Forecasting Uncertainty Intervals for Return Period of Extreme Daily Electricity Consumption
The use of extreme value theory (EVT) is usually aimed at quantifying the asymptotic behaviour of extreme quantiles. The generalised Pareto distribution (GPD) with peaks-over-threshold (POT) approach is applied to bootstrap uncertainty intervals for the return periods of extreme daily electricity c...
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| Format: | Article |
| Language: | English |
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EconJournals
2022-07-01
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| Series: | International Journal of Energy Economics and Policy |
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| Online Access: | https://econjournals.com/index.php/ijeep/article/view/12901 |