Residual demand modeling and application to electricity pricing A Wagner The Energy Journal 35 (2), 2014 | 71 | 2014 |
Factor models in the german electricity market: Stylized facts, seasonality, and calibration WJ Hinderks, A Wagner Energy Economics 85, 104351, 2020 | 25 | 2020 |
Electricity Price Forecasting with Neural Networks on EPEX Order Books S Schnürch, A Wagner Applied Mathematical Finance 27 (3), 189-206, 2020 | 20 | 2020 |
Chance-risk classification of pension products: scientific concepts and challenges R Korn, A Wagner Innovations in insurance, risk-and asset management, 381-398, 2019 | 20 | 2019 |
The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19 S Schnürch, T Kleinow, R Korn, A Wagner Annals of Actuarial Science 16 (3), 498-526, 2022 | 18 | 2022 |
Short-and long-term forecasting of electricity prices using embedding of calendar information in neural networks A Wagner, E Ramentol, F Schirra, H Michaeli Journal of Commodity Markets 28, 100246, 2022 | 16 | 2022 |
A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices WJ Hinderks, R Korn, A Wagner Quantitative Finance 20 (3), 347-357, 2020 | 14 | 2020 |
Quanto option pricing in the parsimonious Heston model G Dimitroff, A Szimayer, A Wagner Available at SSRN 1477387, 2009 | 11 | 2009 |
Pricing German Energiewende products: Intraday cap/floor futures WJ Hinderks, A Wagner Energy Economics 81, 287-296, 2019 | 10 | 2019 |
Praxishandbuch Lebensversicherungsmathematik: Simulation und Klassifikation von Produkten R Korn, A Wagner ISBN 978-3963290749, 2019 | 7 | 2019 |
Handelsstrategien am deutschen Minutenreservemarkt A Wagner, P Oktoviany Energiewirtschaftliche Tagesfragen 12, 45-48, 2012 | 6 | 2012 |
Accounting for COVID-19-type shocks in mortality modeling: a comparative study S Schnürch, T Kleinow, A Wagner Journal of Demographic Economics 89 (3), 483-512, 2023 | 3 | 2023 |
Modellkalibrierung-Ein oft unterschätzter Faktor für die Modellgüte A Krohmer, S Utz, A Wagner Energiewirtschaftliche Tagesfragen, 45-47, 2013 | 2 | 2013 |
Short-Term Air Pollution Forecasting Using Embeddings in Neural Networks E Ramentol, S Grimm, M Stinzendörfer, A Wagner Atmosphere 14 (2), 298, 2023 | | 2023 |
Improved e-mail forensic using dynamic graphs and change-point detection C Hiller, A Wagner The Upper-Rhine Artificial Intelligence Symposium UR-AI 2022, 98-105, 2022 | | 2022 |
Application of Continuous Stochastic Processes in Energy Market Models R Grindel, W Hinderks, A Wagner Mathematical Modeling, Simulation and Optimization for Power Engineering and …, 2021 | | 2021 |
Unifying the theory of storage and the risk premium by an unobservable intrinsic electricity price W Hinderks, R Korn, A Wagner arXiv preprint arXiv:2011.03987, 2020 | | 2020 |
Energy Risk Management in Practice WJ Hinderks, A Wagner, P Oktoviany HANDBOOK OF ENERGY FINANCE: Theories, Practices and Simulations, 319-341, 2020 | | 2020 |
Structural Electricity Price Models and Volatile Renewable Infeed A Wagner Verlag Dr. Hut, 2013 | | 2013 |
Quanto option pricing in the parsimonious Heston model G Dimitroff, A Szimayer, A Wagner | | 2009 |