Open Journal of Statistics

Open Journal of Statistics

ISSN Print: 2161-718X
ISSN Online: 2161-7198
www.scirp.org/journal/ojs
E-mail: ojs@scirp.org
"Tail Quantile Estimation of Heteroskedastic Intraday Increases in Peak Electricity Demand"
written by Caston Sigauke, Andréhette Verster, Delson Chikobvu,
published by Open Journal of Statistics, Vol.2 No.4, 2012
has been cited by the following article(s):
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[2] Mathematical Modelling of Engineering Problems
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[3] Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach
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[4] Predicting Extreme Daily Regime Shifts in Financial Time Series Exchange/Johannesburg Stock Exchange—All Share Index
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[5] Bootstrapping Uncertainty Intervals for Return Period of Extreme Monthly Electricity Consumption in South Africa
2020
[6] Analysis of Extreme Peak Loads Using Point Processes: An Application Using South African Data
2020
[7] Extreme Value Theory as a financial risk measure of the South African stock market
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[8] Modelling average maximum daily temperature using r largest order statistics: An application to South African data
2018
[9] Modelling average maximum daily temperature using r largest order statistics : an application to South African data
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[10] Estimation of extreme inter-day changes to peak electricity demand using Markov chain analysis: A comparative analysis with extreme value theory
2017
[11] Financial tail risks in conventional and Islamic stock markets: A comparative analysis
Pacific-Basin Finance Journal, 2016
[12] Analysis of robust optimization for decentralized microgrid energy management under uncertainty
International Journal of Electrical Power & Energy Systems, 2015
[13] Microgrid agent-based modelling and optimization under uncertainty
2014
[14] Modelling volatility and financial market risks of shares on the Johannesburg Stock Exchange
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[15] Modelling conditional heteroskedasticity in JSE stock returns using the Generalised Pareto Distribution
African Review of Economics and Finance, 2014
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