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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Navigating European power market reform: what traders need to know
The European power market has rarely faced such intense scrutiny. Following the 2022–23 energy crisis, policymakers across the EU and UK have been
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The role of coal in power prices: legacy fuel or last resort?
For decades, coal has been the main source for electricity production and a benchmark for power prices. Although renewables and gas now dominate, coal’s
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How carbon prices shape power markets
Carbon pricing is one of the most critical and least understood pricing linkages in the energy transition: it shifts the merit order of power plants, making