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.
Visit www.kyos.com for more information about Kys energy consulting or this topic.Deutsch
KyCurve produces a daily or hourly forward curve up to several years into the future for power and gas prices. It initially generates an hourly price forecast by optimally using market fundamentals and historical price patterns. Then, the forecast is rescaled to match currently available market prices.
Market prices are typically available for only a limited set of standardized products, such as base/peak and months/ quarters/seasons/years. However, several activities of an energy trading business require a higher level of detail with optimal accuracy for:
The hourly forward curve model produces different types of price curves:
Commodity Trade & Risk Management System | Hourly power forward curve | Realistic price simulations | Option valuation | Value-at-Risk | Risk Management Consulting | Risk Management Training Courses | Publications Risk Management