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Extreme daily increases in peak electricity demand: Tail-quantile estimation


  • Sigauke, Caston
  • Verster, Andréhette
  • Chikobvu, Delson


A Generalized Pareto Distribution (GPD) is used to model extreme daily increases in peak electricity demand. The model is fitted to years 2000–2011 recorded data for South Africa to make a comparative analysis with the Generalized Pareto-type (GP-type) distribution. Peak electricity demand is influenced by the tails of probability distributions as well as by means or averages. At times there is a need to depart from the average thinking and exploit information provided by the extremes (tails). Empirical results show that both the GP-type and the GPD are a good fit to the data. One of the main advantages of the GP-type is the estimation of only one parameter. Modelling of extreme daily increases in peak electricity demand helps in quantifying the amount of electricity which can be shifted from the grid to off peak periods. One of the policy implications derived from this study is the need for day-time use of electricity billing system similar to the one used in the cellular telephone/and fixed line-billing technology. This will result in the shifting of electricity demand on the grid to off peak time slots as users try to avoid high peak hour charges.

Suggested Citation

  • Sigauke, Caston & Verster, Andréhette & Chikobvu, Delson, 2013. "Extreme daily increases in peak electricity demand: Tail-quantile estimation," Energy Policy, Elsevier, vol. 53(C), pages 90-96.
  • Handle: RePEc:eee:enepol:v:53:y:2013:i:c:p:90-96
    DOI: 10.1016/j.enpol.2012.10.073

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    References listed on IDEAS

    1. Newsham, Guy R. & Birt, Benjamin J. & Rowlands, Ian H., 2011. "A comparison of four methods to evaluate the effect of a utility residential air-conditioner load control program on peak electricity use," Energy Policy, Elsevier, vol. 39(10), pages 6376-6389, October.
    2. Newsham, Guy R. & Bowker, Brent G., 2010. "The effect of utility time-varying pricing and load control strategies on residential summer peak electricity use: A review," Energy Policy, Elsevier, vol. 38(7), pages 3289-3296, July.
    3. Dlamini, Ndumiso G. & Cromieres, Fabien, 2012. "Implementing peak load reduction algorithms for household electrical appliances," Energy Policy, Elsevier, vol. 44(C), pages 280-290.
    4. MacDonald, A. & Scarrott, C.J. & Lee, D. & Darlow, B. & Reale, M. & Russell, G., 2011. "A flexible extreme value mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2137-2157, June.
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    Cited by:

    1. Sigauke, Caston & Bere, Alphonce, 2017. "Modelling non-stationary time series using a peaks over threshold distribution with time varying covariates and threshold: An application to peak electricity demand," Energy, Elsevier, vol. 119(C), pages 152-166.
    2. Nijhuis, M. & Gibescu, M. & Cobben, J.F.G., 2017. "Analysis of reflectivity & predictability of electricity network tariff structures for household consumers," Energy Policy, Elsevier, vol. 109(C), pages 631-641.
    3. Stephen Chan & Saralees Nadarajah, 2015. "Extreme value analysis of electricity demand in the UK," Applied Economics Letters, Taylor & Francis Journals, vol. 22(15), pages 1246-1251, October.


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