Juri Hinz

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations	2020-05-11	Paper
An algorithmic approach to optimal asset liquidation problems	2018-12-03	Paper
Optimal Forward Trading and Battery Control Under Renewable Electricity Generation	2017-06-11	Paper
Using Convex Switching Techniques for Partially Observable Decision Processes	2017-05-03	Paper
Stochastic switching for partially observable dynamics and optimal asset allocation	2017-04-21	Paper
Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms	2016-11-18	Paper
Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets	2016-04-22	Paper
Commodity Resource Valuation And Extraction: A Pathwise Programming Approach	2016-01-31	Paper
Optimal Stochastic Switching under Convexity Assumptions	2014-07-30	Paper
Risk-neutral models for emission allowance prices and option values	2014-01-20	Paper
Jump-Diffusion Modeling in Emission Markets	2013-02-11	Paper
On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions	2011-04-07	Paper
On fair pricing of emission-related derivatives	2011-02-28	Paper
Quantitative modeling of emission markets	2011-01-10	Paper
Storage Costs in Commodity Option Pricing	2010-11-10	Paper
Market Design for Emission Trading Schemes	2010-09-06	Paper
Optimal Stochastic Control and Carbon Price Formation	2010-08-16	Paper
Risk management in power markets: the hedging value of production flexibility	2009-12-07	Paper
PRICING FLOW COMMODITY DERIVATIVES USING FIXED INCOME MARKET TECHNIQUES	2008-05-14	Paper
Valuing virtual production capacities on flow commodities	2007-01-05	Paper
Equilibrium strategies in random-demand procurement auctions with sunk costs	2006-04-06	Paper
Pricing electricity risk by interest rate methods	2005-10-17	Paper
PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS	2005-06-22	Paper
A revenue-equivalence theorem for electricity auctions	2004-09-24	Paper
Optimizing a portfolio of power-producing plants	2004-06-10	Paper
Modelling day‐ahead electricity prices	2004-03-21	Paper
A method for portfolio choice	2004-03-16	Paper
An equilibrium model for electricity auctions	2003-09-09	Paper
Optimal bid strategies for electricity auctions	2003-06-26	Paper
Hypergroup actions and wavelets	2002-07-22	Paper
An application of wavelet analysis to pricing and hedging derivative securities	2002-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q4939922	2000-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q4354366	1997-09-15	Paper

Research outcomes over time

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