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Volatility Forecasting An Empirical Study on Bitcoin Using Garch and Stochastic Volatility models

Cryptocurrencies are on the rise, with new financial assets, new frameworks need to be developed. This thesis sets out to the examine the GARCH(1,1), the bivariate-BEKK(1,1), and the Standard stochastic volatility model’s volatility forecasting performance on BTC/USD, where the bivariate model is estimated on both BTC/USD and ETH/USD closing price data. Furthermore, three loss functions are used t

Solar power and storage with heat battery

Detta examensarbete ger en ̈oversiktsbild av projektet Solstice. Det berättar om projektets ursprung, det nuvarande stadiet projektet befinner sig i samt dess framtida potential. Konsekvensen av detta ̈ar en mycket mångfacetterad rapport som ̊aterspeglar hur nyutvecklad energiteknik avser att avfossilisera energimarknaden och minska effekterna av klimatförändringarna. Solstice ̈ar en produkt som kThis thesis provides an overview of the project Solstice. It tells its origin, the present stage and its potential future. The consequence of this is a very multifaceted thesis which tells the story of a newly developed energy technology that aims to defossilize the energy market and mitigate the effects of climate change. Solstice is a product that concentrates sunlight and via a newly developed

Social Needs in the Urban Environment: How social needs are perceived in the urban environment of Malmö, Sweden according to geographical location.

The sociology of urban space is a field lacking in research and debate. Acknowledging that this is a matter with which all individuals interact, it is therefore curious as to why. This thesis argues that urban space in Malmö is not being utilised to its fullest potential and through simple attention to the social reality of humans, this could be achieved. In a thorough study of eight different soc

”Om ett träd bränns utan att någon räknar utsläppen…” En studie av relationen mellan vetenskap och beslutsfattande i EU:s ramverk för förnybar energi; REDII

This study examines the influence of scientific knowledge in rule-making processes aimed at reducing greenhouse gas emissions in the European Union. Specifically, the paper examines the case of regulation on forest biomass in the revised Renewable Energy Directive from 2018. Through the method of process-tracing, the paper seeks to explain the science-policy interface in the case. The so called “u

Last Minute Bidding on Tradera

In online auctions bidding frequency tends to increase towards the last minutes of the auction. This thesis investigates why bidders might choose to engage in last minute bidding, sniping, in Tradera auctions (Tradera is a Swedish subsidiary of eBay). Tradera uses a hard-close rule and a second-price rule. In hard-close auctions the dead-line occurs at a specific time, after which new bids are not

Cost Efficient Scrap Metal Sourcing

The steel industry in Sweden is responsible for 10% of the annual Swedish CO2 emissions. As a way to abate this sector, H2 Green Steel are establishing a new green steel production site in Boden. Their way of producing steel, through the EAF route and by using hydrogen-reduced DRI will reduce the CO2 emissions by over 90%. Besides iron ore, steel scrap is the most important input raw material for

Strategic decisions : behavioral differences between CEOs and others

We study whether CEOs of private firms differ from other people with regard to their strategic decisions and beliefs about others’ strategy choices. Such differences are interesting since CEOs make decisions that are economically more relevant, because they affect not only their own utility or the well-being of household members, but the utility of many stakeholders inside and outside of the organ

Language and The Language of Thought- A linguistic perspective on the philosophy of Fodor

The status of folk psychology and its concepts has come under scrutiny in contemporary philosophy of mind and psychology (cf. Ryle 1949; Nisbett and Wilson 1977; Churchland 1986; Dennett 1987, 1991). In an attempt to unify a naturalized view of the mind with folk psychology, Fodor (1975) presented The Language of Thought Hypothesis (LoT) ? a hypothesis stating that thought and thinking are carrie

The unfolding of agency autonomy over time : The Swedish Social Insurance Agency 2003-2015

The literature on agency autonomy typically assumes that agency autonomy is relatively stable over time, and that it unfolds primarily in the relation between agencies and their parent ministries. This chapter challenges these assumptions. It explores how agency autonomy unfolds over time from a system-wide perspective, including the relation between the agency and its parent ministry, the relatioThe literature on agency autonomy typically assumes that agency autonomy is relatively stable over time and that it unfolds primarily in the relation between agencies and their parent ministries. This chapter challenges these assumptions. It explores how agency autonomy unfolds over time from a system-wide perspective, including the relation between the agency and its parent ministry, the relation

Occupational engagement and cognitive functioning among persons with schizophrenia: en explorative study

Background: Cognitive functioning may have implications for engagement in daily occupationsamong people with schizophrenia.Objectives: This cross-sectional study explores relationships between time use assessed occupationalengagement and cognitive functioning among persons with schizophrenia.Methods: Thirty-nine participants from four mental health care services in Sweden participated.The Profile Background: Cognitive functioning may have implications for engagement in daily occupations among people with schizophrenia.Objectives: This cross-sectional study explores relationships between time use assessed occupational engagement and cognitive functioning among persons with schizophrenia.Methods: Thirty-nine participants from four mental health care services in Sweden participated. The Profi

Does the crystal structure of vanadium nitrogenase contain a reaction intermediate? Evidence from quantum refinement

Abstract: Recently, a crystal structure of V-nitrogenase was presented, showing that one of the µ2 sulphide ions in the active site (S2B) is replaced by a lighter atom, suggested to be NH or NH2, i.e. representing a reaction intermediate. Moreover, a sulphur atom is found 7 Å from the S2B site, suggested to represent a storage site for this ion when it is displaced. We have re-evaluated this struc

Ny uppdragsbeskrivning arbetsgrupp for infrastruktur 20210315

Postadress Box 117 Besöksadress Scheeletorget 1, 221 00 Lund Telefon 046-222 45 77, 046-222 00 00 E-post tina.trollas@fs.lu.se Webbadress www.lu.se Forskningsnämnden Uppdragsbeskrivning för den universitetsgemensamma forskningsnämndens arbetsgrupp för forskningsinfrastruktur Bakgrund Forskningen vid Lunds universitet behöver stödjas av ändamålsenlig och tillgänglig infrastruktur. Processerna röran

https://www.medarbetarwebben.lu.se/sites/medarbetarwebben.lu.se/files/2021-03/ny_uppdragsbeskrivning_arbetsgrupp_for_infrastruktur_20210315.pdf - 2026-05-07

An experimental and theoretical study of the morphine binding capacity and kinetics of an engineered opioid receptor

Electrochemical real-time monitoring of ligand binding to an engineered opioid receptor specific for morphine is reported. In the particular systems studied, 90% of the binding was found to be completed after only 85-120 s. Thus, the binding kinetics has proven to be more rapid than previously believed. The observed association rate constant for the morphine binding reaction was calculated to be 2

Monika Lindbekk

Affilierad forskare Kontaktinformation E-post: monika [dot] lindbekk [at] soclaw [dot] lu [dot] seOrganisation Rättssociologiska institutionen Hämtställe: 31 WebbplatsMonika Lindbekks profil i Lunds universitets forskningsportalAndra roller Postdoc Rättssociologiska institutionenForskningsområdenRättskulturer och komparativ rättGenusBeslutsfattande i domstolarPågående forskningMonika Lindbekks for

https://www.soclaw.lu.se/monika-lindbekk - 2026-05-06

Bargaining and Communication in Games

Popular Abstract in Swedish Idén om att företag försöker koordinera sina handlingar för att försöka förhindra rivalitet mellan dem har en lång historia inom nationalekonomin och den har undersökts relativt grundligt. Trots detta är många frågor fortfarande obesvarade och den här avhandlingen ämnar försöka besvara några av dessa. Avhandlingen kan delas in i två relaterade delar. För det första, ävChapter 2 investigates an infinitely repeated Bertrand duopoly where firms with different discount factors bargain over which collusive price and market share to implement. The bargaining is modelled as a strategic game and the main results of the paper is that it shows existence of a unique subgame perfect equilibrium and that the least patient firm's equilibrium market share is not monotone in i

Forecasting Volatility: Evidence From The Swiss Stock Market

This thesis focuses on the question whether the volatility index of the Swiss Market Index (VSMI) is an adequate predictor of the future realized volatility. Furthermore, the thesis searches for evidence of incremental information within the VSMI in relation to a set of model based forecasts (MBFs) which could describe future realized volatility. First a theoretical framework, corresponding to the

Threat and Error Management - en modell för säker flygning

Threat and Error Management (TEM) har framförts som en modell för att förstå, förklara och utbilda i hur olika flygsäkerhetsrisker uppkommer och kan hanteras för att uppnå en ökad flygsäkerhet. Den bygger till stor del på den tidigare utvecklade modellen för övervakning av operationell flygverksamhet, Line Operations Safety Audit (LOSA). Information har insamlats med hjälp av litteraturstudier, in