Carbon hedging strategies for power traders
The wholesale price of electricity is intrinsically linked to carbon pricing and the volatility associated with it can create high-risk conditions for energy
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Human vs algorithm decision-making in power trading: finding the right balance
The growth of algorithmic trading has drastically transformed the way power markets are traded. Automated systems are now key in generating signals,
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P&L attribution in power trading: separating skill from luck
Profit and loss in electricity trading is rarely driven by a single factor. Strong portfolio performance can be attributed to accurate forecasting,
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Carbon policy and electricity prices: how regulation reshapes generation economics
Electricity markets are being continuously restructured thanks to the changing carbon policies, which aim to move away from fossil fuel models and towards
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Model risk in power trading: why algorithms fail during stress events
Algorithmic trading now plays a key role in modern power markets, enabling faster execution, improved data analysis, and more structured decision-making.
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Governance and decision-making in power trading portfolios
Modern electricity trading portfolios navigate increasingly complex environments, making the field both challenging and exciting. It's a fascinating
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Modelling revenues for regional wind and PV assets in volatile markets
Valuing regional wind and PV assets in volatile markets requires accurately modelling of hourly price–volume interactions, endogenous capture rates, regional
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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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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