2 papers
math.ST2023
Inequality for the variance of an asymmetric loss
Naoya Yamaguchi, Yuka Yamaguchi, Maiya Hori
We assume that the forecast error follows a probability distribution which is symmetric and monotonically non-increasing on non-negative real numbers, and if there is a mismatch be…
econ.GN2018
Minimising the expectation value of the procurement cost in electricity markets based on the prediction error of energy consumption
Naoya Yamaguchi, Maiya Hori, Yoshinari Ideguchi
In this paper, we formulate a method for minimising the expectation value of the procurement cost of electricity in two popular spot markets: {\it day-ahead} and {\it intra-day}, u…