1 citations · 1 across the 4 of their papers we have counts for
4 papers
Rolling intrinsic for battery valuation in day-ahead and intraday markets
Daniel Oeltz, Tobias Pfingsten
Battery Energy Storage Systems (BESS) are a cornerstone of the energy transition, as their ability to shift electricity across time enables both grid stability and the integration…
Towards a fast and robust deep hedging approach
Fabienne Schmid, Daniel Oeltz
We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we…
Deep Hedging of Green PPAs in Electricity Markets
Richard Biegler-König, Daniel Oeltz
In power markets, Green Power Purchase Agreements have become an important contractual tool of the energy transition from fossil fuels to renewable sources such as wind or solar ra…
Parameterized Neural Networks for Finance
Daniel Oeltz, Jan Hamaekers, Kay F. Pilz
We discuss and analyze a neural network architecture, that enables learning a model class for a set of different data samples rather than just learning a single model for a specifi…