Consulting & Projects

KYOS has years of experience in quantitative modelling and advisory services in gas markets. When modelling, a strong theoretical background is combined with practical solutions to solve day-to-day problems.

Reference projects include:

• Calculation of delta and other greeks

  KYOS developed reporting engines to calculate option greeks for gas storage and swing contracts.

• Investment analysis

  KYOS assisted in assessments of long term investments in gas storages. These investments include gas storages in Germany and the Netherlands.

• Backtest of trading strategies around UK Rough storage

  KYOS analysed what profits could be made in a 10 year horizon with various trading strategies on the NBP market around the Rough storage

• Valuation of gas flexibility

  KYOS made an assessment about the value of flexibility which is offered on the Dutch market

Gas Storage Valuation | Swing Contract Valuation | Gas Portfolio Optimization | Consulting Gas Markets | Gas Storage Publications | Gas Market Training Courses