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Modelling day-ahead electricity prices

Hinz, Juri - In: Applied mathematical finance 10 (2003) 2, pp. 149-161

Persistent link: https://www.econbiz.de/10001805371

An Algorithmic approach to optimal asset liquidation problems

Hinz, Juri; Yee, Jeremy - In: Asia-Pacific financial markets 24 (2017) 2, pp. 109-129

Persistent link: https://www.econbiz.de/10011797615

Optimal forward trading and battery control under renewable electricity generation

Hinz, Juri; Yee, Jeremy - In: Journal of banking & finance 95 (2018), pp. 244-254

Persistent link: https://www.econbiz.de/10011966755

Portfolio optimization, hidden Markov models, and technical analysis of P&F-Charts

Elliott, Robert J.; Hinz, Juri - In: International journal of theoretical and applied finance 5 (2002) 4, pp. 385-399

Persistent link: https://www.econbiz.de/10001682221

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

Risk-neutral models for emission allowance prices and option valuation

Carmona, René; Hinz, Juri - In: Management science : journal of the Institute for … 57 (2011) 8, pp. 1453-1468

Persistent link: https://www.econbiz.de/10009297007

Pricing flow commodity derivatives using fixed income market techniques

Hinz, Juri; Wilhelm, Martina - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1299-1322

Persistent link: https://www.econbiz.de/10003397188

A computational approach to sequential decision optimization in energy storage and trading

Falbo, Paolo; Hinz, Juri; Leelasilapasart, Piyachat; … - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-22

Due to recent technical progress, battery energy storages are becoming a viable option in the power sector. Their optimal operational management focuses on load shift and shaving of price spikes. However, this requires optimally responding to electricity demand, intermittent generation, and...

Persistent link: https://www.econbiz.de/10012587686