We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. Then we investigate the tails of innovations of ARMA-GARCH models using the Peaks over thresholds method and find that the distributions of stock returns are asymmetric

I maj 2023 antogs en viktig del av EU:s nya klimatpolicy, en mekanism för koldioxidjustering vid gränsen. Syftet med mekanismen är att förhindra koldioxidläckage, med andra ord se till att EU:s höjda klimatambitioner inte leder till att utsläpp flyttas utanför EU i stället för att minska totalt sett. EU vill säkerställa likvärdig koldioxidprissättning för importerade och inhemska produkter. MekaniIn May 2023, the EU adopted a crucial part of their updated climate policy, the Carbon Border Adjustment Mechanism (CBAM). This thesis poses questions about how this novel legislation affects the EUs South-Eastern neighbours, the Western Balkans (WB). The relevance for applied climate change strategies lies in the policy-oriented approach to a new type of international climate policy. Previous res

Sweden has been struggling with bad access to healthcare. The National Healthcare Guarantee is not fulfilled, and Sweden has low productivity numbers. One suggested solution to deal with this issue is increased healthcare production control. Healthcare production control (HCPC) is the activity to actively trying to match healthcare needs with capacity. Public authorities are advocating increased h

This research focuses on the determinants of participation in informal trade and firms for women in West Africa using the example of the Nana Benz in Togo as a case study. Women have been involved in informal trade for centuries, yet their role tends to be overlooked due to gender inequalities. Through a probabilistic approach and using data from Nigeria and Togo, I analyse the main characteristic

Uppsatsen gör avstamp i att utreda konkurrensrättens syften, hur vertikala prisbindningar regleras och vad konsekvenserna av att tillämpa en vertikal prisbindning innebär. För en samtidsrelevant förankring skapas en kartläggande rättsdogmatisk situation utifrån en av Sveriges största dagligvaruföretags prissänkningskampanjer. I förhållande till deras höga marknadsandelar skulle en slagkraftigare pThe thesis begins by investigating the purposes behind competition law, how vertical price restraints are regulated, and the consequences of applying a vertical price restraint. For a contemporary contextualization, a mapping of the legal dogmatic situation is created based on one of Sweden's largest grocery retailers' price reduction campaigns. Considering their high market shares a more

Denna uppsats undersöker influencers roll på den samtida svenska bokmarknaden. Syftet i denna uppsats är att belysa svenska influencers samtida samarbeten på Instagram med Storytel. Diskursen ska föras till ett bredare perspektiv om litteraturens villkor på den svenska bokmarknaden. Frågeställningarna är följande: vad kännetecknar svenska influencers marknadsföring av böcker genom sponsrade instag

Artificial intelligence has recently gained enormous attention due to its potential to revolutionize many industries. One of these areas of interest where AI may have the potential to have a significant impact is content marketing. The scientific community has studied AI for many years to build an understanding of what purposes it could be used for. However, few studies have examined how and why A

In today’s city branding field, a gap exists between research and practice. A gap made more evident since the field has moved to prefer a participative approach, where stakeholders are more acknowledged as an important part of the city branding process, illustrating the little knowledge of stakeholders’ own practices. This study undertakes a mission of moving forward in the research field by shedd

Sustainability has emerged as a critical aspect of business operations globally, encompassing environmental impact, social responsibility, and governance factors. With its ability to allocate financial resources, the banking sector plays a unique role in achieving global sustainability goals. This makes it vital for banks to prioritize sustainability and embed it as a core value due to customer de

The purpose of this thesis is to add to existing research and create a deeper understanding regarding the influence of online narratives on luxury brand attitudes. The research aims to explore how luxury brands are portrayed by social media users, in order to gain a cohesive understanding of its effect on the attitudes that are formed towards the brand. This is conducted by analyzing expressions a

This research paper analyses the impact of HIV/AIDS on cassava production on a panel of two countries from Sub-Saharan Africa: Tanzania and Nigeria. It covers the 1990-2021 time period. In addition, it provides a zoomed-in investigation on each country using time and country fixed effects, covering the same timeframe. This work contributes to the literature in three dimensions. First, it investiga

This study aims to examine the ways in which followers can influence the co-construction of leadership in a research and development company. The concept of boundaries of influence is presented and discussed in relation to previous research. The identification of enabling and disbaling behavior and its effects on organizational members' boundary of influence is explored.

Previous research suggest that immigrants face significant disadvantages in the European labour markets, and that the magnitude of this disadvantage differs based on several factors such as gender, region of origin and educational attainment. Literature and theory present possible explanations for this, one of which being discrimination. Discrimination towards immigrants could be expressed through

Enligt EUs senaste direktiv kan medlemsländernas befintliga byggnader behöva energieffektiviseras. Hittills har byggnaders energianvändning beräknats med normaliserade brukare, vilket avspeglat byggnadernas medelanvändande baserat på befintligt brukarbeteende. Förändringarna ställde krav på bättre underlag för brukarrelaterade indata, samt även på en metod för energiberäkningar av vädring. Därför The latest European Union directive pressures the member states to increase existing building energy efficiency. Calculations of building energy has in Sweden a dependency of normalized user behaviour data, which has reflected the average use based on existing data. Changes increase the demand for better background data on usage of dwellings, as well as a method for calculating the energy use due

Denna studie syftade till att undersöka studenters attityder kring grupptillhörighet och sociala normer inom studiesociala sammanhang i Lund. Tre huvudområden identifierades för att studera fenomenet närmare: alkoholens betydelse, det sociala sammanhanget och sexuella övergrepp. En enkätundersökning genomfördes med deltagare från Lunds universitet (N = 133). ANOVA-analyser och χ² Goodness of Fit-tThis study aimed to investigate students' attitudes towards group affiliation and social norms within study-social contexts in Lund. Three main areas were identified for closer examination: the significance of alcohol, the social context, and sexual assault. A survey was conducted with participants from Lund University (N = 133). ANOVA analyses and χ² Goodness of Fit tests were employed to exp

Syfte:Syftet med studien är att undersöka om och hur Covid-19-krisen har påverkat användningen och förekomsten av earnings management i börsnoterade bolag i Sverige. Metod:Studien är av kvantitativ karaktär och antar en deduktiv ansats. Resultatet har framställts med beräkningar enligt den modifierade Jones-modellen, samt genom multipla regressioner. Resultatet har sedan analyserats med utgångsp

The underrepresentation of women in management has been extensively studied over the years. Although research proves the many benefits of gender-diverse teams, and many initiatives have been introduced to promote them, this still remains an issue today. This paper was conducted as a case study, allowing the authors to explore an unique setting within an multinational organization, exploring and id

The fashion industry has witnessed significant digital transformation, leading to the emergence of phygital retail that seamlessly integrates physical and digital experiences. This study explores the impact of phygital store design on customer-based brand equity in the fast fashion sector, focusing on the drivers and barriers that shape customer perceptions of phygital retail. By employing Cifci e