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
- 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.; Oktoviany P.:
Energy risk management in practice.
Handbook of Energy Finance: Theories, practices and simulations, World Scientific Publishing, (2019)
- Hinderks, W.J.; Wagner, A.:
Pricing German Energiewende products: intraday cap/floor futures.
Energy Economics, Vol. 81, 287-296 (2019)