| Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives T Matsumoto, Y Yamada Energy Economics 95, 105101, 2021 | 35 | 2021 |
| Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market T Matsumoto, Y Yamada Asia-Pacific Financial Markets 26 (2), 211–227, 2018 | 20 | 2018 |
| Mitigation of the inefficiency in imbalance settlement designs using day-ahead prices T Matsumoto, D Bunn, Y Yamada IEEE Transactions on Power Systems 37 (5), 3333-3345, 2022 | 11 | 2022 |
| Customized yet Standardized Temperature Derivatives: A Non-Parametric Approach with Suitable Basis Selection for Ensuring Robustness T Matsumoto, Y Yamada Energies 14 (11), 3351, 2021 | 10 | 2021 |
| Pricing electricity day-ahead cap futures with multifactor skew-t densities T Matsumoto, D Bunn, Y Yamada Quantitative Finance 22 (5), 835-860, 2022 | 8 | 2022 |
| Electricity price forecast based on weekly weather forecast and its application to arbitrage in the forward market T Matsumoto, M Endo Proceedings of IEEE 2021 11th International Conference on Power, Energy and …, 2021 | 8 | 2021 |
| Comprehensive and Comparative Analysis of GAM-Based PV Power Forecasting Models Using Multidimensional Tensor Product Splines against Machine Learning Techniques T Matsumoto, Y Yamada Energies 14 (21), 7146, 2021 | 7 | 2021 |
| 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 … T Matsumoto, M Endo Journal of Energy Markets 14 (3), 1-26, 2021 | 7 | 2021 |
| Going for Derivatives or Forwards? Minimizing Cashflow Fluctuations of Electricity Transactions on Power Markets Y Yamada, T Matsumoto Energies 14 (21), 2021 | 6* | 2021 |
| Hedging strategies for solar power businesses in electricity market using weather derivatives T Matsumoto, Y Yamada 2019 IEEE 2nd International Conference on Renewable Energy and Power …, 2019 | 5 | 2019 |
| Construction of mixed derivatives strategy for wind power producers Y Yamada, T Matsumoto Energies 16 (9), 3809, 2023 | 4 | 2023 |
| 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 松本拓史， 山田雄二 日本オペレーションズ・リサーチ学会和文論文誌 62, 1-22, 2019 | 4* | 2019 |
| Risk management and governance for PFI Project: technology policy lessons from the case of Japan T Matsumoto Massachusetts Institute of Technology, 2012 | 4 | 2012 |
| Forecast Based Risk Management for Electricity Trading Market T Matsumoto University of Tsukuba, 2020 | 3 | 2020 |
| Construction of Forecast Model for Power Demand and PV Power Generation Using Tensor Product Spline Function T Matsumoto, Y Yamada IOP Conference Series: Earth and Environmental Science 812 (1), 012001, 2021 | 2 | 2021 |
| Multivariate Weather Derivatives for Wind Power Risk Management: Standardization Scheme and Trading Strategy T Matsumoto, Y Yamada International Conference on Energy and Environment Research, 269-280, 2023 | 1 | 2023 |
| Improving the Efficiency of Hedge Trading Using Higher-Order Standardized Weather Derivatives for Wind Power T Matsumoto, Y Yamada Energies 16 (7), 3112, 2023 | 1 | 2023 |
| Efficient Risk Management for Distributed Clean Energy: Principal Component based Weather Derivatives T Matsumoto, Y Yamada E3S Web of Conferences [in press], 2024 | | 2024 |
| Optimal Arbitrage with Limit Orders in Day-Ahead Electricity Markets T Matsumoto, D Bunn 18th IAEE European Conference, 2023 | | 2023 |
| Standardized Multivariate Weather Derivatives for Hedging Risk in Wind Power Generation Businesses T Matsumoto, Y Yamada 日本金融・証券計量・工学学会 2022年度夏季大会, 1-12, 2022 | | 2022 |
Yuji YamadaProfessor, Faculty of Business Sciences, University of TsukubaVerified email at gssm.otsuka.tsukuba.ac.jp
