Simulations
Calculate portfolio risks, optimise asset production and create hedges with simulations made for a range of energy commodities.
Overview
Based on a sound mathematical framework, our Monte Carlo simulations run multiple scenarios to help you find the price of energy commodities at defined points along a time curve. Choose from the following options:
5000 paths for correlated spot prices with the legs of dark and clean spark spreads.
Available for power, gas, CO2 & coal.
5000 paths for correlated futures prices over the next 5 Calendar years with the legs of dark and clean spark spreads.
Available for power, gas, CO2 & coal.
5000 paths for correlated futures prices for the next 5 years of quarterly delivery with the legs of dark and clean spark spreads.
Available for power, gas, CO2 & coal.
5000 paths for correlated futures prices for the next 5 years of monthly delivery with the legs of dark and clean spark spreads.
Available for power, gas, CO2 & coal.
Set your parameters for price simulations you want to see. Tell us what you need and we will support you in finding the right solution.
Calculate risk figures
Derive risk figures from simulations showing you the future for energy markets. Use the potential fluctuations to inform your hedging strategy and calculate the residual worth and related risk of your portfolio.
Price your flexibility
Plan the best time to sell power from your flexible generation assets. More than 5000 scenarios show you how the market might move in advance, putting you ahead of the competition.
Tailored to you
Use our software to run the simulations you consider most likely. Edit the existing parameters then use your custom simulations to either define risk premia, or create your own quantitative management report.
Delivery methods
High-quality PFCs provided as a data service. Subscribe to have PFCs covering any cross-commodity portfolio at your disposal at any time using just a log-in.
Get price simulation data via our in-house software. Choose to add the seasonality tool & price database, calibration tool or model reference via our data service.
Install the software locally to view simulations within your specific product.
Data sent to you directly via our secure file transfer protocol provider.
Try simulations for free
Get in touch with our product experts so we can build the exact package to meet your needs.