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Refrigeration system with passive evaporator
Carbol, Marek ; Mauder, Tomáš (referee) ; Hejčík, Jiří (advisor)
This thesis is concerned with the design of a heat pump that does not use a ventilator during operation. In the introductory chapter, the functioning and the basic components of this device and other types of heat pumps are described. Properties of some commonly used refrigerants and oils as well as their classifications are stated. Due to the absence of a ventilator, a special heat exchanger was designed to achieve the required heat power. The choice of components in this refrigeration system takes into consideration the efficiency and functionality of the device.
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Heat flux calculation during boiling process – application for cooling of combustion chamber
Földváry, István ; Pačíska, Tomáš (referee) ; Vondál, Jiří (advisor)
There is a water-cooled combustion chamber at the Institute of Process and Environmental Engineering, which is used for testing of burners. Effective cooling is a particularly significant problem. It is also necessary to ensure accurate measurement of wall heat flux extracted by the cooling water. Therefore the main aim of the thesis is calculation of the minimum flow rate of cooling media required for safe operation of the combustion chamber. A comprehensive review of the heat transfer mechanisms was performed. Description is provided for the basic characteristics of phase changes with an emphasis on detailed analysis of mechanisms of boiling and evaporation. The presence of boiling at the water-side wall in the inner mantle was verified in the calculation part. Computation of the heat transfer coefficient was done by using the similarity methods. Temperature of the wall was then evaluated. A control on the presence of nucleate boiling was performed and the required minimum flow rate was determined for each section of the chamber.
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Vplyv nekonvenčnej menovej politiky na devízové kurzy
Gáťová, Jana
Gáťová, J. The impact of unconventional monetary policy on exchange rate. Diplo-ma thesis. Brno: Mendel University, 2023 The diploma thesis deals with the impact of unconventional monetary policy on the exchange rate. The literary review deals with the instruments of unconven-tional monetary policy and their specific use by the central banks ECB and FED. The aim of the thesis was to identify the impact of unconventional monetary poli-cy, primarily quantitative easing, on the USD/EUR exchange rate. In the empirical part of the diploma thesis, an analysis was carried out that examined this relation-ship using graphs and a VAR model, from which Granger causality and Impulse-response analysis were subsequently derived. Based on the analysis, the relation-ship between the quantitative easing of the central banks of the ECB, the FED and the movement of the USD/EUR exchange rate was proven.
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The Impact of News on Videogame Stock Market Prices and Volatility
Mertová, Veronika ; Čech, František (advisor) ; Kukačka, Jiří (referee)
The thesis investigates the impact of social media and news headline sentiment on stock prices, specifically comparing gaming firms to companies from other industries. Tweets and news headlines containing keywords referring to four selected gaming and four non-gaming companies were collected over 5 and 3 months, respectively. Both tweets and news collected came from the general users or media rather than focusing solely on financial ones. The data were aggregated into daily values. Daily stock price data were also collected for each examined company to derive returns and volatility. The data were analysed using a vector autoregression model in combination with Granger causality. The study found no significant differences between gaming and non-gaming sectors. The polarity of sentiment showed no effect on stock prices. However, when sentiment was divided into different emotions, some significance was observed, although the findings varied across individual firms regardless of their sectors. It was concluded that when using sentiment for market predictions, it is beneficial to either utilize specifically financial media or determine the specific type of sentiment that influences a particular stock. JEL Classification G14, G17, C32, C58 Keywords Tweets, News Headlines, Gaming Industry, Sentiment...
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Attitudes of referees and the football public towards VAR technology
Kvardová, Vendula ; Štědroň, Jakub (advisor) ; Janák, Vladimír (referee)
Title: Attitudes of referees and football public towards VAR technology. Objectives: The main aim of this thesis is to find out how VAR works in the Czech Republic, how it is perceived and where it will go in the future, based on interviews and the opinion of the football public. Methods: The work will combine qualitative and quantitative methods. First, referees will be interviewed and an electronic questionnaire will be developed for the football public. The questionnaire will be used to determine the public's perception of VAR. Results: Based on the information gathered from the respondents, it was found that VAR technology is perceived quite positively, but still has many negatives and room for improvement. There is a need to increase transparency, to improve communication with fans in particular and to set clear rules. Keywords: video assistant, football, decision, referee
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Time Series Prediction
Dvořáček, Tomáš ; Rozman, Jaroslav (referee) ; Hříbek, David (advisor)
The aim of this thesis is to design and implement a program that will be able to analyze and predict the future evolution of univariate and multivariate time series from a given input. Statistical approaches and approaches where time series are predicted using neural networks have been used in the solution.
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Money demand in Eurozone and other European countries
Slezarová, Iva
The goal of this thesis is to examine relationship between money demand, interest rates and real GDP in the Czech Republic, United Kingdom and Eurozone in time period 2005-2013. Apart from OLS regression the work will also focus on stability of the demand form money and exogeneity of money. In the thesis is among general tools as OLS and its variants used cointegration analysis for determination of exogeneity and other methods connected with it. For analysis were used quarterly data obtained from central banks of given countries and OECD statistical database.
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Independence and Transmission of Monetary Policy in Small Open Economies: The Case of Canada and the Czech Republic
Budinský, Jan ; Havránek, Tomáš (advisor) ; Buliskeria, Nino (referee)
The question of whether a small open economy (SOE) with highly integrated financial markets can shield itself from the influence of foreign monetary policy and preserve its monetary independence has been the subject of extensive research over the last decades. The growing integration of world economies owing to globalization, the impacts of recent global pandemic on them leading to the use of unconventional monetary policies, and the consequent high levels of inflation across the globe have highlighted the importance of further study of this problematic. This thesis focuses on two small open economies from different currency areas, Canada and the Czech Republic, and evaluates the monetary policies of their central banks, concentrating primarily on their independence, secondarily on the transmission mechanism of the respective policies, and also on their foreign exchange reserves. A comparative analysis of these two countries and their monetary policies on such scale and complexity has not yet been made before. The results of cointegration testing of vector autoregression models consisting of three-month interbank interest rates representing the monetary policies of the countries under investigation revealed that both Canada and the Czech Republic exhibited a considerable degree of monetary...
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Volume - volatility relation across different volatility estimators
Kvasnička, Tomáš ; Krištoufek, Ladislav (advisor) ; Avdulaj, Krenar (referee)
The main objective of this thesis is to analyze whether traded volume increases predictive power of volatility. We are mostly focused on Garman-Klass volatility estimator, which is more efficient than squared returns. Both univariate (AR, HAR, ARFIMA) and multivariate models (VAR, VAR-HAR) are used to find out if traded volume improves volatility forecasting. Furthermore, GARCH(1,1) both with and without traded volume is carried out and forecasted. All these methods are estimated on a basis of rolling window and during each step 1-day ahead forecast is computed. Final assessment is based on MAPE, RMSE and Mincer-Zarnowitz test of the out-of-sample forecasts, which are compared with the realized volatility. It turns out that traded volume slightly improves predictive power of the scrutinized models in case of FTSE 100 and IPC Mexico, contrary to Nikkei 225 and S&P 500 when a decrease of the predictive power is detected. Moreover, we observe that only HAR and VAR-HAR models are able to produce an unbiased forecast. As the evidence of the improvement is not conclusive and to maintain model parsimony, HAR model fitted by Garman-Klass volatility appears to be the best alternative in case of missing the realized volatility.
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