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)
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