In the absence of Feed-in-Tariffs, the earnings of renewable energy projects and PPAs are considerably exposed to market prices. The exposures extend over long horizons of up to 20 years. In the webinar we discussed how these risks can be quantified and how they can be reduced with a dynamic hedging strategy.
Please find here the slides of the session held 11 May 2021.
To view the slides of the presenters: Webinar KYOS Hedging price risks in renewable energy
FAQs to the questions asked in the webinar: FAQ Webinar Hedging price risks in renewable energy
If you missed this webinar, but still would like to watch it, please let us know by sending your details to firstname.lastname@example.org.
Have a look at the articles that we published in our series “The financials of renewable power and PPA’s“. These provide more insight in the various methods, for example used in long-term or short-term forecasting, creating simulations and price forecasts. Highly recommended!
As explained in the webinar, the three risk components of PPAs are baseload price, volume risks and shape risk. Each component has its own hedging strategies, although shape risks (seasonal and capture risk) are difficult to hedge. In any case, a good risk assessment, based on solid mathematical forecasting is essential.
Of course we can help you with this. KYOS is the leading provider of analytical software and data services in European energy markets. We offer an unrivalled web-based software platform to value and optimize energy storages, and to manage a complete portfolio of renewable assets and contracts. KYOS is also the number 1 provider of hourly price forward curves for European power.
Contact us for a short demonstration: email@example.com