Fields of Activity / Competences
- Data Science and Machine Learning
- Risk measurement and valuation of derivatives in the energy sector
- 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.:
Pricing German Energiewende products: intraday cap/floor futures.
Energy Economics, Vol. 81, 287-296 (2019).
- Hinderks, W.J.; Korn, R.; Wagner, A.:
A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices.
Quantitative Finance, Volume 20, Issue 3, Pages 347-357, (2020).