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Turn flexibility into profit: batteries, hedging and demand

In this one-hour session, Marc Hasenbeck will show how to capture value from flexibility across short-, mid- and forward markets.

Register for Turn flexibility into profit: batteries, hedging and demand

Flexibility is becoming one of the most valuable assets in European power markets. But turning that flexibility into consistent profit requires more than just access to batteries, demand response or market signals. It requires a structured approach to pricing, hedging and risk. 

In this one-hour session, Alexander Fleck will show how to capture value from flexibility across short-, mid- and forward markets. You will learn how batteries, demand-side assets and hedging strategies interact, and how to quantify their impact on revenue and risk. 

This webinar is designed to help you move beyond theory and into practical decision-making frameworks you can apply immediately. 

 

What you will learn 

  • How (co-) locations generate value across spot, balancing and forward markets 

  • How to structure hedging strategies around flexible assets 

  • The role of demand-side flexibility in reducing exposure and capturing upside 

  • How to evaluate revenue streams under different market scenarios 

  • Practical approaches to linking flexibility with forward curves and price signals 

Who should attend 

This session is ideal for: 

  • Portfolio managers optimising asset exposure and hedging strategies 

  • Power producers and asset owners managing flexible generation or storage 

  • Market analysts supporting trading and investment decisions 

  • Risk teams evaluating revenue volatility and downside exposure 

The content is especially relevant for professionals working with scenario modelling, forward curves and portfolio optimisation in European energy markets  

Why attend 

Flexibility is often discussed, but rarely quantified properly. 

This webinar will help you: 

  • Understand where real value comes from 

  • Build a clearer link between market signals and asset decisions 

  • Apply structured thinking to hedging and revenue optimisation 

Speakers

Alexander Fleck

Quantitative Developer at price[it] GmbH

Alexander Fleck is a Quantitative Developer at price[it] GmbH, part of Montel Risk. He holds a degree in Mathematics from Technische Universität Berlin and specialises in mathematical modelling, machine learning and quantitative analytics. His work focuses on the development and implementation of optimisation models for BESS valuation, as well as the development of flow-based optimisation methods for price simulations in energy markets.