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Electricity consumption in Morocco: Stochastic Gompertz diffusion analysis with exogenous factors

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  • Gutiérrez, R.
  • Gutiérrez-Sánchez, R.
  • Nafidi, A.

Abstract

This paper proposes a means of using stochastic diffusion processes to model the total consumption of electrical power (including distribution and transport losses) in Morocco, as recorded by the official data for total sales published by Office Nationale de l'Électricité (ONE), the Moroccan electricity authority. Two models of univariate stochastic diffusion were used: the time-homogeneous Gompertz Diffusion Process (HGDP) and the time-non-homogeneous Gompertz Diffusion Process (NHGDP). The methodology proposed is based on the analysis of the trend function; this requires the analyst to obtain fits and forecasts for the consumption of electrical power by means of the estimated trend function (conditioned and non-conditioned). This latter function is obtained from the mean value of the process and the maximum likelihood estimators (MLE) of the parameters of the model. This estimation and the subsequent statistical inference are based on the discretised observation of the variable "electricity consumption in Morocco", using annual data for the period 1980-2001. The fit and forecast are improved by using macroeconomic exogenous factors such as the gross domestic product per inhabitant (GDP/inhab), the final domestic consumption (FDC) and the gross fixed capital formation (GFCF). The results obtained show that NHGDP, (with the above three exogenous factors) provides an adequate fit and medium-term forecast of electricity consumption in Morocco.

Suggested Citation

  • Gutiérrez, R. & Gutiérrez-Sánchez, R. & Nafidi, A., 2006. "Electricity consumption in Morocco: Stochastic Gompertz diffusion analysis with exogenous factors," Applied Energy, Elsevier, vol. 83(10), pages 1139-1151, October.
    • Handle: RePEc:eee:appene:v:83:y:2006:i:10:p:1139-1151
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    7. Nafidi, A. & Gutiérrez, R. & Gutiérrez-Sánchez, R. & Ramos-Ábalos, E. & El Hachimi, S., 2016. "Modelling and predicting electricity consumption in Spain using the stochastic Gamma diffusion process with exogenous factors," Energy, Elsevier, vol. 113(C), pages 309-318.
    8. Pramesti Getut, 2023. "Parameter least-squares estimation for time-inhomogeneous Ornstein–Uhlenbeck process," Monte Carlo Methods and Applications, De Gruyter, vol. 29(1), pages 1-32, March.
    9. Eva María Ramos-Ábalos & Ramón Gutiérrez-Sánchez & Ahmed Nafidi, 2020. "Powers of the Stochastic Gompertz and Lognormal Diffusion Processes, Statistical Inference and Simulation," Mathematics, MDPI, vol. 8(4), pages 1-13, April.
    10. Ahmed Nafidi & Ilyasse Makroz & Ramón Gutiérrez Sánchez, 2021. "A Stochastic Lomax Diffusion Process: Statistical Inference and Application," Mathematics, MDPI, vol. 9(1), pages 1-9, January.
    11. Gutiérrez, R. & Gutiérrez-Sánchez, R. & Nafidi, A., 2009. "The trend of the total stock of the private car-petrol in Spain: Stochastic modelling using a new gamma diffusion process," Applied Energy, Elsevier, vol. 86(1), pages 18-24, January.
    12. Stefano Maria IACUS & Giuseppe PORRO, 2012. "The evolution of regional unemployment in the EU. An analysis via the Gompertz diffusion process," Departmental Working Papers 2012-17, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    13. Tang, Ling & Yu, Lean & Wang, Shuai & Li, Jianping & Wang, Shouyang, 2012. "A novel hybrid ensemble learning paradigm for nuclear energy consumption forecasting," Applied Energy, Elsevier, vol. 93(C), pages 432-443.
    14. Badurally Adam, N.R. & Elahee, M.K. & Dauhoo, M.Z., 2011. "Forecasting of peak electricity demand in Mauritius using the non-homogeneous Gompertz diffusion process," Energy, Elsevier, vol. 36(12), pages 6763-6769.
    15. Nafidi, Ahmed & El Azri, Abdenbi, 2021. "A stochastic diffusion process based on the Lundqvist–Korf growth: Computational aspects and simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 182(C), pages 25-38.
    16. Li Li & Yalin Lei & Dongyang Pan, 2015. "Economic and environmental evaluation of coal production in China and policy implications," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 77(2), pages 1125-1141, June.
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