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  • Search: subject:"Mixing Unconditional Disturbances"
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Year of publication
Subject
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Mixing Unconditional Disturbances 3 Block Maxima 2 Climate Change 1 Extreme Value 1 Extreme Value Theory 1 Extreme Values 1 Generalized Pareto Distribution 1 Peak Over Threshold 1 Peak-Over Threshold 1 Return Level 1 Stress Testing 1 and stress testing 1 climate change 1 extreme value theory 1 generalized Pareto distribution 1 mixing unconditional disturbances 1 return level 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 3 Article 1
Language
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Undetermined 4
Author
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Suarez, Ronny 2 SUAREZ, Ronny Araya 1 Suarez, R 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3
Published in...
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MPRA Paper 3 Journal of Environmental Management and Tourism 1
Source
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RePEc 4
Showing 1 - 4 of 4
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Modeling the impact of climate change in hydropower projects’ feasibility valuation
Suarez, Ronny - Volkswirtschaftliche Fakultät, … - 2012
In this paper a case study is presented to propose an alternative mechanism to include the impact of climate change into the hydropower projects’ feasibility valuation. We started from an independent engineer historical energy generation simulations; therefore, applying mixing unconditional...
Persistent link: https://www.econbiz.de/10011259832
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MODELING IMPACT OF CLIMATE CHANGE IN HYDROPOWER PROJECTS' FEASIBILITY VALUATION
SUAREZ, Ronny Araya - In: Journal of Environmental Management and Tourism III (2012) 2, pp. 70-75
In this paper a case study is presented to propose an alternative mechanism to include the impact of climate change into the hydropower projects' feasibility valuation. We start from independent engineer historical energy generation simulations, therefore applying mixing unconditional...
Persistent link: https://www.econbiz.de/10010698839
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Cover Image
Improving Modeling of Extreme Events using Generalized Extreme Value Distribution or Generalized Pareto Distribution with Mixing Unconditional Disturbances
Suarez, Ronny - Volkswirtschaftliche Fakultät, … - 2009
In this paper an alternative non-parametric historical simulation approach, the Mixing Unconditional Disturbances model … upper bound of the confidence interval for the Block Maxima and the Peak-Over Threshold approaches with Mixing Unconditional … Disturbances. This method can be an effective tool to create value for stress-testing valuation. …
Persistent link: https://www.econbiz.de/10008528728
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Cover Image
Improving Modeling of Extreme Events using Generalized Extreme Value Distribution or Generalized Pareto Distribution with Mixing Unconditional Disturbances
Suarez, R - Volkswirtschaftliche Fakultät, … - 2001
In this paper an alternative non-parametric historical simulation approach, the Mixing Unconditional Disturbances model … upper bound of the confidence interval for the Block Maxima and the Peak-Over Threshold approaches with Mixing Unconditional … Disturbances. This method can be an effective tool to create value for stress-testing valuation. …
Persistent link: https://www.econbiz.de/10008528731
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