In the years 2000 energy companies built up large trading teams, with even larger teams for back office, middle office, portfolio management and risk management. Now that the times have changed, energy companies are forced to scale down rapidly. In this white paper publication, we describe how energy companies can reduce costs while improving their analytic capabilities and take better decisions.
Now that the British population has voted for a Brexit, the consequences for the British electricity sector are misty. Using its fundamental analysis model, a KYOS market study indicates a rise of 9.5% in wholesale GB power prices.
KyPowerFundamentals combines power market fundamentals & Monte Carlo price simulations. The software offers a unique solution to take better strategic decisions in volatile energy market conditions.
The UK carbon floor raises the cost of CO2 emissions by power producers and thereby increase power prices. The mechanism has important implications for the valuation of power stations. KYOS explains how the UK carbon floor impacts delta hedging of power stations.
KYOS is happy to announce it improved the shaping of the TTF forward curve. The TTF forward curve is made available on www.pricecurves.com.
Cyriel de Jong has completely rewritten his chapter on gas storage pricing and hedging, which provides an excellent description of the best-practice trading and valuation strategies for gas storage.
The strategic partnership between KYOS and and Mitsubishi Research Institute, Inc. led to a new service for Japan’s electricity market. The service makes an electricity price forward curve available, which will serve as a benchmark for Japanese market players.
Various approaches have been suggested for the valuation of gas storage. Of those approaches, the most general ones are based on Monte Carlo price simulations. These approaches allow the evaluation of different market trading strategies and different assumptions about the underlying price process.
New KYOS Analytical Platform for energy market players: improved risk management function, supporting both Value-at-Risk and Earnings/Cashflow-at-Risk.
What is a fair value of a gas storage facility? Case Study of Bergermeer facility, performed with KyStore.