Price simulations

Price simulations

Price simulations across gas, electricity, coal, CO2, spot & futures markets help you make the most of your commodity hedging. Select a ready made simulation or create something new with our energy derivatives price risk management tools.

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price{SIM]

Simulations explained

Our monte carlo simulations enable users to optimise their commodity price risk management on a reliable and consistent basis. This is done by running multiple scenarios to find the price of commodities at defined points along a time curve.

They can also be used for state-of-the-art pricing of energy flexibility - enabling portfolio managers to accurately manage generation assets able to alter their production levels.

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Ready made simulations

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.

Custom simulations

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.

Latest Montel Group updates

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Features

Get price simulations via our customisable data service. Select commodities & markets, number of paths, method of delivery, format and more.

Get price simulation data via our in-house software price[SIM]. Choose to add the seasonality tool & price database, calibration tool or model reference via our data service.

Your own simulations are the best basis for calculating the figures most important to you when in comes to Energy Trading Risk Management. Use them to define portfolio risk, the premia which depend on risk, or create your own quantitative management report.

View simulations within your specific product -power plant evaluation "Spark", schedule risk management "Shape", or storage optimization "Store".

Delivery methods

Install to access all the tools you need.

Data sent to you directly via our secure file transfer protocol provider.

Get in touch

If you have any questions, or want to discuss how we can tailor our products to your needs, send me an email using the button below.
Maik Brauer

Maik Bräuer

External Relations

braeuer@price-it.eu

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+49 (0) 345 678 59 62

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See how we can use simulations to improve your profitabiltity.
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