Trading and risk management in volatile intraday power markets
In intraday trading, playing the long game does not work as it does in other trading types, such as day-ahead. Traders need to leave static strategies behind
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Liquidity and order books during volatile intraday conditions
In energy trading, the price and the speed at which assets can be sold are critical factors in a market participant's success and profit. This element
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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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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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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
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Scarcity pricing in power: how tight systems drive extreme prices
Scarcity pricing sits at the sharp end of power-market behaviour. This is where reliability risk, operational constraints, and trading psychology come
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Power market reliability explained: what traders mean by system stress
Power market reliability is a term frequently used on trading floors, but it’s rarely clearly defined. While everyone recognises its importance, it can have
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Trading scarcity: How to spot and profit from tight system conditions
Power markets sometimes enter scarcity regimes - periods when available supply nears or drops below expected demand. These regimes offer unique trading