Experts in energy modeling, consulting and training!

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 Consulting - News & Highlights

    KySim - Monte Carlo Simulations

    KySim software produces Monte Carlo price simulations for power, gas and other commodities. Cointegration is applied to ensure spreads remain realistic. Monte Carlo simulations form the basis for assessing risks, performing valuations, and evaluating trading and hedging strategies. Our customers use KySim to:

    • Generate power price simulations
    • Generate gas price simulations
    • Generate oil price simulations
    • Generate coal price simulations
    • Generate CO2 price simulations
    • Generate metals price simulations
    • Generate freight rates price simulations

    You can benefit from realistic price scenarios by taking better decisions in an uncertain environment, and thereby reducing risk and enhancing profits.

    Outputs Monte Carlo price simulations

    KYOS price simulation software contains a set of advanced models to capture the primary dynamics of prices in terms of volatilities, correlations and spread dynamics. It is based on a combination of statistical and fundamental elements, such as multi-factor modelling, stochastic volatility, regime-switches, and the concept of cointegration. The output of KySim consists of:

    • Simulated commodity and FX prices in forward markets
    • Simulated commodity and FX prices in spot market

    Cointegration in Monte Carlo price simulation

    Especially for longer horizons of several months or many years ahead, KYOS advocates the incorporation of fundamental price relations through cointegration. When generating Monte Carlo price simulatations, cointegration  ensures that spreads remain within economically reasonable bounds.