| Factor models in the German electricity market: Stylized facts, seasonality, and calibration WJ Hinderks, A Wagner Energy Economics 85, 104351, 2020 | 26 | 2020 |
| 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 |
| Pricing German Energiewende products: Intraday cap/floor futures WJ Hinderks, A Wagner Energy Economics 81, 287-296, 2019 | 11 | 2019 |
| Energy Risk Management in Practice WJ Hinderks, A Wagner, P Oktoviany HANDBOOK OF ENERGY FINANCE: Theories, Practices and Simulations, 319-341, 2019 | 1 | 2019 |
| 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 |
| Mathematical modelling of German electricity prices W Hinderks | | 2019 |
Ralf KornProfessor für Mathematik, TU KaiserslauternVerified email at mathematik.uni-kl.de
