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