Stochastic price modelling
View energy a different way by applying econometric methods to markets.
Overview
Stochastic models forecast two things: how prices vary and potential returns over time. While most energy sector players use fundamental models, this approach allows you to include uncertainties in your estimates.
Applying economics to energy markets
Our knowledge of applying stochastic modelling to energy markets means that we can help you build your own models to incorporate these methods. By comparing results to fundamental modelling, you can build a wider view of future prices or asset profitability.
Price modelling
Built from our own Price Forward Curve software, we can show you how to value futures prices on a more granular time frame - giving you better insights into the best times to trade your assets.
Returns modelling
Making good decisions when it comes to investing in power plants can be tough due to the volatility of revenue streams. Based on our simulations and valuations, we can show you how to build models not only to value the returns from a proposed investment, but also how to optimise it on a daily basis.
See how we can help you
Let us know your specific needs so we can suggest the right products to minimise risk and maximise your profits.