2026.03.11
Endo, Misao
- Socio-Economic Research Center
- Senior Research Scientist
- e-mail: endo(at)criepi.denken.or.jp *'(at)'should be replaced by @
- Areas of Expertise: Financial mathematics, Energy commodity markets
Education and Professional Experiences
Adjunct Lecturer, University of Tsukuba.
Adjunct Lecturer, Tokyo University of Science.
Degree
PhD in Engineering
Affiliated Academic Society
The Japan Society for Industrial and Applied Mathematics (JSIAM),The Operations Research Society of Japan (ORSJ),Japan Association of Real Options and Strategy (JAROS),The Japan Society of Public Utility Economics (JSPU)
Publications
■CRIEPI RESEARCH REPORT（Japanese）
Main Author
Practices of Power and Fuel Trading and Market Risk Management in Europe - Challenges to Strengthen the Trading Function -
Revenue Management of Power Generation by the Power and Fuel Trading and Optimization of Asset Operation - A Case Study of German Utilities -
Co-Author
Comparative Analysis of Institutional Approaches for Ensuring Resource Adequacy after Restructuring of Electricity Market in the US
Roles and aims of trading divisions of the European energy companies in the competitive market
Issues in the Vitalization of Japan Electric Power Exchange - Analyses of Market Data and Surveys of Market Participants' Views
■Academic Papers
Main Author
Optimization of electricity futures and LNG futures trading under practical constraints of power producers in Japan
The Japan Society for Industrial and Applied Mathematics （日本応用数理学会）
JSIAM Letters, Vol.16, pp.41-44
An Econometric Analysis of the CO2, Fuel, and Electricity Prices
日本学術会議 「機械工学委員会・土木工学・建築学委員会合同IUTAM分科会」
Theoretical and Applied Mechanics Japan, 58, pp.51-59
Co-Author
One-week-ahead electricity price forecasting using weather forecasts and its application to arbitrage in the forward market: empirical study of JEPX
Journal of Energy Markets, 14(3), pp.39-64
■Conference Presentation /Lecture
Main Author
Optimal Generation Mix in Japan under Uncertainty of Restart of Nuclear Power Plants
INFORMS 2013 Annual Meeting
Efficient fossil fuel procurement in Japanese electric utility industry
Energy, Utility and Environment Conference (EUEC) 2012
Co-Author
Information Value of Weekly Weather Forecasts: An Empirical Analysis of Electricity Price Forecasting and Forward Arbitrage
Universität Duisburg-Essen
11th International Ruhr Energy Conference 2022 - Uncertainties in Energy Markets
Power Forward Curve Model with Mitigated Swell Based on Constrained Least Square Error Approach
IEEE
12th International Conference on Power, Energy and Electrical Engineering (CPEEE)
Electricity price forecast based on weekly weather forecast and its application to arbitrage in the forward market
IEEE
11th International Conference on Power, Energy and Electrical Engineering (CPEEE)