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
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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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Building a portfolio optimisation framework for power trading desks
Developing a strong power portfolio optimisation framework has become essential for top European trading desks. As markets grow more volatile, liquidity
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Trading the forward curve: turning fundamentals into profitable positions
Forward markets are where power traders express long-term views, lock in value, and manage structural risk. The forward curve captures expectations, risk
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From Forecast to Forward Curve: Building a Profitable Long-Term Trading View
Curve construction involves gathering and cleansing data for accurate reporting before it is indexed into a smooth, usable curve using algorithms. Drivers
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Energy flexibility & procurement: how to buy power when you can shift load
Energy and procurement managers can reduce costs by integrating operational flexibility into their electricity procurement. Flexibility value comes from