Forecasting uncertainty intervals for return period of extreme daily electricity consumption
Katleho Makatjane
| Year of publication: |
2022
|
|---|---|
| Authors: | Makatjane, Katleho |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 4, p. 217-225
|
| Subject: | Bayesian | Extreme Value Theory | Generalised Pareto Distribution | Markov-chain-Monte-Carlo | Peaks-Over-Threshold | Theorie | Theory | Ausreißer | Outliers | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Risiko | Risk | Bayes-Statistik | Bayesian inference | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.12901 [DOI] hdl:11159/12283 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366091