Simulations

Made by us, created for you.
Tell us which commodities you are interested in and let us build the simulations to help you manage price risk.

Simulations explained

Our price simulations enable users to manage price risks on a reliable and consistent basis 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 flexibility - enabling portfolio managers to accurately manage generation assets able to alter their production levels.

Simulations made easy

Use our existing simulations to see and judge everything that could happen to commodity prices in the future, or use our expertise to help create a bespoke simulation to meet your requirements.

Preset simulation 1

5000 paths for correlated spot prices with the legs of dark and clean spark spreads.

Available for power, gas, CO2 & coal.

Preset simulation 2

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.

Preset simulation 3

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.

Preset simulation 4

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.

Make your own simulation

Set your parameters for price simulations you want to see. We will support you in finding the right solution.

Risk analysis

Derivation of risk quantiles as a determinant for limits & risk premiums

  • Schedules

  • Contracts with flexibility

  • Tolerances

Determination and risk analysis of values ​​for assets with flexibility

  • Options

  • Swings

  • ToP

Optimisation of driving style/nomination and hedging strategies for complex assets

  • CHPs

  • VPPs

  • Gas storage facilities

Features

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Tailored to your needs

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

Viewable via price[SIM]

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.

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Fits into your ETRM

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.

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Your data how you want it

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

Delivery methods

Software

Install to access all the tools you need.

(s)FTP server

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

Need some help?

Use the buttons to let me know if you could use a further explanation!

Maik Bräuer

External Relations

braeuer@price-it.eu

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+49 (0) 345 678 59 62

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