Valuation and management:
- Analysis of oil-indexed versus hub-based gas contracts
- Intraday optimization for flexible power plants
- Management of gas storages
- Management of pump-storage hydro power plants
- Management of virtual power plants
- Modelling of inflow dynamics at large hydro power plant systems
- Quantification of risk premia for electricity delivery contracts
- Quantification of volume and price risk at full service contracts
- Risk-adjusted optimization of energy procurement
- Risk-adjusted portfolio optimization in the natural gas sector
- Risk controlling in energy trading
- Valuation and hedge of energy derivatives
- Valuation and hedge of swing options
Investments and strategy:
- Cashflow forecasts for electric energy producers
- Marketing of energy from renewable sources
- Potential for diversification within customer portfolios of energy providers
- Utility analysis for the expansion of hydro power plants
Markets and prices:
- Analysis of methods for cross-border auctions
- Analysis of hourly price forward curves
- Effects of the 'EEG' on the power prices at the EEX
- Bidding strategies for flexible power plants
- Coupling/Decoupling of oil and gas prices
- Effects of wind energy on electricity prices
- Development of stress tests for clearing institutions
- Calibration of the market dynamics of electricity and gas
- Modelling of spot and forward prices (EXAA, Phelix, Swissix)
Please feel free to contact us, we are looking forward to your request!