Value-at-Risk (VaR) is among financial institutions a commonly used tool for measuring market risk. Several methods to calculate VaR exists and different implementations often results in different VaR forecasts. An interesting implementation is historical simulation, and the purpose of this thesis is to examine whether historical simulation with dynamic volatility updating is useful as a model to calculate VaR and how this differs in regard to type of asset or instrument. To carry out the investigation six different models are implemented, which then are tested for statistical accuracy through Christoffersens test. We find that incorporation of volatility updating into the historical simulation method in many cases improves the model.

Developed model for easier animal welfare assessment- with examples from dairy cows in loose housingAnimals in captivity are completely dependent on human care. If captive animals are prevented from exhibiting their natural behavior, they may suffer. Animal welfare inspectors, who insure that the animal welfare legislation is followed, use a checklist to assess the situation in the husbandry. This checklist contains only two levels of assessment, which may result in a lack of detail in the assessment of the husbandry. The objective of this report was to develop a more detailed model that provides an overview of the situation in husbandry.

Due to the forest industry downsizing, many communities in rural forest regions in Canada and Sweden are facing problems to survive. In order to create community sustainability, resilience and well-being in remote forest regions, the view on the forest resources has shifted towards multiple use, through the concept of sustainable forest management (SFM). Beside the economic and ecological elements of sustainability, the social forest values are needed, contributing to the human well-being, local participation, stakeholder collaboration, human rights and cultural connection. In this thesis the embodiment of the social component of SFM within Prince Albert Model Forest (Canada), and Vilhelmina Model Forest (Sweden) will be examined. Being partners and facing similar challenges as rural boreal forest regions, the two model forests are compared through analysis of projects and activities, conducted interviews and organization documents. Looking at projects mentioned as successful by the interviewees, they all have elements from the social values of SFM. The direction can be explained by the introduction of the Forest Communities Program in Canada, demanding the Model Forests to work towards community stability and resilience, the Model Forest organization concept itself and the way global focus are increasing around social forest values. In the future, it may be important that the role of the MFs enable some kind of political authorization and legitimacy in order to improve conflict solving and indigenous rights equality.

Making accurate predictions of private consumption expenditures is a difficult task. This thesis examines if consumer confidence can be used to forecast consumption. Using regression analysis, the link between consumer confidence and private consumption expenditures is analyzed for Sweden between the years 1994 and 2005. Two different models are estimated. In the first model consumption is regressed only on consumer confidence, while model two is extended to contain more variables.

In this diploma work the approach of determining the required amount of reinforcement in slabs exposed to pure tension is processed, on behalf of Ramböll Uppsala. It is a well-known problem in the industry that there are uncertainties in the determining of the amount of crack reinforcement, especially for structures exposed to pure tension. Cracking caused during the time of dehydration in concrete slabs is the most common defect according to statistics made by CBI[1], which provides numbers as high as 35 % of all the defects caused on slabs are generated by cracks. Comparisons between Sweden's former national standard BBK 04, Building Regulations for concrete structures due to restrained forces of shrinkage, and the current European standard Eurocode 2 are carried out through theoretical studies and concludes with several examples of calculations. Rigorous calculations of both standards, BBK 04 and Eurocode 2 with application of the national annex in Sweden and Denmark are performed.

This thesis project focuses on the need for better tools for analyzing competition for forest fuels in Sweden, in particular how policy measures may influence the market and involved actors in different regions of Sweden. Raw materials from the forest have for long constituted important inputs in the Swedish forest industry. Today some of these raw materials are increasingly used as inputs also in bioenergy production, largely driven by bioenergy promoting policies, and there are signs of increased competition for forest fuels which may have various and uncertain effects on the industries in question. The thesis project explores the possibilities to adapt previously used forest sector equilibrium models into a new model suitable for analysis of Swedish forest fuel markets, called the Swedish Forest Sector Trade Model (SFSTM). The approach takes into account regional differences in supply and demand for 23 types of products produced and/or used by eight types of producers, plus consumers, in five different regions (four Swedish and one international).

In the thesis we have shown that it is possible with current technology, to buildneighborhoods that are largely self-sufficient. We have obtained some information aboutongoing work in the field of energy efficient buildings and active house which we have usedto develop a model. The feasibility study for Ranagård we have e.g been forced tofollow laws on groundwater covered, resulting in the construction of basements for singlefamilyhome is not possible. The model that we have built up overtime has been the central part of the work. The model illustrates very well what an activehouse neighborhood means and potential of such an area.

The high and seemingly increasing degree of consumer avoidance and disliking of television advertising breaks should raise many questions for commercially financed television networks as it can be argued that benefits sought by both viewers [seeking a fulfilling viewing experience] and advertisers [seeking advertising effectiveness] are eroded by this effect. This thesis studies effects on advertising effectiveness [RecallBRAND; AttitudeBRAND; AttitudeAD] as well as on the viewing experience [SatisfactionPROGRAM/CHANNEL; Attitude PROGRAM/CHANNEL; IntentionPROGRAM/CHANNEL] given a reduced degree of advertising clutter. By conducting an experiment two breaks are compared, one having the standard primetime nonprogram time units (5 min and 30 sec *3?16minutes/hour) and the other the standard nonprogram content cut in half (2.45 min *3 ?8min /hour).Results show that the reduced breaks award advertisers with higher commercial effectiveness. Measures of RecallBRAND demonstrates no differences between the standard and the reduced break, implying a significantly increased likelihood to be recalled and an equivalently lowered risk to be forgotten in the reduced break.

AbstractIn this thesis we aim to extend the current theories about a concept called persona. A persona is a model of a user, mostly based on qualitative research and made with such accuracy that it to some extent can be used as a replacement of a real user in a development process and as a communicative tool. We will present a way of constructing this persona without meeting the actual users and follow up with interviews from the organization using them. This will lead to a model over the process of introducing personas as a concept in an organization,previously not familiar with the concept. The model is adapted to also work for projects and organizations where the concept is already known..

With background in the rapidly growing need to find solutions for sustainable energy production and the increasing interest for wind power, this report was written. With take-off point from the wind power plant Big Glenn, which has been built in the harbour of Gothenburg, a model of the adjacent power grid has been created in Simulink/SimPowerSystems. Parameters for the power grid and its components has been provided by Göteborg Energi Nät, that has also been the supplier of measurement data of produced power, the power need from loads in the vicinity, voltage levels, current values and also the variation of power factor at the wind power plant.The SimPowerSystems model has been used to perform simulations of power flow in the grid. These simulated values have then been compared to the measured values to verify the functionality of the model. Further, the model has been used to perform simulations of a grid fault, which causes a voltage drop.

ABSTRACT Title: the Power distance star ? A study on how cultural power distance affects the business relation between Japanese and multinational companiesLevel: Final assignment for Bachelor Degree in Business AdministrationAuthor: Therese Elofsson and Anna NyströmSupervisor: Jens Eklinder Frick and Jonas MolinDate: 2015 - JanuaryAim: The purpose of this study is to compile available research regarding the cultural aspect power distance, as it is being displayed and handled in business-relations between Japanese and multicultural business contacts. The culture in Japan differs from the culture in the western world and several companies testify that the Japanese market is difficult to act and expand upon. This study aims to provide explanations to these difficulties from a power distance perspective.Method: This study has compiled the theoretical knowledge and research in a model called ?the Power distance Star? (Figure 1), which is created and designed for this purpose.

Mankind has always been communicating, it is almost impossible to not communicate. The communication tree has grown a new branch, the environmental communication branch, and an ISO standard, the ISO 14 063 Environmental communication- guidelines and examples was issued October 2006. The purpose of this thesis is commissioned by the managing director of NQA Nordic AB in order to examine and analyse how organisations communicate environmental issues today, and how big the need for ISO 14 063 actually is, and further more if there are needs and wishes to make ISO 14 063 a certifiable standard. The main conclusion is that the there is a need for the standard, but it is difficult to say in which form since the knowledge about the standard is far to low among the organisations examined in this thesis. Clarity and transparency as ISO 14 063 promotes are important ingredients in organisations? environmental work, so sure a standard for environmental communication can help improve environmental performance, for example through opening up for two-way communication and from that on take part of the stakeholders? opinions.This study is based on a literature study and a questionnaire survey where 70 organisations (in this case authorities, corporations and non-governmental organisations) randomly chosen from the seven criteria, which ISO 14 001 defines as the environment: land, water, air, flora, fauna, natural resources and man and his collaboration with those.

Context: During the 21st century several alarming reports have been published that deals with the depletion and pollutant of the earth by human interference. The earth is an ending resource and so are the mountains and bedrocks which are continuously mined in order to harvest its minerals. The idea behind Urban Mining is to (re)invent processes enabling further purpose for materials both from old deposits and new products providing secondary raw materials and energy. This thesis aims to investigate the challenges and opportunities of how firms and organizations can and will be able to strike a better balance between product-/service systems, economic growth and environmental stewardship in the context of Urban Mining as an approach. With the innovation of processes, technology, business- planning and creation in focus.Objective: How to future proof a business model for Urban Mining by the usage of business model design.Method: This thesis will be conducted using a case study approach, meaning that it will incorporate qualitative, exploratory and descriptive characteristics - aiming towards enabling both applied and fundamental research.Results: The result evaluates the business model element differences between traditional C&D industry and Urban Mining industry.

SMC is in the process of developing a micro simulation model. The existing micro simulation model developed at Cornell University for US data, CorSim, is one of the fundamental parts for the new micro simulation at SMC. To develop the Swedish model, Swedish data on all individuals in Sweden during 11 years are also available. These data are organized in a database. This paper describes the process of rebuilding the database to a more useful structure.

Antalet kretskort som monteras i multikortssystem, till exempel telekommunikationssystem, ökar ständigt. Samtidigt som ytmonteringstekniken och packningstekniken blir allt bättre utvecklas även tillverkningsmetoderna för olika integrerade komponenter, vilket medför att varje kretskort rymmer allt fler integrerade komponenter. Detta gör att testning av integrerade komponenter och multikortsystem blir alltmer komplex. En förutsättning för att kunna genomföra effektiv testning är standarder. Standarder över hur testning ska genomföras medför att en komponent som uppfyller kraven från en standard är direkt utbytbar mot en komponent från en annan tillverkare som uppfyller kraven från samma standard.