Similar Search Results

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

On fair pricing of emission-related derivatives

Hinz, Juri; Novikov, Alexander - 2009

Persistent link: https://www.econbiz.de/10008662362

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

Properly designed emissions trading schemes to work?

Carmona, René; Fehr, Max; Hinz, Juri - 2009

Persistent link: https://www.econbiz.de/10009550373

Risk aversion in modeling of cap-and-trade mechanisms and optimal design of emission markets

Falbo, Paolo; Hinz, Juri; Pelizzari, Cristian - 2015

Persistent link: https://www.econbiz.de/10011344239

Algorithms for optimal control of stochastic switching systems

Hinz, Juri; Yap, Nicholas - 2015

Persistent link: https://www.econbiz.de/10011344332

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

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

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