Energy Portfolio Optimization & Electricity Price Forecasting Forum – Düsseldorf This conference on Energy Portfolio Optimization and Electricity Price forecasting was held in Düsseldorf, Germany on 5 and 6 April 2017. Over the course of these two days, 30 speakers shared their ideas and case studies on topics such as risk assessment, price forecasting, hedging strategies,… Read more »
Hedging and Portfolio Optimization Summit Presentation KYOS
Presentation KYOS on Evaluation of dynamic hedging strategies at Annual Intelligent Hedging and Portfolio Optimization Summit, Amsterdam 2017.
Enterprise Risk Management needs to be developed in utility companies
Two articles on Enterprise Risk Management from Energy Risk describing how ERM needs to be developed in the energy sector.
KYOS’ Presentation E-Mart 2017: How can conventional generation survive?
At Emart 2017, Cyriel de Jong from KYOS held a presentation in the session on Power Price Drivers: “How can conventional generation survive in Europe?” He showed how fundamental models help to forecast future power prices and power plant profitability.
EU legislation will boost financial trading in sugar
As a result of new EU legislation, the minimum sugar price will disappear. This means that floating contracts will replace traditional fixed price contracts.
Higher spot price volatility: improved outlook for gas storage value
In the last months the economic outlook for gas storage improved. The value of a gas storage depends largely on the volatility in the spot market, which increased substantially in the last months. When current market circumstances prolong, the outlook for gas storage improves significantly.
Report: Multi billion euro loss for Dutch coal plants
With the help of KYOS’ fundamental market model. Spring Associates has calculated that the economic value of the two older Dutch coal plants equals €0.5 billion. The three new plants are valued at €3.2 billion, which is considerably lower than their respective construction costs.
Live price curves for contract pricing and dispatch optimization
It has become increasingly important to have immediate access to live market prices. For several applications within energy trading and pricing, it may be good enough to use end-of-day market prices, but live price curves are especially critical for pricing of contracts and power plant dispatch optimization.
A practical example of hedging gas swing contracts
This report shows how a trader could optimize his trading decisions in the gas spot market, while delta hedging the exposures in the forward market. The spot trades maximize the optionality of the contract, while the forward hedges limit the risk.
The Brexit may lead to 10% higher GB power prices
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.