Use shift to select word until next capital letter
I found a solution to my problem, but it only works for the IDE (development environment) I am using, which is the program IntelliJ IDEA, and not system wide.
But that fits my needs.

Solution:

Go to Preferences > Keymap > Search for "move caret to" > Select "Move Caret to Next Word in Different "Camel Humps" Mode" > Double Click it and select "Add keyboard shortcut" > Enter any shortcut you want.

You may also set a shortcut for doing the same thing but in the different direction.