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Andreas Wagner
Andreas Wagner
Hochschule Karlsruhe
Verified email at h-ka.de
Title
Cited by
Cited by
Year
Residual demand modeling and application to electricity pricing
A Wagner
The Energy Journal 35 (2), 2014
712014
Factor models in the german electricity market: Stylized facts, seasonality, and calibration
WJ Hinderks, A Wagner
Energy Economics 85, 104351, 2020
252020
Electricity Price Forecasting with Neural Networks on EPEX Order Books
S Schnürch, A Wagner
Applied Mathematical Finance 27 (3), 189-206, 2020
202020
Chance-risk classification of pension products: scientific concepts and challenges
R Korn, A Wagner
Innovations in insurance, risk-and asset management, 381-398, 2019
202019
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
182022
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
162022
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
142020
Quanto option pricing in the parsimonious Heston model
G Dimitroff, A Szimayer, A Wagner
Available at SSRN 1477387, 2009
112009
Pricing German Energiewende products: Intraday cap/floor futures
WJ Hinderks, A Wagner
Energy Economics 81, 287-296, 2019
102019
Praxishandbuch Lebensversicherungsmathematik: Simulation und Klassifikation von Produkten
R Korn, A Wagner
ISBN 978-3963290749, 2019
72019
Handelsstrategien am deutschen Minutenreservemarkt
A Wagner, P Oktoviany
Energiewirtschaftliche Tagesfragen 12, 45-48, 2012
62012
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
32023
Modellkalibrierung-Ein oft unterschätzter Faktor für die Modellgüte
A Krohmer, S Utz, A Wagner
Energiewirtschaftliche Tagesfragen, 45-47, 2013
22013
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
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