Using advanced quantitative methods, we answer questions like:
- How did electricity, gas, oil, and coal price interdependencies change?
- How can we model characteristics of energy prices like spikes and jumps?
- Is there a common market model for energy prices in general?
- Can futures prices be used to forecast accurately spot prices in energy markets?
- How are price-forward curves derived?
- What are adequate stress testing techniques for energy price movements?