Now showing items 1-3 of 3
Modelling electricity demand in South Africa
(University of the Free State, 2014-01)
English: Peak electricity demand is an energy policy concern for all countries throughout the world, causing blackouts and increasing electricity tariffs for consumers. This calls for load curtailment strategies to either ...
On the use of extreme value theory in energy markets
(University of the Free State, 2007-05-09)
English: The thesis intent is to provide a set of statistical methodologies in the field of Extreme Value Theory (EVT) with a particular application to energy losses, in Gigawatt-hours (GWh) experienced by electrical ...
Second-order estimation procedures for complete and incomplete heavy-tailed data
(University of the Free State, 2016)
This thesis investigates the second-order re ned peaks over threshold model called the Extended Pareto Distribution (EPD) introduced by Beirlant et al. (2009). Focus is placed on estimation of the Extreme Value Index ...