Weather, renewables and volatility: forecasting for profit
Accurate renewable and weather forecasting underpins profitable trading, especially for portfolios exposed to intermittent generation.
Weather models
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Inside the Day-Ahead and Intraday markets: where short-term value is won
Given the volatility of renewable energy, energy traders have various options to mitigate the risk of price spikes and benefit from short-term value. Two key
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Modelling flexibility: how storage and demand response change price dynamics
As decarbonisation progresses in power systems, flexibility is now the key asset in electricity markets. Historically, forecasting models relied on
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How to optimise generation portfolios across spot and forward power markets
Power producers and portfolio managers can capture value across different time horizons, including spot, intraday, and forward, by balancing physical
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How to build a fundamental power market model
The shift to cleaner, more decentralised energy systems has made electricity markets more complicated than ever. Prices now reflect not only supply and
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Power markets sensitivity analysis and scenario modelling
In today’s more complex energy environment, basic point forecasting isn't sufficient. A point forecast provides a single expected result, for instance,
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Forecasting power prices: combining fundamentals and machine learning
Forecasting power prices has become more complex and vital than ever. Markets are influenced by a complex interplay of physical limitations, policy cues, and
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The rise of quant power trading: data, algorithms and speed
The power markets are undergoing a transformation. Where once trading relied on gut feel and experience, the next generation of desks is powered by
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Spreads, correlations and cross-commodity trades: finding the edge
In modern power markets, the search for edge rarely lies in outright directional bets. Instead, it comes from understanding the relationships (the spreads