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Hinz, Juri

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Author ID: hinz.juri Recent zbMATH articles by "Hinz, Juri"
Published as: Hinz, Juri; Hinz, J.
Documents Indexed: 34 Publications since 1997, including 1 Book
Reviewing Activity: 10 Reviews

Publications by Year

Citations contained in zbMATH Open

25 Publications have been cited 124 times in 66 Documents Cited by Year
Market design for emission trading schemes. Zbl 1198.91166
Carmona, René; Fehr, Max; Hinz, Juri; Porchet, Arnaud
21
2010
Optimal stochastic control and carbon price formation. Zbl 1203.93209
Carmona, René; Fehr, Max; Hinz, Juri
16
2009
Portfolio optimization, hidden Markov models, and technical analysis of P&F-charts. Zbl 1107.91331
Elliott, Robert; Hinz, Juri
14
2002
Risk-neutral models for emission allowance prices and option values. Zbl 1279.91202
Carmona, René; Hinz, Juri
12
2011
Pricing electricity risk by interest rate methods. Zbl 1118.91312
Hinz, Juri; Von Grafenstein, Lutz; Verschuere, Michel; Wilhelm, Martina
9
2005
Optimal stochastic switching under convexity assumptions. Zbl 1292.93149
Hinz, Juri
6
2014
On fair pricing of emission-related derivatives. Zbl 1232.91665
Hinz, Juri; Novikov, Alex
5
2010
Valuing virtual production capacities on flow commodities. Zbl 1151.91570
Hinz, Juri
4
2006
Optimizing a portfolio of power-producing plants. Zbl 1063.91052
Hinz, Juri
4
2003
Jump-diffusion modeling in emission markets. Zbl 1260.91170
Borovkov, Konstantin; Decrouez, Geoffrey; Hinz, Juri
4
2011
Optimal bid strategies for electricity auctions. Zbl 1060.91053
Hinz, Juri
3
2003
Pricing flow commodity derivatives using fixed income market techniques. Zbl 1134.91373
Hinz, Juri; Wilhelm, Martina
3
2006
Storage costs in commodity option pricing. Zbl 1201.91197
Hinz, Juri; Fehr, Max
3
2010
A method for portfolio choice. Zbl 1039.91022
Elliott, Robert; Hinz, Juri
3
2003
Modelling day-ahead electricity prices. Zbl 1089.91010
Hinz, Juri
3
2003
An equilibrium model for electricity auctions. Zbl 1046.91049
Hinz, Juri
2
2003
Stochastic switching for partially observable dynamics and optimal asset allocation. Zbl 1359.93535
Hinz, Juri; Yee, Jeremy
2
2017
Using convex switching techniques for partially observable decision processes. Zbl 1359.90148
Hinz, Juri
2
2016
Risk management in power markets: the hedging value of production flexibility. Zbl 1176.90282
Doege, Jörg; Fehr, Max; Hinz, Juri; Lüthi, Hans-Jakob; Wilhelm, Martina
2
2009
Equilibrium strategies in random-demand procurement auctions with sunk costs. Zbl 1140.91362
Hinz, Juri
1
2006
Quantitative modeling of emission markets. Zbl 1203.91214
Hinz, Juri
1
2010
Algorithms for optimal control of stochastic switching systems. Zbl 1350.93093
Hinz, J.; Yap, N.
1
2016
Linear filtering in quantum stochastics. (Lineare Filterung in der Quantenstochastik.) Zbl 0875.81021
Hinz, Juri
1
1997
A revenue-equivalence theorem for electricity auctions. Zbl 1123.91316
Hinz, Juri
1
2004
An algorithmic approach to optimal asset liquidation problems. Zbl 1418.91476
Hinz, Juri; Yee, Jeremy
1
2017
Stochastic switching for partially observable dynamics and optimal asset allocation. Zbl 1359.93535
Hinz, Juri; Yee, Jeremy
2
2017
An algorithmic approach to optimal asset liquidation problems. Zbl 1418.91476
Hinz, Juri; Yee, Jeremy
1
2017
Using convex switching techniques for partially observable decision processes. Zbl 1359.90148
Hinz, Juri
2
2016
Algorithms for optimal control of stochastic switching systems. Zbl 1350.93093
Hinz, J.; Yap, N.
1
2016
Optimal stochastic switching under convexity assumptions. Zbl 1292.93149
Hinz, Juri
6
2014
Risk-neutral models for emission allowance prices and option values. Zbl 1279.91202
Carmona, René; Hinz, Juri
12
2011
Jump-diffusion modeling in emission markets. Zbl 1260.91170
Borovkov, Konstantin; Decrouez, Geoffrey; Hinz, Juri
4
2011
Market design for emission trading schemes. Zbl 1198.91166
Carmona, René; Fehr, Max; Hinz, Juri; Porchet, Arnaud
21
2010
On fair pricing of emission-related derivatives. Zbl 1232.91665
Hinz, Juri; Novikov, Alex
5
2010
Storage costs in commodity option pricing. Zbl 1201.91197
Hinz, Juri; Fehr, Max
3
2010
Quantitative modeling of emission markets. Zbl 1203.91214
Hinz, Juri
1
2010
Optimal stochastic control and carbon price formation. Zbl 1203.93209
Carmona, René; Fehr, Max; Hinz, Juri
16
2009
Risk management in power markets: the hedging value of production flexibility. Zbl 1176.90282
Doege, Jörg; Fehr, Max; Hinz, Juri; Lüthi, Hans-Jakob; Wilhelm, Martina
2
2009
Valuing virtual production capacities on flow commodities. Zbl 1151.91570
Hinz, Juri
4
2006
Pricing flow commodity derivatives using fixed income market techniques. Zbl 1134.91373
Hinz, Juri; Wilhelm, Martina
3
2006
Equilibrium strategies in random-demand procurement auctions with sunk costs. Zbl 1140.91362
Hinz, Juri
1
2006
Pricing electricity risk by interest rate methods. Zbl 1118.91312
Hinz, Juri; Von Grafenstein, Lutz; Verschuere, Michel; Wilhelm, Martina
9
2005
A revenue-equivalence theorem for electricity auctions. Zbl 1123.91316
Hinz, Juri
1
2004
Optimizing a portfolio of power-producing plants. Zbl 1063.91052
Hinz, Juri
4
2003
Optimal bid strategies for electricity auctions. Zbl 1060.91053
Hinz, Juri
3
2003
A method for portfolio choice. Zbl 1039.91022
Elliott, Robert; Hinz, Juri
3
2003
Modelling day-ahead electricity prices. Zbl 1089.91010
Hinz, Juri
3
2003
An equilibrium model for electricity auctions. Zbl 1046.91049
Hinz, Juri
2
2003
Portfolio optimization, hidden Markov models, and technical analysis of P&F-charts. Zbl 1107.91331
Elliott, Robert; Hinz, Juri
14
2002
Linear filtering in quantum stochastics. (Lineare Filterung in der Quantenstochastik.) Zbl 0875.81021
Hinz, Juri
1
1997
all top 5

Cited by 108 Authors

12 Siu, Tak Kuen
11 Hinz, Juri
9 Elliott, Robert James
4 Chan, Leunglung
3 Carmona, René A.
3 Liang, Jin
3 Wilhelm, Martina
3 Yee, Jeremy
2 Benth, Fred Espen
2 Delarue, François
2 Doege, Jorg
2 Fehr, Max
2 Guo, Huaying
2 Kiesel, Rüdiger
2 Luthi, Hans-Jakob
2 Schwarz, Daniel C.
2 Yap, N.
1 Bardou, Olivier
1 Barndorff-Nielsen, Ole Eiler
1 Barrieu, Pauline M.
1 Bhattacharya, Saptarshi
1 Biagini, Francesca
1 Bielagk, Jana
1 Börger, Reik H.
1 Borovkov, Konstantin A.
1 Bouthemy, Sandrine
1 Bregman, Julia
1 Çanakoğlu, Ethem
1 Chang, Chuang-Chang
1 Chang, Shuhua
1 Chen, Chienming
1 Chen, Gongyu
1 Chevallier, Julien
1 Ching, Wai-Ki
1 Cortazar, Gonzalo
1 Coulon, Michael
1 Davison, Matt
1 Decrouez, Geoffrey
1 dos Reis, Gonçalo
1 Erlwein-Sayer, Christina
1 Erlwein, Christina
1 Esenduran, Gökçe
1 Espinosa, Gilles-Edouard
1 Falbo, Paolo
1 Gaygısız, Esma
1 Goutte, Stéphane
1 Grüll, Georg
1 Gupta, Aparna
1 Hall, Nicholas G.
1 Hertfelder, Claudia
1 Hinderks, W. J.
1 Hitzemann, Steffen
1 Horst, Ulrich
1 Howison, Sam D.
1 Hu, Bei
1 Huang, Jr-Wei
1 Jaimungal, Sebastian
1 Kalaycı, Elem Güzel
1 Kar, Koushik
1 Kjaer, Mats
1 Kümmerer, Burkhard
1 Kupper, Michael
1 Lau, John Wei
1 Li, Jinghuan
1 Liew, Chuin Ching
1 Lionnet, Arnaud
1 Liu, Jingzhen
1 Liu, Zhixin
1 Ma, Qiuzhuo
1 Macrina, Andrea
1 Mainberger, Christoph
1 Mamon, Rogemar S.
1 Meyer-Brandis, Thilo
1 Miao, Hong
1 Moret, Fabio
1 Naranjo, Lorenzo
1 Novikov, Aleksandr Aleksandrovich
1 Owusu, Abena
1 Özekici, Süleyman
1 Pagès, Gilles
1 Papakonstantinou, Athanasios
1 Perera, Ryle S.
1 Piccirilli, Marco
1 Pinson, Pierre
1 Ruckdeschel, Peter
1 Sainz, Felipe
1 Schiltknecht, Philippe
1 Schindlmayr, Gero
1 Shrivats, Arvind
1 Song, Haiqing
1 Spreij, Peter
1 Storm, Jaap
1 Swider, Derk J.
1 Tarnopolskaya, Tanya
1 Taschini, Luca
1 Touzi, Nizar
1 Uhrig-Homburg, Marliese
1 Vargiolu, Tiziano
1 Veraart, Almut E. D.
1 Verschuere, Michel
...and 8 more Authors

Citations by Year