Items where Author is "Matsumoto, T"
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Number of items: 2.
Matsumoto, T, Bunn, D W and Yamada, Y
(2022)
Mitigation of the Inefficiency in Imbalance Settlement Designs using Day-Ahead Prices.
IEEE Transactions on Power Systems, 37 (5).
pp. 3333-3345.
ISSN 0885-8950
Matsumoto, T, Bunn, D W and Yamada, Y
(2022)
Pricing Electricity Day-ahead Cap Futures with Multifactor
Skew-t Densities.
Quantitative Finance, 22 (5).
pp. 835-860.
ISSN 1469-7688