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Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
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2
Modelling day-ahead electricity prices
Hinz, Juri
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 149-161
Persistent link: https://www.econbiz.de/10001805371
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3
Optimal bid strategies for electricity auctions
Hinz, Juri
-
2002
Persistent link: https://www.econbiz.de/10013441040
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4
On pricing of electricity contracts by production capacity investments
Hinz, Juri
-
2002
Persistent link: https://www.econbiz.de/10013441041
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5
Modeling day ahead electricity prices
Hinz, Juri
-
2002
Persistent link: https://www.econbiz.de/10013441042
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6
Risk management in power markets : the hedging value of production flexibility
Doege, Jörg
;
Fehr, Max
;
Hinz, Juri
;
Lüthi, Hans-Jakob
; …
- In:
European journal of operational research : EJOR
199
(
2009
)
3
,
pp. 936-943
Persistent link: https://www.econbiz.de/10003900571
Saved in:
7
On value of flexibility in energy risk management. Concepts, models, solutions
Doege, Jörg
;
Fehr, Max
;
Hinz, Juri
;
Lüthi, Hans-Jakob
; …
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 97-108)
.
2007
Persistent link: https://www.econbiz.de/10003470300
Saved in:
8
On fair pricing of emission-related derivatives
Hinz, Juri
;
Novikov, Alexander
-
2009
Persistent link: https://www.econbiz.de/10008662362
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9
The carbon market in 2020: volumes, prices and gains from trade
Brinkman, Marcel
;
Fankhauser, Samuel
;
Hinz, Juri
;
Irons, Ben
-
2009
Persistent link: https://www.econbiz.de/10009550371
Saved in:
10
Properly designed emissions trading schemes to work?
Carmona, René
;
Fehr, Max
;
Hinz, Juri
-
2009
Persistent link: https://www.econbiz.de/10009550373
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