Syftet med studien var att undersöka vad som motiverar arbetslösa deltagare i AMA Arbetsmarknads verksamhet Jobbcentrum att söka ett arbete. Ett annat syfte var också att undersöka om AMA hjälper dessa deltagare att motiveras och kunna återvända till den ordinarie arbetsmarknaden. Tidigare forskning inom området har ofta fokuserat på samband mellan arbetssökarbeteende och de arbetslösas förväntningar på och värderingar av arbete. Motivation sägs vara påverkad utifrån såväl inre som yttre faktorer. Våra teoretiska utgångspunkter har varit Becks teori om risksamhället samt två motivationsteorier, dels en teori om förväntningar och dels en teori om självbestämmande. Studien är kvalitativ och den metodologiska ansats som använts är hermeneutik. Intervjuer genomfördes med 10 deltagare från Jobbcentrum som valdes ut genom ett ändamålsenligt urval. Resultatet visar att vad som värderas med ett arbete i första hand är den trygghet det ger, inte enbart pga. lönen utan även pga de sociala kontakterna och rutinerna. Att ha en meningsfull sysselsättning var motiverande för att söka arbete. Att vara aktiverad – både fysiskt och psykiskt – visades i studien vara viktigt för motivationen. Deltagarnas förväntningar på vad Jobbcentrum kunde göra för dem var låga, istället betonades det personliga ansvaret för att få ett arbete.

The contributions of this thesis have mainly a dual purpose: introducing several multivariate statistical methodologies where in the major of the cases only stationary of the random variables is assumed, and also highlight some of the applied problems in risk management where extreme value theory may play a role. Mostly every chapter is selfcontained, they have its own more detailed introduction and short conclusion. / Die Kontributionen von dieser Dissertation haben ein doppeltes Ziel: die Darstellung von vielen multivariaten statistischen Verfahren, wobei in der Mehrheit der Fälle nur Stationarität von den Zufallsvariablen angenommen wurde, und die Anwendungen in Risikomanagement in welchem Extremwerttheorie eine wichtige Rolle spielen könnte. Die Struktur der Arbeit ist eigenständig, mit einer detaillierten Einführung und kurzen Zusammenfassung in jedem Kapitel.

Deregulation of the energy market and surging trading activities have made the energy markets even more volatile in recent years. Under such circumstances, it becomes increasingly important to assess the probability of rare and extreme price movement in the risk management of energy futures. Similar to other financial time series, energy futures exhibit time varying volatility and fat tails. An appropriate risk measurement of energy futures should be able to capture these two features of the returns. In the first portion of this dissertation, we use the conditional Extreme Value Theory model to estimate Value-at-Risk (VaR) and Expected Shortfall (ES) for long and short trading positions in the energy markets. The statistical tests on the backtests show that this approach provides a significant improvement over the widely used Normal distribution based VaR and ES models. In the second portion of this dissertation, we extend our analysis from a single security to a portfolio of energy futures. In recent years, commodity futures have gained tremendous popularity as many investors believe they provide much needed diversification to their portfolios. In order to properly account for any diversification benefits, we employ a time-varying conditional bivariate copula approach to model the dependence structure between energy futures. In contrast to previous studies on the same subject, we introduce fundamental supply and demand factors into the copula models to study the dependence structure between energy futures. We find that energy futures are more likely to move together during down markets than up markets. In the third part of this dissertation, we extend our study of bivariate copula models to multivariate copula theory. We employ a pair-copula approach to estimate VaR and ES of a portfolio consisting of energy futures, the S&P 500 index and the US Dollar index. Our empirical results show that although the pair copula approach does not offer any added advantage in VaR and ES estimation over a long backtest horizon, it provides much more accurate estimates of risk during the period of high co-dependence among assets after the recent financial crisis.

(None) Technical Summary of Thesis: The topic of my thesis is currency crisis. Currency crises have been a recurrent feature of the international economy from the invention of paper money. They are not confined to particular economies or specific region. They take place in developed, emerging, and developing countries and are spread all over the globe. Countries that experience currency crises face economic losses that can be huge and disruptive. However, the exacted toll is not only financial and economic, but also human, social, and political. It is clear that the currency crisis is a real threat to financial stability and economic prosperity. The main objective of this thesis is to analyze the determinants of currency crises for twenty OECD countries and South Africa from 1970 through 1998. It systematically examines the role of economic fundamentals and contagion in the origins of currency crises and empirically attempts to identify the channels through which the crises are being transmitted. It also examines the links between the incidence of currency crises and the choice of exchange rate regimes as well as the impact of capital market liberalization policies on the occurrence of currency crises. The first chapter identifies the episodes of currency crisis in our data set. Determining true crisis periods is a vital step in the empirical studies and has direct impact on the reliability of their estimations and the relevant policy implications. We define a period as a crisis episode when the Exchange Market Pressure (EMP) index, which consists of changes in exchange rates, reserves, and interest rates, exceeds a threshold. In order to minimize the concerns regarding the accuracy of identified crisis episodes, we apply extreme value theory, which is a more objective approach compared to other methods. In this chapter, we also select the reference country, which a country’s currency pressure index should be built around, in a more systematic way rather than by arbitrary choice or descriptive reasoning. The second chapter studies the probability of a currency exiting a tranquil state into a crisis state. There is an extensive literature on currency crises that empirically evaluate the roots and causes of the crises. Despite the interesting results of the current empirical literature, only very few of them account for the influence of time on the probability of crises. We use duration models that rigorously incorporate the time factor into the likelihood functions and allow us to investigate how the amount of time that a currency has already spent in the tranquil state affects the stability of a currency. Our findings show that high values of volatility of unemployment rates, inflation rates, contagion factors (which mostly work through trade channels), unemployment rates, real effective exchange rate, trade openness, and size of economy increases the hazard of a crisis. We make use of several robustness checks, including running our models on two different crisis episodes sets that are identified based on monthly and quarterly type spells. The third chapter examines the links between the incidence of currency crises and the choice of exchange rate regimes as well as the impact of capital market liberalization policies on the occurrence of currency crises. As in our previous paper, duration analysis is our methodology to study the probability of a currency crisis occurrence under different exchange rate regimes and capital mobility policies. The third chapter finds that there is a significant link between the choice of exchange rate regime and the incidence of currency crises in our sample. Nevertheless, the results are sensitive to the choice of the de facto exchange rate system. Moreover, in our sample, capital control policies appear to be helpful in preventing low duration currency crises. The results are robust to a wide variety of sample and models checks.

The aim of this research project was to estimate parameters for the distribution of annual maximum flood levels for the Zambezi River at Katima Mulilo. The estimation of parameters was done by using the maximum likelihood method. The study aimed to explore data of the Zambezi's annual maximum flood heights at Katima Mulilo by means of fitting the Gumbel, Weibull and the generalized extreme value distributions and evaluated their goodness of fit.

Thesis (Ph. D.)--University of California, San Diego, 2005. / Vita. Includes bibliographical references (leaves 118-122).

Orientador: Jesus José Ranieri / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Filosofia e Ciências Humanas / Made available in DSpace on 2018-08-20T13:57:38Z (GMT). No. of bitstreams: 1 Santos_ViniciusOliveira_M.pdf: 1081756 bytes, checksum: 15604cac6717f8ec37dd711d44bce11e (MD5) Previous issue date: 2012 / Resumo: A presente pesquisa anseia apreender determinados elementos fundamentais na obra de Karl Marx que elucidam questões pertinentes para o estudo do trabalho imaterial no capitalismo. Além de isoladas menções diretas a este tipo de trabalho, há em Marx categorias e conceitos que municiam uma análise do trabalho imaterial, tais como: trabalho produtivo e improdutivo, a noção ampliada de indústria, o trabalho vendido como serviço, o tempo de rotação do capital, etc.. Tomaremos como objeto não toda a obra do autor, mas as contribuições delineadas em O capital e no Capítulo VI inédito de O capital. Os nexos entre as categorias acima mencionadas instituem uma compreensão fundamentada da imaterialidade do trabalho. Isto significa que a teoria de Marx obtém êxito explicativo mediante as mutabilidades do capitalismo contemporâneo / Abstract: This research longs to grasp some elements in the work of Karl Marx to clarify pertinent issues to study the immaterial labor in capitalism. In addition to isolated entries about this kind of work, in Marx's theory, we saw categories and concepts that bases an analysis of immaterial labor, such as productive and unproductive labor, the expanded notion of industry, the work sold as a service, the turnaround time of capital etc. The object of this work is not all the author's work, but the contributions outlined in Capital and in Chapter VI Unpublished. The connections between these categories establish an important understanding about the immateriality of the work. This means that Marx's theory explains the changes of contemporary capitalism / Mestrado / Sociologia / Mestre em Sociologia

This diploma thesis studies extreme value theory and its application in finan- cial risk management, when focusing on computation of well-known risk measure - Value at Risk (VaR). The first part of the thesis reviews theoretical background. In particular, it rigorously discusses the extreme value theory when emphasi- zing fundamentals theorems and their consequences followed by the summary of methods based on this theory, specifically, Block Maxima method, Hill met- hod and Peaks over Threshold method. Moreover, specific issues that may arise in such applications and ways how to deal with these problems are described. The second part of the thesis contains extensive empirical study, which together with theoretical foundings applies each of the examined method to real market data of the closing prices of Dow Jones Industrial Average stock index, stocks of JPMorgan and stock index Russell 2000 in order to compare methods based on extreme value theory together with the classic methodology RiskMetrics. 1

The ability to transfer knowledge to novel contexts is one of the most important goals that our educational institutions must achieve. Motivation is one of the many factors that influence students' learning, performance, and their ability to transfer. However, not many researchers have studied the role of motivation in transfer keeping in view Eccles' Subjective task value theory. The present study explored the role of subjective values students associate with cognitive development theories they studied in an educational psychology course, in their ability to transfer knowledge learned in lecture to a novel context. Participants were 45 college students in an educational psychology course. They were asked to complete the subjective task value instrument, the fundamental knowledge test and the transfer test. Based on the literature, it is hypothesized that if the subjective value of a task has a role to play in the level of transfer that learners display, there will be a strong correlation between their scores on the subjective task value instrument and transfer test. Nevertheless, the results showed that there is no relationship between learners' value beliefs and their ability to transfer. However, the results showed a significant relationship between fundamental understanding and transfer. Future research taking the nature of instruction into account and that test the learners for transfer multiple times during a single semester would perhaps give us a much clearer picture of the determinants of the learners' failure to transfer.

(None) Technical Summary of Thesis: The topic of my thesis is currency crisis. Currency crises have been a recurrent feature of the international economy from the invention of paper money. They are not confined to particular economies or specific region. They take place in developed, emerging, and developing countries and are spread all over the globe. Countries that experience currency crises face economic losses that can be huge and disruptive. However, the exacted toll is not only financial and economic, but also human, social, and political. It is clear that the currency crisis is a real threat to financial stability and economic prosperity. The main objective of this thesis is to analyze the determinants of currency crises for twenty OECD countries and South Africa from 1970 through 1998. It systematically examines the role of economic fundamentals and contagion in the origins of currency crises and empirically attempts to identify the channels through which the crises are being transmitted. It also examines the links between the incidence of currency crises and the choice of exchange rate regimes as well as the impact of capital market liberalization policies on the occurrence of currency crises. The first chapter identifies the episodes of currency crisis in our data set. Determining true crisis periods is a vital step in the empirical studies and has direct impact on the reliability of their estimations and the relevant policy implications. We define a period as a crisis episode when the Exchange Market Pressure (EMP) index, which consists of changes in exchange rates, reserves, and interest rates, exceeds a threshold. In order to minimize the concerns regarding the accuracy of identified crisis episodes, we apply extreme value theory, which is a more objective approach compared to other methods. In this chapter, we also select the reference country, which a country’s currency pressure index should be built around, in a more systematic way rather than by arbitrary choice or descriptive reasoning. The second chapter studies the probability of a currency exiting a tranquil state into a crisis state. There is an extensive literature on currency crises that empirically evaluate the roots and causes of the crises. Despite the interesting results of the current empirical literature, only very few of them account for the influence of time on the probability of crises. We use duration models that rigorously incorporate the time factor into the likelihood functions and allow us to investigate how the amount of time that a currency has already spent in the tranquil state affects the stability of a currency. Our findings show that high values of volatility of unemployment rates, inflation rates, contagion factors (which mostly work through trade channels), unemployment rates, real effective exchange rate, trade openness, and size of economy increases the hazard of a crisis. We make use of several robustness checks, including running our models on two different crisis episodes sets that are identified based on monthly and quarterly type spells. The third chapter examines the links between the incidence of currency crises and the choice of exchange rate regimes as well as the impact of capital market liberalization policies on the occurrence of currency crises. As in our previous paper, duration analysis is our methodology to study the probability of a currency crisis occurrence under different exchange rate regimes and capital mobility policies. The third chapter finds that there is a significant link between the choice of exchange rate regime and the incidence of currency crises in our sample. Nevertheless, the results are sensitive to the choice of the de facto exchange rate system. Moreover, in our sample, capital control policies appear to be helpful in preventing low duration currency crises. The results are robust to a wide variety of sample and models checks.