Valuation results

Storage & Flexibility Valuations

Modelling for power plants and other complex financial derivatives, appropriate for both for short and long-term management.

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Asset valuation services

Asset modelling

Through multiple existing models, Montel Price it provides the information you need to understand your asset.

By creating a mathematical representation of your physical power unit, we can show you how to make your business more profitable.

Delta hedging

Delta hedging enables portfolio managers to protect the time value of your assets whist reducing the portfolio's volatility.

By understanding flexible generation systems as real options, delta hedge figures can be derived directly from our valuation algorithms.

Monte Carlo simulations

Besides specific asset models, our algorithms use monte carlo simulations for valuation.

These simulations take correlation and cointegration into account to identify market characteristics between products, commodities and delivery timeframes

Seasonal pattern spot price forecast

Asset optimisation
technologies

Through our state-of-the-art correlation & volatility modelling techniques and stochastic dynamic programming, we make it easy for you to find and measure the value of your energy provision in various scenarios.

Whether markets are calm or showing extreme volatility in reaction to new events our valuation services provide you with cash flow figures, risk measures, volume analysis and more to ensure you are optimising your:

  • Pumped storage

  • Conventional plants (gas/coal fired)

  • CHPs (incl. district heat storages)

  • Power-to-heat

  • Power-to-gas

  • Biogas

  • Gas storage and battery storage

  • Wind plants

  • Solar PV plants

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Risk Valuation 2

Valuation analysis

Placing a value on your energy generation is one thing, but understanding how that is affected by external factors is quite another. Our analysis goes deeper to show you:

  • Sensitivities against value drivers

  • Capture rates

  • Cannibalism effects

  • Profit & Loss

  • Limits

  • Target definitions

  • Optimal Hedging strategies

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What can I do with valuations from Montel Price it?

Whether you are looking to assess the viability of a new asset or optimise an existing one, we can show you what needs to be done to make your operations profitable. Tell us your key criteria and we will run the modelling to inform your decision making.

There is not always just one answer! As markets change over time in response to political and regulatory events, it can be useful to work out multiple solutions to the same challenge. We continue to work with you after the numbers have been run in order to ensure you are maximising your revenue opportunities.

Our valuation services can be applied to single assets or entire portfolios. Within larger asset groups, different strategies can often work for different individual units, so talk to us and find out how you can optimise on an individual level to reach your collective goal.

What do I get with valuations from Montel Price it?

It may be a complex topic, but onboarding new assets is always fun for us! We support all of customers with a guided onboarding process to make sure your understand what we are doing and why.

Based on 10 years of experience in asset modelling we identify the most relevant states and asset-specific constraints to fulfill your requirements, before reviewing and agreeing the terms of our working relationship with you.

We understand that reporting is key for reliable quality assurance, proper planning and controlling.

Alongside standard reports for daily operation and management summaries, we provide highly customised reports for different user groups dependent on their reporting needs.

Formats and delivery types are also available to suit you, varying from e-mail to responsive online dashboards.

We also offer a backtesting service for customer specific questions related to dispatching, hedging strategies or flexibility contracts.

As part of our analytical advisory function, backtests can be used to support our clients in matters of dispute or by reviewing investments decisions.

Any questions?

If you need some help or would like to learn more about our products, feel free to get in touch!
Maik Brauer

Maik Bräuer

External Relations

braeuer@price-it.eu

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+49 (0) 345 678 59 62

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