Profile of Wieger Hinderks

Fields of Activity / Competences 

  • Market price risk measurement and valuation of derivatives in the energy sector
  • Liquidity risk in the energy sector
  • Methods and key figures for risk management 
  • Theoretical foundations and financial mathematical applications of Lévy processes



Major Publications

  • Hinderks, W.J.; Wagner, A.:
    Pricing German Energiewende products: intraday cap/floor futures
    Energy Economics, Vol. 81, 287-296 (2019)
  • Hinderks, W.J.; Wagner, A.:
    Factor models in the German electricity market: stylized facts, seasonality, and calibration.
    To appear: Energy Economics, (2019)
  • 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.; Korn, R.:
    A structural Heath-Jarrow-Morton framework for consistent intraday, spot, and futures electricity prices.
    Manuscript submitted for publication, (2018)
    Available at arXiv: