@article{CTT100937213, author = {Takuji Matsumoto and Yuji Yamada}, title = {Advancing financial instruments and market trading framework for local solar power hedging with principal component derivatives}, journal = {Energy Economics}, year = 2025, } @article{CTT100931371, author = {Takuji Matsumoto and Yuji Yamada}, title = {Improving the Efficiency of Hedge Trading Using Higher-Order Standardized Weather Derivatives for Wind Power}, journal = {Energies}, year = 2023, } @article{CTT100931372, author = {Yuji Yamada and Takuji Matsumoto}, title = {Construction of Mixed Derivatives Strategy for Wind Power Producers}, journal = {Energies}, year = 2023, } @article{CTT100931374, author = {Takuji Matsumoto and Derek Bunn and Yuji Yamada}, title = {Mitigation of the Inefficiency in Imbalance Settlement Designs Using Day-Ahead Prices}, journal = {IEEE Transactions on Power Systems}, year = 2022, } @article{CTT100931377, author = {Takuji Matsumoto and Yuji Yamada and Derek Bunn}, title = {Pricing electricity day-ahead cap futures with multifactor skew-t densities}, journal = {Quantitative Finance}, year = 2021, } @article{CTT100931381, author = {Takuji Matsumoto and Yuji Yamada}, title = {Comprehensive and Comparative Analysis of GAM-Based PV Power Forecasting Models Using Multidimensional Tensor Product Splines against Machine Learning Techniques}, journal = {Energies}, year = 2021, } @article{CTT100931380, author = {Yuji Yamada and Takuji Matsumoto}, title = {Going for Derivatives or Forwards? Minimizing Cashflow Fluctuations of Electricity Transactions on Power Markets}, journal = {Energies}, year = 2021, } @article{CTT100931382, author = {Takuji Matsumoto and Misao Endo}, title = {One-week-ahead electricity price forecasting using weather forecasts, and its application to arbitrage in the forward market: an empirical study of the Japan Electric Power Exchange}, journal = {The Journal of Energy Markets}, year = 2021, } @article{CTT100931384, author = {Takuji Matsumoto and Yuji Yamada}, title = {Customized yet standardized temperature derivatives: A non-parametric approach with suitable basis selection for ensuring robustness}, journal = {Energies}, year = 2021, } @article{CTT100931390, author = {Takuji Matsumoto and Yuji Yamada}, title = {Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives}, journal = {Energy Economics}, year = 2021, } @article{CTT100931393, author = {Takuji Matsumoto and Yuji Yamada}, title = {Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market}, journal = {Asia-Pacific Financial Markets}, year = 2019, } @article{CTT100931397, author = {松本 拓史 and 山田 雄二}, title = {天気概況予報と天気別周期性トレンドに基づく太陽光発電事業者のための予測手法}, journal = {日本オペレーションズ・リサーチ学会和文論文誌}, year = 2019, } @article{CTT100931399, author = {松本拓史}, title = {会計検査システムにおける不正検査のゲーム分析}, journal = {会計検査研究}, year = 2016, }