Price Forward Curves

See energy futures prices on a more granular level, allowing you to assess true values and improve your trading decisions for Europe.

What is a Price Forward Curve (PFC)?

Our Price Forward Curves (PFCs) are timeseries in quarterly, hourly and daily resolutions which represent the expected future prices of various commodities over a market-price-spanned period in the energy and commodity markets.

PFCs are derived from forward contracts and futures prices traded on relevant markets.

Key features:

Available for power, gas, coal, oil and carbon
Transforms futures prices into a unified time series
Available in daily (DPFC), hourly (HPFC), and quarterly (QPFC) resolutions
Spans forecasting periods of 1 to 11 years

Commodities covered

Hourly or quarter-hourly resolution, covering over 20 European countries

Available in daily resolution.

Accurate forecasting across multiple commodities

Comprehensive market coverage with a proven methodology

Built using a robust econometric methodology, our PFCs leverage historical data for reliable forecasting without the need for fundamental data. This approach ensures precise and accurate predictions of future market prices.

With coverage across power, gas, oil, carbon, and coal markets in over 20 European countries, you’ll have access to the key market data you need for informed trading and decision-making.

Explore a range of Price Forward Curve models tailored to your needs

Our PFC models provide tailored solutions to meet the unique demands of various markets and trading strategies. From intraday pricing to cross-commodity analysis, each model is designed to offer flexibility and precision, ensuring you have the insights needed to make informed decisions in a dynamic energy landscape.

These provide individual delivery times and price strategies for short-term trading.

Absolute (ABS):

Uses an additive approach with fixed spreads between hours that are not affected by changes in future price levels.

Dynamic (DYN):

Uses a multiplicative/relative approach where spreads between hours are relative to the current future price levels.

Focus primarily on spot prices for price forecasting.

Incorporate renewable energy sources as factors influencing spot prices.
These models assume that renewable forecasts stay at current levels.
Long-term renewable energy forecasts are used to shape future spot prices.

Similar to Grey Models but anticipate growth in renewables based on governmental policies and targets.
Future spot prices are shaped by increasing contributions from renewable energy sources.

These models take into account renewable energy forecasts along with fundamental drivers such as fuel prices (e.g., Fuel PFCs).
Utilises a stack/merit order model to analyze historic spot prices and forecast future prices.

Tailored PFC models designed to meet specific customer requirements.

Fine-tune PFCs to your unique needs

Customisation options

Take advantage of customisation options to refine your forward curves. These tools help you adapt to illiquid market pricing and build curves that accurately reflect market nuances:

Product eraser

Helps eliminate illiquid market pricing and arbitrage spikes.
For example, it can delete season products or quarterly products based on specific rules.

Calendar spreads

Creates artificial month or quarter products in markets where only larger products (such as years or seasons) are available.

External market integration

Imports external market spreads, such as transferring month-to-year relations from ICE TTF to the EEX THE Gas PFC.
Updates daily with the latest intraday market data.

Partner with a trusted name in market intelligence

Expert support & flexibility

With years of expertise in energy and commodities markets, Montel is your partner for PFC solutions that offer flexibility and reliability. Whether you need ready-to-use models or a bespoke solution, our team is here to support your business needs.

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.

If you're a Montel Online subscriber, you can also receive the data in the application, via an API or an Excel integration feed.

Data sent to you directly via our Secure File Transfer Protocol provider.

Make things easy with data sent to as many email addresses as you like.

Try Price Forward Curves for free

Get in touch with our product experts so we can build the exact package to meet your needs.