Extreme value analysis of electricity demand in the UK
Year of publication: |
2015
|
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Authors: | Chan, Stephen ; Nadarajah, Saralees |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 13/15, p. 1246-1251
|
Subject: | extreme values | generalized Pareto distribution | value at risk | Theorie | Theory | Ausreißer | Outliers | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Elektrizitätswirtschaft | Electric power industry |
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