Ramps, Risk & Returns

Forecast errors are no longer just a modelling challenge. They are a direct driver of market risk, price volatility and missed trading opportunities. 

In today’s power markets, small deviations in weather forecasts can trigger significant ramp events, distort price signals and expose portfolios to unexpected imbalance costs. Understanding where these blind spots occur, and how to act on them, is becoming an important edge for analysts, traders and portfolio managers. 

Join Jean-Paul Harreman from Montel Analytics and Rob Hutchinson from Meteomatics on 28 April for a data-driven session exploring how weather uncertainty translates into real market outcomes and how to turn that uncertainty into actionable insight. 

Together, Montel and Meteomatics combine high-resolution weather intelligence with real-time market analytics. Meteomatics specialises in precise, high-frequency weather data and forecasting, while Montel provides the market context by linking these signals directly to price formation, imbalance risk and trading decisions. 

In this session, we will cover: 

• Price volatility trends and how weather-driven uncertainty has shaped market behaviour in recent years, and what is changing now  

• Summer outlook and where current forecasts point to potential volatility in the months ahead  

• Market reality check through case studies of ramp events and price movements driven by forecast deviations  

• Signal vs noise and how to extract useful signals from increasingly granular weather data  

• AI in weather modelling and what is improving forecast accuracy, as well as current limitations  

You will come away with a clearer understanding of: 

• How weather data connects to ramp risk and price formation  

• How to interpret forecast uncertainty in short-term markets  

• How to integrate these insights into forecasting workflows and trading strategies  

This session is particularly relevant for: 

• Market analysts  

• Short-term traders