz. “Quality and timing option value in US treasury bond futures markets.” 2012. Thesis, RCAAP. Accessed September 26, 2020. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/3957.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Antunes, Vera Cristina Vaz. “Quality and timing option value in US treasury bond futures markets.” 2012. Web. 26 Sep 2020.

Vancouver:

Antunes VCV. Quality and timing option value in US treasury bond futures markets. [Internet] [Thesis]. RCAAP; 2012. [cited 2020 Sep 26]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/3957.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Antunes VCV. Quality and timing option value in US treasury bond futures markets. [Thesis]. RCAAP; 2012. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/3957

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

14. TSENG, Miao-lien. An Economic Cycle-based Multi-factor Alpha Modelâ with Application in the Taiwan Market.

Degree: Master, Finance, 2012, NSYSU

 This study aims to find an effective linear combination of factors in different economic cycle periods and then construct two factor timing multi-factor alpha models,… (more)

Subjects/Keywords: Quantitative investment; Factor timing; Multi-factor model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

TSENG, M. (2012). An Economic Cycle-based Multi-factor Alpha Modelâ with Application in the Taiwan Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0811112-194634

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

TSENG, Miao-lien. “An Economic Cycle-based Multi-factor Alpha Modelâ with Application in the Taiwan Market.” 2012. Thesis, NSYSU. Accessed September 26, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0811112-194634.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

TSENG, Miao-lien. “An Economic Cycle-based Multi-factor Alpha Modelâ with Application in the Taiwan Market.” 2012. Web. 26 Sep 2020.

Vancouver:

TSENG M. An Economic Cycle-based Multi-factor Alpha Modelâ with Application in the Taiwan Market. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 Sep 26]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0811112-194634.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

TSENG M. An Economic Cycle-based Multi-factor Alpha Modelâ with Application in the Taiwan Market. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0811112-194634

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Guelph

15. Melnychuk, Amie. Multi-Temporal Crop Classification Using a Decision Tree in a Southern Ontario Agricultural Region.

Degree: MS, Department of Geography, 2012, University of Guelph

 Identifying landuse management practices is important for detecting landuse change and impacts on the surrounding landscape. The Ontario Ministry of Agriculture and Rural A airs… (more)

Subjects/Keywords: multi-sensor; crop classification; decision tree; maximum likelihood classifier; multi-temporal; Landsat-5; SPOT-5; SPOT-4

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APA (6th Edition):

Melnychuk, A. (2012). Multi-Temporal Crop Classification Using a Decision Tree in a Southern Ontario Agricultural Region. (Masters Thesis). University of Guelph. Retrieved from https://atrium.lib.uoguelph.ca/xmlui/handle/10214/4037

Chicago Manual of Style (16th Edition):

Melnychuk, Amie. “Multi-Temporal Crop Classification Using a Decision Tree in a Southern Ontario Agricultural Region.” 2012. Masters Thesis, University of Guelph. Accessed September 26, 2020. https://atrium.lib.uoguelph.ca/xmlui/handle/10214/4037.

MLA Handbook (7th Edition):

Melnychuk, Amie. “Multi-Temporal Crop Classification Using a Decision Tree in a Southern Ontario Agricultural Region.” 2012. Web. 26 Sep 2020.

Vancouver:

Melnychuk A. Multi-Temporal Crop Classification Using a Decision Tree in a Southern Ontario Agricultural Region. [Internet] [Masters thesis]. University of Guelph; 2012. [cited 2020 Sep 26]. Available from: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/4037.

Council of Science Editors:

Melnychuk A. Multi-Temporal Crop Classification Using a Decision Tree in a Southern Ontario Agricultural Region. [Masters Thesis]. University of Guelph; 2012. Available from: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/4037


Penn State University

16. Kurucak, Abdurrahman. Estimating the Value of an Energy Exchange For Turkey.

Degree: 2013, Penn State University

 The new Electricity Market Law of Turkey was enacted very recently in March 2013. The law builds the legal framework for the establishment on an… (more)

Subjects/Keywords: energy; electricity market; spot price model; forward price model; optimal purchase strategy; Turkish electricity market; Turkey

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kurucak, A. (2013). Estimating the Value of an Energy Exchange For Turkey. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/19169

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kurucak, Abdurrahman. “Estimating the Value of an Energy Exchange For Turkey.” 2013. Thesis, Penn State University. Accessed September 26, 2020. https://submit-etda.libraries.psu.edu/catalog/19169.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kurucak, Abdurrahman. “Estimating the Value of an Energy Exchange For Turkey.” 2013. Web. 26 Sep 2020.

Vancouver:

Kurucak A. Estimating the Value of an Energy Exchange For Turkey. [Internet] [Thesis]. Penn State University; 2013. [cited 2020 Sep 26]. Available from: https://submit-etda.libraries.psu.edu/catalog/19169.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kurucak A. Estimating the Value of an Energy Exchange For Turkey. [Thesis]. Penn State University; 2013. Available from: https://submit-etda.libraries.psu.edu/catalog/19169

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

17. Boström, Christoffer. Optimization of a Household Battery Storage : The Value of Load Shift.

Degree: Solid State Physics, 2016, Uppsala University

  Sweden’s energy system is facing major changes in the near future in order to reducecarbon emissions and to switch to sustainable energy sources. PV… (more)

Subjects/Keywords: Battery Storage; Load Shift; Energy; Photovoltaic; Optimization; Solar Power; Spot Price; Peak Price; Electricity; Power Management; Smart Services

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Boström, C. (2016). Optimization of a Household Battery Storage : The Value of Load Shift. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298417

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Boström, Christoffer. “Optimization of a Household Battery Storage : The Value of Load Shift.” 2016. Thesis, Uppsala University. Accessed September 26, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298417.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Boström, Christoffer. “Optimization of a Household Battery Storage : The Value of Load Shift.” 2016. Web. 26 Sep 2020.

Vancouver:

Boström C. Optimization of a Household Battery Storage : The Value of Load Shift. [Internet] [Thesis]. Uppsala University; 2016. [cited 2020 Sep 26]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298417.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Boström C. Optimization of a Household Battery Storage : The Value of Load Shift. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298417

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

18. Palomino, Josiane Mayara Gil. Formação de preço de energia elétrica gerada por biomassa no Ambiente de Contratação Livre brasileiro: uma abordagem computacional baseada em agentes.

Degree: Mestrado, Economia Aplicada, 2009, University of São Paulo

A produção de energia elétrica em usinas de açúcar e álcool em sistema de co-geração tendo como combustível o bagaço da cana-de-açúcar é uma prática… (more)

Subjects/Keywords: ACL; ACL; ACR; ACR; Co-geração; Cogeneration; Preço de Liquidação das Diferenças; Spot price

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Palomino, J. M. G. (2009). Formação de preço de energia elétrica gerada por biomassa no Ambiente de Contratação Livre brasileiro: uma abordagem computacional baseada em agentes. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/96/96131/tde-29042009-100742/ ;

Chicago Manual of Style (16th Edition):

Palomino, Josiane Mayara Gil. “Formação de preço de energia elétrica gerada por biomassa no Ambiente de Contratação Livre brasileiro: uma abordagem computacional baseada em agentes.” 2009. Masters Thesis, University of São Paulo. Accessed September 26, 2020. http://www.teses.usp.br/teses/disponiveis/96/96131/tde-29042009-100742/ ;.

MLA Handbook (7th Edition):

Palomino, Josiane Mayara Gil. “Formação de preço de energia elétrica gerada por biomassa no Ambiente de Contratação Livre brasileiro: uma abordagem computacional baseada em agentes.” 2009. Web. 26 Sep 2020.

Vancouver:

Palomino JMG. Formação de preço de energia elétrica gerada por biomassa no Ambiente de Contratação Livre brasileiro: uma abordagem computacional baseada em agentes. [Internet] [Masters thesis]. University of São Paulo; 2009. [cited 2020 Sep 26]. Available from: http://www.teses.usp.br/teses/disponiveis/96/96131/tde-29042009-100742/ ;.

Council of Science Editors:

Palomino JMG. Formação de preço de energia elétrica gerada por biomassa no Ambiente de Contratação Livre brasileiro: uma abordagem computacional baseada em agentes. [Masters Thesis]. University of São Paulo; 2009. Available from: http://www.teses.usp.br/teses/disponiveis/96/96131/tde-29042009-100742/ ;


NSYSU

19. Huang, Tang-Ling. Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan.

Degree: Master, Finance, 2014, NSYSU

 Baltic dry index (BDI) has a close connection with shipping market. Because BDI is not only a comprehensive freight index of bulk raw materials, but… (more)

Subjects/Keywords: Baltic dry index; coal spot price; financial tsunami; Taiwan shipping category index; cointergation test

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Huang, T. (2014). Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625114-005809

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, Tang-Ling. “Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan.” 2014. Thesis, NSYSU. Accessed September 26, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625114-005809.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, Tang-Ling. “Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan.” 2014. Web. 26 Sep 2020.

Vancouver:

Huang T. Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan. [Internet] [Thesis]. NSYSU; 2014. [cited 2020 Sep 26]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625114-005809.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang T. Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625114-005809

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Halmstad University

20. Ghebre, Temesghen Tesfazghi. The Viability of Installing Mid-Size PV Solar Parks in Sweden : "A paper that evaluates the economic viability of installing mid-size PV solar parks ranging from 250 kW to 2 MW in the village of Åled.".

Degree: Engineering and Science, 2017, Halmstad University

  The ambition of the Swedish government is rapidly concentrating on the development of the renewable energy systems especially on wind energy, bio energy and… (more)

Subjects/Keywords: PVsolar park; system design parameters; financial analysis; electricity spot price; Energy Systems; Energisystem

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ghebre, T. T. (2017). The Viability of Installing Mid-Size PV Solar Parks in Sweden : "A paper that evaluates the economic viability of installing mid-size PV solar parks ranging from 250 kW to 2 MW in the village of Åled.". (Thesis). Halmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-33931

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ghebre, Temesghen Tesfazghi. “The Viability of Installing Mid-Size PV Solar Parks in Sweden : "A paper that evaluates the economic viability of installing mid-size PV solar parks ranging from 250 kW to 2 MW in the village of Åled.".” 2017. Thesis, Halmstad University. Accessed September 26, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-33931.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ghebre, Temesghen Tesfazghi. “The Viability of Installing Mid-Size PV Solar Parks in Sweden : "A paper that evaluates the economic viability of installing mid-size PV solar parks ranging from 250 kW to 2 MW in the village of Åled.".” 2017. Web. 26 Sep 2020.

Vancouver:

Ghebre TT. The Viability of Installing Mid-Size PV Solar Parks in Sweden : "A paper that evaluates the economic viability of installing mid-size PV solar parks ranging from 250 kW to 2 MW in the village of Åled.". [Internet] [Thesis]. Halmstad University; 2017. [cited 2020 Sep 26]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-33931.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ghebre TT. The Viability of Installing Mid-Size PV Solar Parks in Sweden : "A paper that evaluates the economic viability of installing mid-size PV solar parks ranging from 250 kW to 2 MW in the village of Åled.". [Thesis]. Halmstad University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-33931

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

21. Lindberg, Johan. A Time Series Forecast of the Electrical Spot Price : Time series analysis applied to the Nordic power market.

Degree: Physics, 2011, Umeå University

  In this report six different models for predicting the electrical spot price on the Nordic power exchange, Nord Pool, are developed and compared. They… (more)

Subjects/Keywords: Time series analysis; SARIMA; Nord Pool; Spot price; Forecast; Mathematical statistics; Matematisk statistik

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lindberg, J. (2011). A Time Series Forecast of the Electrical Spot Price : Time series analysis applied to the Nordic power market. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lindberg, Johan. “A Time Series Forecast of the Electrical Spot Price : Time series analysis applied to the Nordic power market.” 2011. Thesis, Umeå University. Accessed September 26, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lindberg, Johan. “A Time Series Forecast of the Electrical Spot Price : Time series analysis applied to the Nordic power market.” 2011. Web. 26 Sep 2020.

Vancouver:

Lindberg J. A Time Series Forecast of the Electrical Spot Price : Time series analysis applied to the Nordic power market. [Internet] [Thesis]. Umeå University; 2011. [cited 2020 Sep 26]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lindberg J. A Time Series Forecast of the Electrical Spot Price : Time series analysis applied to the Nordic power market. [Thesis]. Umeå University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Delft University of Technology

22. Liu, S. (author). Determinants of forward risk premium: An empirical analysis of the Spanish electricity market.

Degree: 2015, Delft University of Technology

This thesis contributed to the literature analyzing the functioning of deregulated wholesale electricity markets. In particular, it focused on the empirical analysis of ex-post forward… (more)

Subjects/Keywords: electricity markets; spot and forward prices; price formation; risk premium; OMIE & OMIP

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APA (6th Edition):

Liu, S. (. (2015). Determinants of forward risk premium: An empirical analysis of the Spanish electricity market. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:1b8f60d1-d490-4030-a9d9-329d2075c9ac

Chicago Manual of Style (16th Edition):

Liu, S (author). “Determinants of forward risk premium: An empirical analysis of the Spanish electricity market.” 2015. Masters Thesis, Delft University of Technology. Accessed September 26, 2020. http://resolver.tudelft.nl/uuid:1b8f60d1-d490-4030-a9d9-329d2075c9ac.

MLA Handbook (7th Edition):

Liu, S (author). “Determinants of forward risk premium: An empirical analysis of the Spanish electricity market.” 2015. Web. 26 Sep 2020.

Vancouver:

Liu S(. Determinants of forward risk premium: An empirical analysis of the Spanish electricity market. [Internet] [Masters thesis]. Delft University of Technology; 2015. [cited 2020 Sep 26]. Available from: http://resolver.tudelft.nl/uuid:1b8f60d1-d490-4030-a9d9-329d2075c9ac.

Council of Science Editors:

Liu S(. Determinants of forward risk premium: An empirical analysis of the Spanish electricity market. [Masters Thesis]. Delft University of Technology; 2015. Available from: http://resolver.tudelft.nl/uuid:1b8f60d1-d490-4030-a9d9-329d2075c9ac


NSYSU

23. Lin, Jhao-Yi. Wide-wavelength Range Spot Size Converter Integrated of Electroabsorption Modulator.

Degree: Master, Electro-Optical Engineering, 2012, NSYSU

 High efficient optical spot size converter (SSC) is one of the most important building blocks for dense optical interconnection network and high-speed optical fiber communications… (more)

Subjects/Keywords: Resonant point; Direction coupler; Spot size converter; Multi-section; Effective index

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APA (6th Edition):

Lin, J. (2012). Wide-wavelength Range Spot Size Converter Integrated of Electroabsorption Modulator. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0903112-144652

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lin, Jhao-Yi. “Wide-wavelength Range Spot Size Converter Integrated of Electroabsorption Modulator.” 2012. Thesis, NSYSU. Accessed September 26, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0903112-144652.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lin, Jhao-Yi. “Wide-wavelength Range Spot Size Converter Integrated of Electroabsorption Modulator.” 2012. Web. 26 Sep 2020.

Vancouver:

Lin J. Wide-wavelength Range Spot Size Converter Integrated of Electroabsorption Modulator. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 Sep 26]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0903112-144652.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin J. Wide-wavelength Range Spot Size Converter Integrated of Electroabsorption Modulator. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0903112-144652

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

24. Zhang, Xiang. DIMENSIONAL ANALYSIS BASED CFD MODELLING FOR POWER TRANSFORMERS.

Degree: 2017, University of Manchester

 Reliable thermal modelling approaches are crucial to transformer thermal design and operation. The highest temperature in the winding, usually referred to as the hot-spot temperature,… (more)

Subjects/Keywords: Dimensional Analysis; CFD; Transformer; Thermal Modelling; Flow Distribution; Pressure Drop; Hot-Spot Temperature; Hot-Spot Factor

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhang, X. (2017). DIMENSIONAL ANALYSIS BASED CFD MODELLING FOR POWER TRANSFORMERS. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:310519

Chicago Manual of Style (16th Edition):

Zhang, Xiang. “DIMENSIONAL ANALYSIS BASED CFD MODELLING FOR POWER TRANSFORMERS.” 2017. Doctoral Dissertation, University of Manchester. Accessed September 26, 2020. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:310519.

MLA Handbook (7th Edition):

Zhang, Xiang. “DIMENSIONAL ANALYSIS BASED CFD MODELLING FOR POWER TRANSFORMERS.” 2017. Web. 26 Sep 2020.

Vancouver:

Zhang X. DIMENSIONAL ANALYSIS BASED CFD MODELLING FOR POWER TRANSFORMERS. [Internet] [Doctoral dissertation]. University of Manchester; 2017. [cited 2020 Sep 26]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:310519.

Council of Science Editors:

Zhang X. DIMENSIONAL ANALYSIS BASED CFD MODELLING FOR POWER TRANSFORMERS. [Doctoral Dissertation]. University of Manchester; 2017. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:310519


University of Manchester

25. Zhang, Xiang. Dimensional analysis based CFD modelling for power transformers.

Degree: PhD, 2017, University of Manchester

 Reliable thermal modelling approaches are crucial to transformer thermal design and operation. The highest temperature in the winding, usually referred to as the hot-spot temperature,… (more)

Subjects/Keywords: Pressure Drop; Hot-Spot Factor; Hot-Spot Temperature; Flow Distribution; Thermal Modelling; Transformer; CFD; Dimensional Analysis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhang, X. (2017). Dimensional analysis based CFD modelling for power transformers. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/dimensional-analysis-based-cfd-modelling-for-power-transformers(49cac27d-38b9-4f23-a6ec-b5106422420c).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.756830

Chicago Manual of Style (16th Edition):

Zhang, Xiang. “Dimensional analysis based CFD modelling for power transformers.” 2017. Doctoral Dissertation, University of Manchester. Accessed September 26, 2020. https://www.research.manchester.ac.uk/portal/en/theses/dimensional-analysis-based-cfd-modelling-for-power-transformers(49cac27d-38b9-4f23-a6ec-b5106422420c).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.756830.

MLA Handbook (7th Edition):

Zhang, Xiang. “Dimensional analysis based CFD modelling for power transformers.” 2017. Web. 26 Sep 2020.

Vancouver:

Zhang X. Dimensional analysis based CFD modelling for power transformers. [Internet] [Doctoral dissertation]. University of Manchester; 2017. [cited 2020 Sep 26]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/dimensional-analysis-based-cfd-modelling-for-power-transformers(49cac27d-38b9-4f23-a6ec-b5106422420c).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.756830.

Council of Science Editors:

Zhang X. Dimensional analysis based CFD modelling for power transformers. [Doctoral Dissertation]. University of Manchester; 2017. Available from: https://www.research.manchester.ac.uk/portal/en/theses/dimensional-analysis-based-cfd-modelling-for-power-transformers(49cac27d-38b9-4f23-a6ec-b5106422420c).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.756830

26. Li, Yihan. GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach.

Degree: Thesis (M.S.), 2013, Ball State University

 Forecasting volatility with precision in financial market is very important. This paper examines the use of various forms of GARCH models for forecasting volatility. Three… (more)

Subjects/Keywords: GARCH model; Stock price forecasting  – Japan  – Mathematical models; Stock price forecasting  – United States  – Mathematical models; Stock price forecasting  – Germany  – Mathematical models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Li, Y. (2013). GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach. (Masters Thesis). Ball State University. Retrieved from http://cardinalscholar.bsu.edu/handle/123456789/197166

Chicago Manual of Style (16th Edition):

Li, Yihan. “GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach.” 2013. Masters Thesis, Ball State University. Accessed September 26, 2020. http://cardinalscholar.bsu.edu/handle/123456789/197166.

MLA Handbook (7th Edition):

Li, Yihan. “GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach.” 2013. Web. 26 Sep 2020.

Vancouver:

Li Y. GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach. [Internet] [Masters thesis]. Ball State University; 2013. [cited 2020 Sep 26]. Available from: http://cardinalscholar.bsu.edu/handle/123456789/197166.

Council of Science Editors:

Li Y. GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach. [Masters Thesis]. Ball State University; 2013. Available from: http://cardinalscholar.bsu.edu/handle/123456789/197166


NSYSU

27. HSU, min-hsiang. Stock Selection Performance Analysis using Multi-Factor Model in Taiwan.

Degree: Master, Finance, 2008, NSYSU

 The objective of this study is to discover the sources of securities return in forecasting stock return from different sides of potential factors including fundamental… (more)

Subjects/Keywords: market neutral strategy; risk factor; common factor; multi-factor model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

HSU, m. (2008). Stock Selection Performance Analysis using Multi-Factor Model in Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0722108-200701

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

HSU, min-hsiang. “Stock Selection Performance Analysis using Multi-Factor Model in Taiwan.” 2008. Thesis, NSYSU. Accessed September 26, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0722108-200701.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

HSU, min-hsiang. “Stock Selection Performance Analysis using Multi-Factor Model in Taiwan.” 2008. Web. 26 Sep 2020.

Vancouver:

HSU m. Stock Selection Performance Analysis using Multi-Factor Model in Taiwan. [Internet] [Thesis]. NSYSU; 2008. [cited 2020 Sep 26]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0722108-200701.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

HSU m. Stock Selection Performance Analysis using Multi-Factor Model in Taiwan. [Thesis]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0722108-200701

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Texas – Austin

28. Yu, Haitao, M.S.C.R.P. Transit proximity effects : Capital MetroRail and its impact on land prices in Austin, Texas.

Degree: MSin Community and Regional Planning, Community and Regional Planning, 2015, University of Texas – Austin

 Since its first operation in 2010, the 32-mile Austin Capital MetroRail has connected downtown Austin to the city of Leander with 9 stations operating in… (more)

Subjects/Keywords: Hedonic models; Transit premium; Land price

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yu, Haitao, M. S. C. R. P. (2015). Transit proximity effects : Capital MetroRail and its impact on land prices in Austin, Texas. (Masters Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/32250

Chicago Manual of Style (16th Edition):

Yu, Haitao, M S C R P. “Transit proximity effects : Capital MetroRail and its impact on land prices in Austin, Texas.” 2015. Masters Thesis, University of Texas – Austin. Accessed September 26, 2020. http://hdl.handle.net/2152/32250.

MLA Handbook (7th Edition):

Yu, Haitao, M S C R P. “Transit proximity effects : Capital MetroRail and its impact on land prices in Austin, Texas.” 2015. Web. 26 Sep 2020.

Vancouver:

Yu, Haitao MSCRP. Transit proximity effects : Capital MetroRail and its impact on land prices in Austin, Texas. [Internet] [Masters thesis]. University of Texas – Austin; 2015. [cited 2020 Sep 26]. Available from: http://hdl.handle.net/2152/32250.

Council of Science Editors:

Yu, Haitao MSCRP. Transit proximity effects : Capital MetroRail and its impact on land prices in Austin, Texas. [Masters Thesis]. University of Texas – Austin; 2015. Available from: http://hdl.handle.net/2152/32250


Hong Kong University of Science and Technology

29. Xiao, Zizhuang ACCT. Strategic timing in analyst forecasts.

Degree: 2016, Hong Kong University of Science and Technology

 Strategically timing the desirable forecast revisions with investors' attention would enhance analysts influence on the market. In this study, I document that analysts show off… (more)

Subjects/Keywords: Stock price forecasting ; Mathematical models ; Investment analysis

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APA (6th Edition):

Xiao, Z. A. (2016). Strategic timing in analyst forecasts. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-96302 ; https://doi.org/10.14711/thesis-b1627988 ; http://repository.ust.hk/ir/bitstream/1783.1-96302/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Xiao, Zizhuang ACCT. “Strategic timing in analyst forecasts.” 2016. Thesis, Hong Kong University of Science and Technology. Accessed September 26, 2020. http://repository.ust.hk/ir/Record/1783.1-96302 ; https://doi.org/10.14711/thesis-b1627988 ; http://repository.ust.hk/ir/bitstream/1783.1-96302/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Xiao, Zizhuang ACCT. “Strategic timing in analyst forecasts.” 2016. Web. 26 Sep 2020.

Vancouver:

Xiao ZA. Strategic timing in analyst forecasts. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2016. [cited 2020 Sep 26]. Available from: http://repository.ust.hk/ir/Record/1783.1-96302 ; https://doi.org/10.14711/thesis-b1627988 ; http://repository.ust.hk/ir/bitstream/1783.1-96302/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Xiao ZA. Strategic timing in analyst forecasts. [Thesis]. Hong Kong University of Science and Technology; 2016. Available from: http://repository.ust.hk/ir/Record/1783.1-96302 ; https://doi.org/10.14711/thesis-b1627988 ; http://repository.ust.hk/ir/bitstream/1783.1-96302/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Stirling

30. Tsakou, Katina. Essays on financial volatility forecasting.

Degree: PhD, 2016, University of Stirling

 The accurate estimation and forecasting of volatility is of utmost importance for anyone who participates in the financial market as it affects the whole financial… (more)

Subjects/Keywords: 332.01; Finance – Mathematical models; Stock price forecasting

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Tsakou, K. (2016). Essays on financial volatility forecasting. (Doctoral Dissertation). University of Stirling. Retrieved from http://hdl.handle.net/1893/25403

Chicago Manual of Style (16th Edition):

Tsakou, Katina. “Essays on financial volatility forecasting.” 2016. Doctoral Dissertation, University of Stirling. Accessed September 26, 2020. http://hdl.handle.net/1893/25403.

MLA Handbook (7th Edition):

Tsakou, Katina. “Essays on financial volatility forecasting.” 2016. Web. 26 Sep 2020.

Vancouver:

Tsakou K. Essays on financial volatility forecasting. [Internet] [Doctoral dissertation]. University of Stirling; 2016. [cited 2020 Sep 26]. Available from: http://hdl.handle.net/1893/25403.

Council of Science Editors:

Tsakou K. Essays on financial volatility forecasting. [Doctoral Dissertation]. University of Stirling; 2016. Available from: http://hdl.handle.net/1893/25403

[1] [2] [3] [4] [5] … [1990]

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