Takuji Matsumoto

Takuji Matsumoto received his B.Eng. from the University of Tokyo, S.M. in Technology and Policy from the Massachusetts Institute of Technology, and PhD in Business Administration from the University of Tsukuba. He was a visiting PhD student at London Business School and has been a research scientist at Central Research Institute of Electric Power Industry, Japan since April 2020. His current research interests include electricity market analysis, energy finance, statistical modeling, and forecasting.

Articles by Takuji Matsumoto

Original research

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

This paper constructs a model using weekly weather forecasts for forecasting week-ahead average electricity prices and applies it to an arbitrage strategy in the forward market.

21 Sep 2021