Academic thinking and skills make the ior/cf-HSG interesting for project partners time and again.

Valuation and management:

  • Analysis of oil-indexed vs. hub-based gas contracts
  • Valuation and hedging of energy derivatives
  • Valuation and hedging of swing options
  • Management of virtual power plants
  • Management of gas storage facilities
  • Management of pumped storage power plants
  • including participation guidelines and SDLs
  • Intraday optimization for flexible power plants
  • Modeling the inflow dynamics of large hydropower plant parks
  • Quantification of risk premiums for electricity supply contracts
  • Quantification of volume and price risks in full supply
  • Risk-adjusted optimization in the procurement of energy
  • Risk-adjusted portfolio optimization in the gas industry
  • Risk controlling in energy trading

Investment and strategy:

  • Cash flow forecasts for electricity producers
  • Diversification potential of an energy supplier's customer portfolios
  • Assessment of benefits for hydropower plant expansion projects
  • Marketing of renewable energy sources

Markets and prices:

  • Analysis of methods for border auctions
  • Analysis of hourly price forward curves
  • Effects of the EEG on electricity prices on the EEX
  • Bidding strategies for flexible power plants
  • Coupling/decoupling of oil and gas prices
  • Influence of wind feed-in on electricity prices
  • Development of stress tests for clearing institutions
  • Calibration of electricity and gas price dynamics
  • Modeling of spot and forward prices (Swissix, Phelix)

Get in touch with us, we look forward to hearing from you!