Price Dynamics in Energy Markets and their Interdependencies

The liberalization of the energy sector and the unprecedented price development for energy sources call for quantitative analyses of the energy markets and their interaction.

Using advanced quantitative methods, we answer questions such as:

  • How has the price correlation for electricity, gas, oil and coal changed?
  • How can we model spikes and jumps in energy prices?
  • Is there generally a common market for energy prices?
  • Can futures prices forecast spot prices on energy markets?
  • How do you derive price-forward curves?
  • What are suitable stress test methods for energy price movements?