KYOS offers specialized advise on trading and risk management in energy markets. Our expert team has years of experience in quantitative modelling and advisory services in commodity markets. Our sophisticated solutions are developed to support decision making, investment proposals and risk calculations. KYOS has a clear focus on the following areas: Products, Consulting and Training.
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KYOS has unique expertise in the optimal management of power assets and pricing aspects of electricity markets. Our sophisticated software includes power plant valuation solutions, dispatch optimization software, forward curve curve building and state-of-the-art price price simulation techniques.
► Fast and exact calculations for detailed plant characteristics
► Stochastic optimization using least-squares Monte Carlo
► Realistic modeling of market prices, spark and dark spreads
► Dynamic hedging strategies and Earnings-at-Risk calculation
KyPlant and KyHydro are developed for the valuation and optimization of physical and virtual power plants. The real options-based models combine actual plant behaviour with realistic price simulations. The models can be applied to single plants or portfolios of plants, and deal with a large range of restrictions and flexibilities. The models support support optimal dispatch and hedging decisions, and provide realistic assessments of expected value and risk. Read more
KyCurve produces daily and hourly forward curves for power, gas and other commodity markets. The curves match forward and futures prices in the market. For our forward curve data service go to PriceCurves. For more information about forward curve building go here.
KyPowerFundamentals is a fundamental power market model. It is typically used to make longer-term projections of power prices or to assess fundamental changes to the market, and the profitability of individual assets. The main result is an hourly price forward curve. Read more
KySim produces simulations of commodity forward and spot prices. It is a multi-factor model with cointegration, such that Monte Carlo simulations of prices and spreads are realistic. Other methodologies in the model include mean-reversion, jump-diffusion and regime-switching. It forms the basis for the stochastic optimization of power generation assets, for delta hedging, and for the calculation of market risks (Earnings-at-Risk) Read more