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

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

  • Options

  • Swings

  • ToP

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

  • Schedules

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

  • CHPs

  • VPPs

  • Gas storage facilities

Features

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.

Fits into your Price it

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

Delivery methods

price[it] customer area

Log in to the price[it] platform and get the data in your own personal space.

(s)FTP server

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