Misao Endo

Misao Endo received his B.S. from Nagoya University and his M.S. and Ph.D. in Engineering from University of Tsukuba. Misao has been a researcher at Central Research Institute of Electric Power Industry, Japan since May 2008. He was an adjunct lecturer at University of Tsukuba and is currently an adjunct lecturer at Tokyo University of Science. His main research area is energy markets analysis and mathematical finance.

Articles by Misao Endo

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