Knowledge Center

A practical example of hedging gas swing contracts

11 August 2016
This report contains a worked example of gas trading with gas swing contracts. It shows how a trader could optimize his trading decisions in the... Read more ›

Benefits of outsourcing energy analytics

30 June 2016
In the years 2000 energy companies built up large trading teams, with even larger teams for back office, middle office, portfolio management and risk management.... Read more ›

The Brexit may lead to 10% higher GB power prices

21 June 2016
Now that the British population has voted for a Brexit, the consequences for the British electricity sector are misty. Using its fundamental analysis model, KYOS... Read more ›

Fundamentals & Monte Carlo

13 June 2016
Would you like to: • Forecast future power prices? • Based on a changing market structure? • While taking into account volatile market conditions?Then learn about our new... Read more ›

The carbon floor - implications for power plant hedging

20 May 2016
The EU carbon market is considered ineffective by many market players and policy makers, due to the low price level for carbon emissions. As a... Read more ›

Improved shape TTF forward curve on www.pricecurves.com

18 March 2016
KYOS is happy to announce it improved the shaping of the TTF forward curve. The TTF forward curve is made available on www.pricecurves.com.With... Read more ›

KYOS chapter in best-selling energy risk book by V. Kaminski

23 December 2015
With a 4th edition, the book "Managing Energy Price Risk" is one of the best-sellers in energy finance. Published by Risk Books in London and... Read more ›

MRI and KYOS launch electricity forward curve service in Japan

8 December 2015
Tokyo, December 10, 2015Mitsubishi Research Institute, Inc. (MRI), Japan’s leading energy think-tank, announced to launch a new service for Japan’s developing electricity market. The service... Read more ›

Gas storage review article published in JNGSE

18 May 2015
The Journal of Natural Gas Science and Engineering has published an invited review article of Cyriel de Jong. In this paper we review the pricing... Read more ›

AtRisk in KYOS Analytics

6 May 2015
The KYOS team is proud to announce the new release of its KYOS Analytical Platform for energy market players. Among the new functions is an... Read more ›

The fair value of the Bergermeer gas storage SBU

22 April 2015
At the Flame conference 2015 KYOS presented an assessment of the fair value of the Bergermeer SBU. The value of a gas storage depends on... Read more ›

NEW: Price curves for CEE region

10 April 2015
KYOS has expanded it's service to publish hourly price forward curves to the CEE Region. Via the dedicated website www.pricecurves.com detailed price curves can be... Read more ›

Power plant hedging and the UK carbon floor

29 May 2014
Summary: In this article we describe the mechanisms of the UK carbon floor. The floor price (of at least 18 GBP/ton) leads to higher carbon... Read more ›

Improved hourly shaping using renewable production information

19 March 2014
Summary: In this report we study the effect of renewable power production on the intra-day shapes. The forward curve builder of KYOS (KyCurve) has a... Read more ›

GasTerra storage 2014 valued at 3.04 Euro per SBU

18 February 2014
GasTerra offers virtual gas storage capacities in the Netherlands. For the third year in a row, KYOS performed an independent valuation of this product. The increase... Read more ›

How to effectively hedge the value of a power station: a backtest

29 December 2013
Backtesting a power station KYOS white paper on power plant hedging How to effectively hedge the value of a power station: a backtest ... Read more ›

GasTerra storage value declines further from 4.00 to 2.83 €

30 June 2013
GasTerra offers virtual gas storage capacities in the Netherlands. Capacity for 2013/2014 is auctioned twice: on 28 November 2012 the first auction led to a... Read more ›

How renewables shape the future

29 June 2013
Summary: In 2012, the German capacity of solar energy passed the 32 GW mark. Together with the growth in wind power generation, this has depressed... Read more ›

Guidelines for valuation of real options in energy markets

29 May 2013
Summary: Companies can be more competitive if they know how to accurately value and manage their energy real options. They make better investment and trading... Read more ›

Gazprom VHP-NCG storage valued at 2.73 EUR/MWh

18 February 2013
Via an auction arranged by Store-x, Gazprom offers virtual gas storage lots connected to NCG. The auction is on 18 February 2013. The storage period... Read more ›

GasTerra virtual gas storage value declined with 49% to €4.00

22 November 2012
Via an auction arranged by APX-Endex, GasTerra offers virtual gas storage capacities in the Netherlands. Capacity will be sold for 2013/2014. Based on an independent... Read more ›

Report: realize value with a gas storage in a difficult market

20 September 2012
Marcus Nossman, Cyriel de Jong, Hans van DijkenSummary: The years 2010 and 2011 have been a challenging period for many storage operators. Nevertheless, a substantial... Read more ›

Publication: Non-parametric forward looking Value-at-Risk

29 July 2012
Marcus Nossman (KYOS) and Anders VilhelmssonSummary: This paper proposes a new model for computing Value-at-Risk forecasts. It incorporates information about the market’s perceived uncertainty about... Read more ›

Energyrisk: Comparing power plant delta hedging strategies

29 June 2012
Energyrisk 2011 KYOS publication on power plant delta hedging strategies Power plant delta hedging strategies Summary: A comparison of common... Read more ›

JEM: Gas storage valuation using a multi-factor price process

29 January 2012
Journal of Energy Markets, 2011 Cyriel de Jong (KYOS) and Alexander Boogert Gas storage valuation using a multi-factor price process ... Read more ›

KYOS consultants write chapter about Energy Derivatives

13 December 2010
'Practical Derivatives' book has been published KYOS consultants write chapter about Energy DerivativesPractical Derivatives: A Transactional Approach, 2nd Edition Consulting Editor: Jonathan Denton Authors include: Cyriel de Jong... Read more ›

The value of starting up the power plant

29 June 2010
Summary: In this article we demonstrate the impact of various start-stop constraints and costs for the value of a power station. This impact analysis is possible... Read more ›

JOD - Gas storage valuation using a Monte Carlo method

19 August 2009
Journal of Derivatives, 2008 Publication on gas storage valuation using Monte Carlo Gas storage valuation using Monte Carlo method Developed... Read more ›

Realistic power plant valuations: How to use cointegrated power & fuel prices

29 June 2009
Worldpower, 2009 KYOS publication on power plant valuation Realistic Power Plant Valuation How to Use Cointegrated Power & Fuel Prices. ... Read more ›

Effective pricing of wind power: uncertainties in wind production often priced at too low levels

29 December 2008
Summary: This article describes the pricing and hedging of wind power contracts. It demonstrates that substantial discounts relative to baseload power prices are reasonable to cover... Read more ›

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