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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KyCurve forward curve building software transforms tradable market prices in hourly power forward curves (HPFC) or daily gas prices. The software generates an hourly price forecast by optimally using historical price patterns. For power, this statistical optimization can also take into account a changing merit order due to the growth of solar and wind production. When the shaping factors have been found, they are applied to the currently available market forward prices. As a result, the price forward curve is arbitrage-free.
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:
KyCurve is a software module, which can be delivered: