Tomoko Matsui

Independent

SCHOLARLY PAPERS

5

DOWNLOADS

311

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Which Risk Factors Drive Oil Futures Price Curves?

Number of pages: 63 Posted: 20 Sep 2016 Last Revised: 03 Feb 2020
The Institute of Statistical Mathematics, ESC Rennes School of Business, Independent, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Macquarie University
Downloads 216 (154,300)
Citation 1

Abstract:

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Crude oil futures, Theory of storage, Theory of normal backwardation, Hedging pressure, Futures Term structure

2.

A Weighted Spatio-Temporal Model for County Yields

Number of pages: 51 Posted: 07 Sep 2019
The Institute of Statistical Mathematics, ESC Rennes School of Business, ESC Rennes School of Business, Independent and Department of Actuarial Mathematics and Statistics, Heriot-Watt University
Downloads 35 (482,701)

Abstract:

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Crop yields, crop insurance pricing, SARIMA, Gaussian process

3.

A Spatiotemporal Analysis of Participatory Sensing Data 'Tweets' and Extreme Climate Events Toward Real-Time Urban Risk Management

This manuscript was presented in the 14th International Conference on Computers in Urban Planning and Urban Management (CUPUM 2015).
Number of pages: 34 Posted: 05 Jun 2017
University of Tsukuba, University of Tsukuba - Graduate School of Systems and Information Engineering, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Independent
Downloads 33 (492,186)
Citation 1

Abstract:

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heat wave, twitter

4.

Supplementary Material: Which Risk Factors Drive Oil Futures Price Curves?

Number of pages: 18 Posted: 16 Jan 2019
The Institute of Statistical Mathematics, ESC Rennes School of Business, Independent, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Macquarie University
Downloads 21 (559,886)

Abstract:

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Crude oil, Short-term factor, Long-term factor, Hybrid Multi-Factor model, Macroeconomical factors, Term structure

5.

Spatiotemporal Analysis of Urban Heatwaves Using Tukey G-and-H Random Field Models

Number of pages: 41 Posted: 08 May 2020
Daisuke Murakami, Gareth Peters and Tomoko Matsui
University of Tsukuba - Graduate School of Systems and Information Engineering, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Independent
Downloads 6 (661,422)

Abstract:

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