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Owen Jakata,Delson Chikobvu
AbstractOrientation: In light of the global financial instabilities, investors and risk analysts need extreme risk management tools to help them accurately monitor and reduce market exposure in an investment portfolio.Research purpose: The main...
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Delson Chikobvu,Tendai Makoni
AbstractOrientation: Modelling of international tourist arrivals? volatility is vital for marketing, planning, policy formulation and investment purposes among others. Symmetric and asymmetric tourism volatility models for years 2000?2017 were fitte...
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Tendai Makoni,Delson Chikobvu
AbstractAccurate tourism volatility forecasts for popular tourist destinations, like the Victoria Falls Rainforest, are vital to tourism destination managers and policymakers. The Victoria Falls Rainforest in Zimbabwe is under the town of Victoria Falls ...
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Sabastine Mushori,Delson Chikobvu
Pág. 256 - 264
A dynamic stochastic methodology in optimal portfolio selection that maximizes investment opportunities and minimizes maximum downside risk while taking into account implicit transaction costs incurred in initial trading and in subsequent rebalancing of ...
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Caston Sigauke, Delson Chikobvu
Uncertainty in electricity demand is caused by many factors. Large changes are usually attributed to extreme weather conditions and the general random usage of electricity by consumers. More understanding requires a detailed analysis using a stochastic p...
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Maseapei Elizabeth Girmay, Delson Chikobvu
This paper fits the three-parameter log-logistic (3LL) distribution to sulphur dioxide (SO2) monthly emissions in kilograms per gigawatt hour (kg/GWh) and in milligrams per cubic nano metre (mg/Nm3), at 13 of Eskom?s coal fired power-generating stations ...
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Knowledge Chinhamu, Chun-Kai Huang, Chun-Sung Huang, Delson Chikobvu
Extreme value theory (EVT) has been widely applied in fields such as hydrology and insurance. It is a tool used to reflect on probabilities associated with extreme, and thus rare, events. EVT is useful in modeling the impact of crashes or situations of e...
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Delson Chikobvu, Caston Sigauke
The paper discusses the modelling of the influence of temperature on average daily electricity demand in South Africa using a piecewise linear regression model and the generalized extreme value theory approach for the period - 2000 to 2010. Empirical res...
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