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
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Intraday volatility in power markets explained: the renewable effect
In the power market, pricing is often open to extreme changes in pricing. When this occurs on the day of delivery, within a single day of trading, we call it
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Renewable forecast errors: the primary driver of intraday price swings
Renewable energy is in itself an intermittent source of power, and this unpredictability can have an effect on intraday price swings elsewhere in the market.
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Trading and risk management during system stress events
System stress events are moments when power trading shifts from optimisation to risk containment. Prices accelerate, liquidity evaporates, correlations jump,
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Forecast uncertainty and system stress: why reliability becomes probabilistic
Forecasts form a core component of modern power markets. However, as systems rely more on weather conditions and less on dispatchable capacity, accuracy
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Market reliability and system stress in power markets
Forward power prices are often referred to as “the market’s forecast,” but in reality, they are more complex and insightful. Forward curves combine
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Balancing markets during system stress
Balancing markets reveal the true state of the power system. Even before stress is evident in day-ahead averages or forward curves, it usually shows up first
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Outages and availability risk: how power system failures move prices
Outages are points where physical reliability and market behavior meet. They eliminate capacity, limit redundancy, and sharply decrease operational
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Capacity margins & system tightness: metrics traders watch
Capacity margins are central to how traders discuss system tightness, yet they remain among the most misunderstood concepts in power markets. While margins