Thanks for your help.
"UTC=no" is default on 14.04 so I couldn't change that. I tried different tweaks. Then I checked another machine running Windows+Ubuntu MATE 14.04. There was no problem on that machine.
The good news is: I don't think there's a time bug in Ubuntu MATE. I think the time problem in Windows is due to lack of updates (I have disabled Windows Update).
I will investigate and see if I can solve it by updating Windows. Since this problem is likely not related to UM I will mark this thread as solved.