323
Views
6
CrossRef citations to date
0
Altmetric
Original Articles

Extreme value analysis of electricity demand in the UK

&

References

  • Al-Qahtani, F. H. and Crone, S. F. (2013) Multivariate k-nearest neighbour regression for time series data: a novel algorithm for forecasting UK electricity demand, in Proceedings of the 2013 International Joint Conference on Neural Networks, pp. 1–8.
  • Chan, S. and Nadarajah, S. (2014) Extreme Value Analysis of Electricity Demand in the UK, Technical Report, University of Manchester, Manchester.
  • Chikobvu, D. and Sigauke, C. (2013) Modelling influence of temperature on daily peak electricity demand in South Africa, Journal of Energy in Southern Africa, 24, 63–70.
  • Cox, D. R. and Hinkley, D. V. (1974) Theoretical Statistics, Chapman and Hall, London.
  • Dev, P. and Martin, M. A. (2014) Using neural networks and extreme value distributions to model electricity pool prices: evidence from the Australian National Electricity Market 1998-2013, Energy Conversion and Management, 84, 122–32. doi:10.1016/j.enconman.2014.04.012
  • Herrera, R. and Gonzalez, N. (2014) The modeling and forecasting of extreme events in electricity spot markets, International Journal of Forecasting, 30, 477–90. doi:10.1016/j.ijforecast.2013.12.011
  • Klüppelberg, C., Meyer-Brandis, T. and Schmidt, A. (2010) Electricity spot price modelling with a view towards extreme spike risk, Quantitative Finance, 10, 963–74. doi:10.1080/14697680903150496
  • Papadopoulos, P., Akizu, O., Cipcigan, L. M. et al. (2011) Electricity demand with electric cars in 2030: comparing Great Britain and Spain, Proceedings of the Institution of Mechanical Engineers, Part A: Journal of Power and Energy, 225, 551–66.
  • Pickands, J. (1975) Statistical inference using extreme order statistics, Annals of Statistics, 3, 119–31. doi:10.1214/aos/1176343003
  • Psiloglou, B. E., Giannakopoulos, C., Majithia, S. et al. (2009) Factors affecting electricity demand in Athens, Greece and London, UK: a comparative assessment, Energy, 34, 1855–63. doi:10.1016/j.energy.2009.07.033
  • Sigauke, C., Verster, A. and Chikobvu, D. (2013) Extreme daily increases in peak electricity demand: tail-quantile estimation, Energy Policy, 53, 90–6. doi:10.1016/j.enpol.2012.10.073

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.