Curated Corpus

Japanese electricity market papers

JEPX research library covering Japanese electricity markets, forward markets, electricity futures, spot-price forecasting, power-market risk management, market design, arbitrage, price spikes, swing options, carbon pricing, and related wholesale power studies.

Total items

48

PDF / HTML

39 / 9

Coverage

2005-10-01 to 2025-03-01

Default order is latest publication date first.

48 papers

Topics covered

JEPX papersJapan electricity market papersJapanese electricity market researchJEPX forward marketJapan electricity forward curveJapanese power marketJapan electric power exchangeelectricity futures JapanJapanese electricity futuresJEPX spot price forecastingJapan electricity price forecastingJapanese power price spikesJEPX risk premiumJapan power market hedging
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2025-03-01International Journal of Electrical Power & Energy Systems

Data-driven modeling of the aggregator-based price-maker virtual power plant (VPP) in the day-ahead wholesale electricity markets; evidence from the Japan Electric power Exchange (JEPX) market

Suliman, M. S. & Farzaneh, H.

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2025-01-01J-STAGE / The Japanese Society for Artificial Intelligence Annual Conference

不確実性を考慮した電力取引計画の検討

新井 馨, 林 巨己, 石橋 直人, & 飯坂 達也

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2024-12-01J-STAGE / システム/制御/情報

物理的制約を考慮した電力市場メカニズム

小出 明

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2024-12-01J-STAGE / システム/制御/情報

新時代の電力市場取引に向けたリスク管理モデリング

松本 拓史 & 山田 雄二

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2024-06-24J-STAGE / JSIAM Letters

Optimization of Electricity Futures and LNG Futures Trading under Practical Constraints of Power Producers in Japan

Endo, M.

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2024-06-10IEEE EEM 2024

Novel Multimodal Data for Enhanced Electricity Spot Price Forecasting Using A CNN-LSTM Ensemble Learning Model for the Japan Electric Power eXchange (JEPX) Spot Market

Wang, Z., Mae, M., & Matsuhashi, R.

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2024-05-24Kyushu Institute of Technology Repository

地理情報システムを利用した電力スポット市場価格予測システムの構築

中山

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2024-04-11CRIEPI 社会経済研究所コラム

電力先物の活性化とスパーク・スプレッド

CRIEPI 社会経済研究所コラム

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2024-04-01Journal of Computational Social Science

Analyzing the influence of web search behavior on electricity market price: a case study of Japan electric power exchange

Gotoh, R.

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2024-01-01IEEE Access

Machine Learning-Based Japanese Spot Market Price Forecasting Considering the Solar Contribution

IEEE Access

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2023-12-01J-STAGE / Journal of Japan Society of Energy and Resources

スパースモデルを用いたJEPXスポット市場価格の予測および要因分析

金子 奈々恵 & 井上 智弘

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2023-11-01Energy Reports

GIS based JEPX spot prices forecasting system using solar power generation focusing on lowest prices

Nakayama, S., Shiota, A., Mitani, Y., & Watanabe, M.

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2023-11-01METI Commodity Market Office

Electricity Futures Activation Materials

METI Commodity Market Office

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2023-06-01ScienceDirect

Electricity Price Spike Formation and LNG Prices Effect under Gross Bidding Scheme in JEPX

ScienceDirect

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2023-03-01Energy Reports

JEPX spot prices forecasting system using GIS

Nakayama, S., Shiota, A., Mitani, Y., & Watanabe, M.

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2023-02-04Energies / MDPI

A Hawkes Model Approach to Modeling Price Spikes in the Japanese Electricity Market

Energies / MDPI

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2023-01-01電気・情報関係学会九州支部連合大会

過去データとの比較を考慮したJEPX最低価格出現予測手法の構築

中山 俊太朗, 塩田 淳, & 渡邊 政幸

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2022-10-06Humanities and Social Sciences Communications

The impacts of carbon pricing on the electricity market in Japan

Humanities and Social Sciences Communications

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2022-09-01Kanazawa University Repository / ORSJ 2022 Autumn Meeting

主成分誘導型スパース回帰を用いた電力スポット価格予測

Takuji, M. & 松本 拓史

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2022-08-01ScienceDirect

Econometric Analysis of Pricing and Energy Policy Regulations in Japan Electric Power Exchange Spot Market

ScienceDirect

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2021-09-10Kanazawa University Repository / Journal of Energy Markets

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

松本, Matsumoto, T., & Endo, M.

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2020-12-01電力経済研究

電力先物市場の流動化に向けた考察―戦略的リスクヘッジ取引の実現に向けて―

電力経済研究

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2020-11-10J-STAGE / エネルギー・資源学会論文誌

わが国の卸電力取引におけるスイング・オプションの価値評価

遠藤 操

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2018-10-17Springer

Realized Volatility and Jump Testing in the Japanese Electricity Spot Market

Ciarreta, A., Muniain, P., & Zarraga, A.

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2018-09-01MDPI

The Effect of Renewable Energy Generation on the Electric Power Spot Price of the Japan Electric Power Exchange

MDPI

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2017-09-09J-STAGE / 人工知能学会第二種研究会資料

電力取引における先物市場の影響予測モデル

倉橋 節也 & 吉田 孝志

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2016-03-01Tokyo Commodity Exchange

Survey on Electricity Futures Price Formation Methods

Tokyo Commodity Exchange

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2015-09-07CRIEPI / 電気新聞

Q 電力先物はヘッジ戦略でどのように用いられているのか?

CRIEPI / 電気新聞

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2015-01-01University of Tsukuba Repository / JAFEE

JEPX Intraday Price Forecasting and Bid Price Function Estimation Using a Generalized Additive Model

University of Tsukuba Repository / JAFEE

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2013-10-01J-STAGE / IEEJ

A Count Model Analysis of the Traded Contracts in JEPX Forward Market

大藤 建太 & 巽 直樹

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2013-08-01J-STAGE / IEEJ

An Error Correction Model Analysis on the Traded Volumes in JEPX Day-ahead Spot Market

大藤 建太 & 巽 直樹

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2008-01-01J-STAGE / IEEJ

Fundamental State Space Time Series Models for JEPX Electricity Prices

大藤 建太 & 兼本 茂

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2007-11-01ISAP 2007 Proceedings

Price Forecasting of Japan Electric Power Exchange using Time-varying AR Model

ISAP 2007 Proceedings

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2007-04-01J-STAGE / IEEJ

Fast Market Splitting Matching Method for Spot Electric Power Market

澤 敏之, 中田 祐司, 鶴貝 満男, & 杉山 茂也

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2006-03-01KIEE / KISTI mirror

Novel Continuous Auction Algorithm with Congestion Management for the Japanese Electricity Forward Market

KIEE / KISTI mirror

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2006-02-01J-STAGE / IEEJ

Study on Bidding Strategy and Market Clearing Price in Electric Power Day-ahead Market using Market Simulation

佐々木 鉄於 & 角矢 敏尚

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2005-11-01CRIEPI / 電力経済研究

日本卸電力取引所の取引動向の基礎検討

CRIEPI / 電力経済研究