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

 

Publications

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: https://arxiv.org/abs/1803.08831