Items where Author is "Matsumoto, T"

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Article

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 OPEN ACCESS

Matsumoto, T, Bunn, D W and Yamada, Y (2021) Pricing Electricity Day-ahead Cap Futures with Multifactor Skew-t Densities. Quantitative Finance, 22 (5). pp. 835-860. ISSN 1469-7688 OPEN ACCESS

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