For the valuation of contracts, portfolios, and power plants, the ior/cf-HSG delivers price forecasts for electricity and gas markets including volatility structures. Diverse sets of price forward curves accommodate the incompleteness of the energy market as well as the varying valuation requirements from production, trading, and marketing.
That is why we offer regular, eco-based, and spike-based hourly price forward curves for the EEX-Phelix and both cyclic and anticyclic price forward curves for the daily constant delivery of H-gas at the TTF in the Netherlands and at the two German virtual trading hubs NetConnect Germany GmbH (NCG) and GASPOOL Balancing Services GmbH (GPL).