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KyGasPortfolio software optimizes the sources of flexibility in a gas portfolio. Gas portfolio optimization software assists portfolio managers, business developers and traders in the reduction of portfolio costs and risks, and thereby improve profits.
The starting point is that one or more uncertain demand patterns have to be served. The demand might come from a customer base or a company's own assets, such as power generation. Then the optimization finds out how this uncertain gas demand can be served by a combination of:
Gas portfolio optimization is useful for portfolio managers, business developers and traders. KyGasPortfolio can be applied on a day-to-day operational basis on the current portfolio. In addition, the model helps to assess the benefits of new long-term contracts and other assets against the existing portfolio. This will help to reduce portfolio costs. It also limits the risk of paying contract penalties, buying at very high market prices or not being able to serve demand.
The outputs of KyGasPortfolio include:
The gas portfolio model uses various elements of our Gas Storage Valuation Model and Swing Contract Valuation Model. For example, it handles similar asset and contract constraints, and Monte Carlo simulations form a critical element. However, there are a couple of important differences: