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Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach

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Abstract

This paper examines the complex dependence between peak district heating demand and outdoor temperature. Our aim is to provide the probability law of heat demand given extreme weather conditions, and derive useful implications for the management and production of thermal energy. We propose a copula-based approach and consider the case of the city of Bozen-Bolzano. The analysed data concern daily maxima heat demand observed from January 2014 to November 2017 and the corresponding outdoor temperature. We model the univariate marginal behaviour of the time series of heat demand and temperature with autoregressive integrated moving average models. Next, we investigate the dependence between the residuals’ time series through several copula models. The selected copula exhibits heavy-tailed and symmetric dependence. When taking into account the conditional behaviour of heat demand given extreme climatic events, the latter strongly affects the former, and we find a high probability of thermal energy demand reaching its peak.

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  • 03 September 2019

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Acknowledgements

The authors are grateful to two referees for the many useful suggestions that have helped improve this paper. The first author (corresponding author F. Marta L. Di Lascio) acknowledges the support of the Free University of Bozen-Bolzano, Faculty of Economics and Management, via the project “The use of Copula for the Analysis of Complex and Extreme Energy and Climate data (CACEEC)” (Grant Nos. WW200S). The second author (Andrea Menapace) acknowledges Alperia and the Bozen-Bolzano province for providing the analysed data. The third author (Maurizio Righetti) acknowledges the support of the Free University of Bozen-Bolzano via the interdisciplinary project “Methods for optimization and integration given energy prices and renewable resources forecasts (MOIEREF)” (Grant Nos. WW2096).

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Authors and Affiliations

  1. Faculty of Economics and Management, Free University of Bozen-Bolzano, Piazza Università, 1, 39100, Bolzano, BZ, Italy

    F. Marta L. Di Lascio

  2. Faculty of Science and Technology, Free University of Bozen-Bolzano, Piazza Università, 1, 39100, Bolzano, BZ, Italy

    Andrea Menapace & Maurizio Righetti

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  1. F. Marta L. Di Lascio
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The original version of this article was revised: The original version of this article unfortunately contained a mistake. Maurizio Righetti’s given name and family name had been presented in the wrong order. The correct order is given here.

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Di Lascio, F.M.L., Menapace, A. & Righetti, M. Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach. Stat Methods Appl 29, 373–395 (2020). https://doi.org/10.1007/s10260-019-00488-4

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