I do not own a Denon receiver, I have gathered some information on controlling a Denon receiver through a local lan. If you have the ability to know what port your Denon receiver is listening on, this skill could be modified in the index for the port and then open the firewall for it to have alexa control the receiver.
If you can confirm a port, I will update the index to match, currently port 80 is in the index.
UPDATE https://geekweaver.wordpress.com/2017/10/14/alexa-dtv-security/ mawrew19 has posted a "man in the middle" solution that may get this to go. will need a rpi on the home network.
Let me know if you have success and I will try to correct accordingly.
Thanks for your interest. B