Rchr
J-GLOBAL ID：200901004485470240
Update date: Aug. 02, 2022
Endo Misao
エンドウ ミサオ | Endo Misao
Affiliation and department：
Research field (2)：
Safety engineering
, Social systems engineering
Research keywords (2)：
数理ファイナンス
, Mathematical Finance
Research theme for competitive and other funds (2)：
- 連続時間GJRモデルによるオプション価格の評価
- Option Pricing in Continuous-Time GJR Model
Papers (36)：
-
Matsumoto Takuji, Endo Misao. Power Forward Curve Model with Mitigated Swell Based on Constrained Least Square Error Approach. IEEE Conference Proceedings. 2022. 2022. CPEEE. 207-214
-
遠藤操. わが国における市場取引を活用した燃料調達・発電・電力卸売の最適化. 日本応用数理学会年会講演予稿集(CD-ROM). 2022. 2021
-
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. JOURNAL OF ENERGY MARKETS. 2021. 14. 3. 39-64
-
Takuji Matsumoto, Misao Endo. Electricity price forecast based on weekly weather forecast and its application to arbitrage in the forward market. 2021 11TH INTERNATIONAL CONFERENCE ON POWER, ENERGY AND ELECTRICAL ENGINEERING (CPEEE 2021). 2021. 104-111
-
Consideration for liquidation of the electricity futures market : Realization of strategic risk hedge trading. 2020. 67. 51-63
ｍore...
Education (1)：
- - 1998 Nagoya University Faculty of Liberal Arts
Professional career (1)：
- Ph.D. (University of Tsukuba)
Association Membership(s) (1)：
Return to Previous Page
