論文

• Takuji Matsumoto, Yuji Yamada. Advancing financial instruments and market trading framework for local solar power hedging with principal component derivatives, Energy Economics, Elsevier, Vol. 149, Aug. 2025.  公式リンク  
  
• Takuji Matsumoto, Yuji Yamada. Improving the Efficiency of Hedge Trading Using Higher-Order Standardized Weather Derivatives for Wind Power, Energies, Mar. 2023.  公式リンク  
  
• Yuji Yamada, Takuji Matsumoto. Construction of Mixed Derivatives Strategy for Wind Power Producers, Energies, 2023.  公式リンク  
  
• Takuji Matsumoto, Derek Bunn, Yuji Yamada. Mitigation of the Inefficiency in Imbalance Settlement Designs Using Day-Ahead Prices, IEEE Transactions on Power Systems, pp. 1-1, Sept. 2022.  公式リンク  
  
• Takuji Matsumoto, Yuji Yamada, Derek Bunn. Pricing electricity day-ahead cap futures with multifactor skew-t densities, Quantitative Finance, pp. 1-26, Dec. 2021.  公式リンク  
  
• Takuji Matsumoto, Yuji Yamada. Comprehensive and Comparative Analysis of GAM-Based PV Power Forecasting Models Using Multidimensional Tensor Product Splines against Machine Learning Techniques, Energies, Nov. 2021.  公式リンク  
  
• Yuji Yamada, Takuji Matsumoto. Going for Derivatives or Forwards? Minimizing Cashflow Fluctuations of Electricity Transactions on Power Markets, Energies, Nov. 2021.  公式リンク  
  
• Takuji Matsumoto, Misao Endo. 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, The Journal of Energy Markets, Sept. 2021.  公式リンク  
  
• Takuji Matsumoto, Yuji Yamada. Customized yet standardized temperature derivatives: A non-parametric approach with suitable basis selection for ensuring robustness, Energies, Vol. 14, No. 11, 2021.  公式リンク  
  
• Takuji Matsumoto, Yuji Yamada. Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives, Energy Economics, Vol. 95, 2021.  公式リンク  
  
• Takuji Matsumoto, Yuji Yamada. Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market, Asia-Pacific Financial Markets, Vol. 26, No. 2, pp. 211-227, 2019.  公式リンク  
  
• 松本 拓史, 山田 雄二. 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, 日本オペレーションズ・リサーチ学会和文論文誌, Vol. 62, No. 0, pp. 1-22, 2019.  公式リンク  
  
• 松本拓史. 会計検査システムにおける不正検査のゲーム分析, 会計検査研究, No. 53, pp. 93-111, Mar. 2016.  公式リンク  
  

[ BibTeX 形式で保存 ]    [ 論文・著書をCSV形式で保存 ]    [ 特許をCSV形式で保存 ]