Risk management in ancillary markets: tail risk, liquidity and regime shifts
Use this article as a guide to manage risk in ancillary markets, with special attention paid to volatility regimes and structural shifts.
Ancillary vs wholesale markets: understanding decoupling and convergence
This blog describes the most likely scenarios in which ancillary prices might diverge...
Liquidity and competition in ancillary markets: why small volume changes move prices sharply
This blog explores why ancillary markets are structurally thinner than wholesale...
Ancillary market reform and harmonisation: what it means for price discovery
This blog looks at how European harmonisation reforms are reshaping ancillary price...
Weather Data
Intraday spreads and volatility: peak, off-peak and regional effects
In an environment where most variables, such as the amount of renewable energy generated during a certain period, are unpredictable, the ability to identify
Solar generation and intraday volatility: ramps, clouds and price shocks
Renewable energy relies on harnessing the power of the weather, which can result in unpredictable amounts of energy available to serve the grid, making
Wind-driven intraday volatility: patterns, risks and opportunities
Renewable energy is, by its nature, intermittent. It relies on the weather to generate energy, and so it is at the mercy of natural elements. Wind energy is
Renewable Energy
Intraday spreads and volatility: peak, off-peak and regional effects
In an environment where most variables, such as the amount of renewable energy generated during a certain period, are unpredictable, the ability to identify
Solar generation and intraday volatility: ramps, clouds and price shocks
Renewable energy relies on harnessing the power of the weather, which can result in unpredictable amounts of energy available to serve the grid, making
How to compare energy suppliers on cost, carbon and transparency
While price is often the driving factor in supplier selection, when sourcing ethical energy suppliers, carbon emissions and transparency around
Renewable certificates, green tariffs and Guarantees of Origin
In a world where transparency is key, particularly when it comes to sustainability claims, verifiable tools such as renewable energy certificates, green
Carbon
From Forecast to Forward Curve: Building a Profitable Long-Term Trading View
Curve construction involves gathering and cleansing data for accurate reporting before it is indexed into a smooth, usable curve using algorithms. Drivers
Renewable certificates, green tariffs and Guarantees of Origin
In a world where transparency is key, particularly when it comes to sustainability claims, verifiable tools such as renewable energy certificates, green
How to hedge energy costs without sacrificing sustainability
Renewable energy is a desirable power source for energy procurers because it helps achieve corporate sustainability goals. But because renewable energy
Analytics
Risk management in ancillary markets: tail risk, liquidity and regime shifts
Use this article as a guide to manage risk in ancillary markets, with special attention paid to volatility regimes and structural shifts.
Ancillary vs wholesale markets: understanding decoupling and convergence
This blog describes the most likely scenarios in which ancillary prices might diverge from wholesale signals, as well as when they might reconnect.
Liquidity and competition in ancillary markets: why small volume changes move prices sharply
This blog explores why ancillary markets are structurally thinner than wholesale markets, indicators to suggest volatility and how this, in turn, can affect
Ancillary market reform and harmonisation: what it means for price discovery
This blog looks at how European harmonisation reforms are reshaping ancillary price formation and the best way to react to these changes.