Matt Davison
Professor, Director, School of Mathematical and St
Applied Mathematics
University of Western Ontario
Canada
Biography
Matt Davison Ph.D, Applied Mathematics, UWO, 1995. Matt Davison is a Professor, Director, School of Mathematical and Statistical Sciences, Canada Research Chair of Applied Mathematics in Biochemistry at the University of Western Ontario, Canada.
Research Interest
Energy Finance (Electricity Spot price modelling; Weather Derivatives, Optimal control of generating assets), Real Options (Application of Financial Math Ideas to Operations Research Problems) ,Applied Probability Theory
Publications
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Zhao G, Davison M. When does variable power pricing alter the behavior of hydroelectric facility operators. Working Paper, The University of Western Ontario. Online: http://www. apmaths. uwo. ca/~ mdavison/_library/preprints/ZhaoDavison07a. pdf (23.01. 2010); 2007.
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Thompson M, Davison M, Rasmussen H. Natural gas storage valuation and optimization: A real options application. Naval Research Logistics (NRL). 2009 Apr 1;56(3):226-38.
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Zhao G, Davison M. Valuing hydrological forecasts for a pumped storage assisted hydro facility. Journal of hydrology. 2009 Jul 15;373(3):453-62.
