How to navigate price and volume risk with standard hedging products and synthetic PPAs

Volatile power markets, increasing renewable generation, and growing uncertainty around future price developments are creating new challenges for market participants. Effective hedging strategies are becoming essential to manage both price risk and volume risk while maintaining flexibility in changing market conditions. 

In this webinar, we will explore how synthetic PPAs and other financial instruments can be used to hedge electricity volumes and prices across different market environments. Participants will gain practical insights into the structure, benefits, and limitations of various hedging strategies  and learn how these products can support risk management, revenue stabilization, and portfolio optimization. 

Topics we will cover: 

• Understanding price and volume risks in modern power markets 

• Synthetic PPAs: concepts, structures, and use cases 

• Financial hedging instruments for power market participants 

• Managing renewable generation uncertainty  

• strategies to valuate your whole Portfolio   

• Current market trends and practical examples 

Who should attend? 

This webinar is designed for energy traders, portfolio managers, renewable asset owners, corporate energy buyers 

Join us to discover how synthetic PPAs and complementary financial products can help create more resilient and effective hedging strategies in today’s increasingly complex energy markets.