Profile of Andreas Wagner

Fields of Activity / Competences

  • Risk measurement and valuation of derivatives in the energy sector
  • Development of data science methods and analytics platforms
  • Modeling and simulation of pension products
  • Loss extrapolation
  • »Fraunhofer-Forschungsmanager«



Major Publications

  • Wagner, A.:
    Residual demand modeling and application to electricity pricing.
    The Energy Journal, Vol. 35 (2), (2014).
  • Korn, R.; Wagner, A.:
    Chance-risk classification of pension products: Scientific concepts and challenges.
    Innovations in Insurance, Risk- and Asset Management, (2018).
  • Hinderks, W.J.; Wagner, A.:
    Pricing German Energiewende products: intraday cap/floor futures.
    Energy Economics, Vol. 81, 287-296 (2019).
  • Schnürch, S.; Wagner, A.:
    Machine Learning on EPEX Order Books: Insights and Forecasts.
    Machine Learning for Cyber Physical Systems, (2019).