• Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions. 

  Jrideh, Khaled (2023-05-26)

  The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, ...

• The effect of inflation expectations and other factors on Bitcoin pricing 

  Drengsgaard, Niklas; Smith, Rickard (2023-03-06)

  The purpose of this study is to further contribute to the understanding of Bitcoin pricing. We use inflation expectations as our variable of interest and control for what has shown significance in the past and discuss its ...

• Hållbara och mindre hållbara fonder 

  Björkman, Gustav; Liffner, Martin (2023-02-13)

  Finansmarknaden är i ständig rörelse. På 1600-talet var tulpaner eftertraktat. Människor sålde sina markområden och hem för att köpa tulpaner. Vad som efterfrågas på finansmarknaden beror på trender och sociala normer. På ...

• A valuation of Swedish hedge fund performance 

  Grönqvist, Elis; Wennerström, Johan (2023-02-09)

  In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium ...

• A test of the Environmental Kuznets Curve in the Nordic countries 

  Kazemi, Anthon; Laurin, Nora (2023-02-09)

  Climate change arising from global warming is an important issue for the global community to resolve for the prospect of a sustainable future. It is therefore crucial to gain understanding in how nations can contain the ...

• Hållbara investeringar – Är det lönsamt att investera hållbart? 

  Badenfors, Carl; Jörgensen, Gustaf (2023-02-09)

  För att försöka svara på frågan om det är lönsamt att investera hållbarhet har svenska fonder med ett betyg från Morningstar Sustainability rating, vilket är ett hållbarhets betyg som publicerades på marknaden 2016, ...

• Spatial Price Equilibrium in the World Natural Gas Market 

  Lahoni, Linava; Malmgren, Mattias (2023-02-09)

  Characteristic for the world natural gas market is that the markets in different continents are not completely integrated. In some cases, this leads to exceptionally large price differences. There are two reasons for this; ...

• Regional electricity price effect on industry location - Sweden’s 2011 electricity market split 

  Hardless, Christian; Sentayehu, Jordanos (2023-02-09)

  In November 2011, a reform split the Swedish electricity market into four price zones and made it possible for different parts of the country to have different electricity prices. For industries where electricity constitutes ...

• Relationen mellan inflation och ekonomisk tillväxt: Bevis från fyra länder i Sydasien 

  Daved, Louis (2023-02-09)

  I denna avhandling har en autoregressiv distribuerad lagmodell (ARDL) använts för att analysera sambandet mellan ekonomisk tillväxt och inflation i fyra sydasiatiska länder med hjälp av årliga data. Huvudsyftet var att ...

• Laddstolpar och bonus malus-systemets effekt på andelen elbilar och hybrider i Sverige 2013–2021 

  Hansson, Jonathan; Pedersen, Samuel (2023-02-09)

  Global warming caused by greenhouse gas emissions is the greatest threat facing our planet today. The electrification of the transportation sector is an important step in reducing carbon dioxide emissions, as transports ...

• Är skatter effektiva för att minska konsumtion av plastpåsar? - En kvantitativ studie som visar förändring i konsumtionen av plastpåsar efter implementeringen av styrmedel runt om i världen under år 2018 och 2019 

  Gan, Yiming; Jensen Metsler, Tetiana (2022-09-14)

  Plastic waste is one of the biggest challenges facing people around the world. It is a global problem that needs immediate solutions. In this study, we focus on the consumption of plastic bags. Plastic bags are cheap and ...

• Idrottens betydelse, nationella effekter av sportslig framgång. 

  Hård, David; Pettersson, Oscar (2022-09-05)

  The connection between sports and economy is widely discussed in many different fields and circumstances. However, the discussions usually regard the effect that money has on sports, rather than the other way around. Setting ...

• Nedstängda samhällen - försämrad skolgång? 

  Bergander, William; Brattlund, Viking (2022-09-05)

  This paper is researching the economic impact of Covid-19 restrictions on the performance of students in primary school in what are broadly categorized as low- and middle-income countries by the World Bank. This is done ...

• Closing the skills gap - A study of the ICT-sector and the higher education system in Mauritius 

  Olsson Radda, Laura; Rydhem, Alicia (2022-09-05)

  The Information and Communication Technology (ICT) sector is expanding rapidly in many parts of the world. In Mauritius, the demand for skilled labour in ICT exceeds the supply. This mismatch between supply and demand has ...

• Hysteresis fakta eller fiktion - en studie om arbetslöshet i Sverige 

  Blomström, Felix; Jerksten, Linus (2022-07-14)

  Hysteresis is an often discussed phenomenon in the field of labor economics. Hysteresis is theoretically defined as a temporary decline in labor demand, which lingers and creates a permanent higher rate of unemployment. ...

• Utsläppsrätter under fas 3 

  Ekholm, Sofia; Tilly, Jessica (2022-07-12)

  There is a threat to the climate when pollution is constantly increasing with an expansion of human activity. To prevent more damage to the climate, the Kyoto Protocol established legally binding targets of greenhouse gas ...

• Värdet av god miljöstatus i Västerhavet och svenska Östersjön - Svenskarnas betalningsvilja genom en skatt. 

  Hermansson, Sandra; Tolén, Gabriella (2022-07-08)

  This study aims to examine the value of good environmental status in the Swedish parts of the North and Baltic Sea. To achieve this we analyze swedes’ WTP (willingness to pay) through a tax by examining a CV survey made ...

• Central Banks' Effect on Bitcoin Returns: An Event Study 

  Lundqvist, Filip; Olivefors, Christian (2022-07-08)

  Bitcoin has become established in the financial system and has a volatile price development. Lacking trust in the financial system and monetary policy has led to increased adoption of Bitcoin. The regulation of Bitcoin can ...

• Renewable Energy Generation and its Effect on Electricity Prices - A case study of Germany 

  Lindbom, Andreas; Olsson, Natalia (2022-07-08)

  The implementation of renewable energy sources should, according to economic theory, reduce electricity prices. The main reason behind this is the merit order effect, which describes the sequence of contributions from ...

• Phasing out natural gas in the EU. A cost-benefit analysis comparing different timeframes of phase-out. 

  Frankenberg, Vera; Malmberg, Elina (2022-07-08)

  The EU has, in response to the rising climate crisis, Russia’s war in Ukraine, and the high price of natural gas, decided to reduce its consumption of natural gas. This decision has initiated more depth in the discussion ...

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