Takuji Matsumoto

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Quantitative Finance
2022-05-27Paper
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Asia-Pacific Financial Markets
2019-06-04Paper


Research outcomes over time


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