Automated intraday trading in power markets: turning forecast changes into trades
Intraday power markets are where algorithmic trading provides some of its most tangible value. Prices move rapidly, liquidity fluctuates throughout the day,
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Carbon prices and power markets: understanding the coupling mechanism
The price of energy, whatever the source, is intrinsically linked to carbon prices - if carbon pricing rises, so do operational costs, making one source less
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Backtest: how accurate were Montel’s European power price scenarios?
Long-term power price scenarios out to 2060 are an established basis for strategic and investment decisions in power markets. Naturally, that raises the
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Energy procurement across sites & countries: how to build a buying portfolio
Differing regions require different approaches to procurement, and with a complex grid network, diverse energy sources, and competing legislation, the energy
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Managing shape and imbalance risk in power procurement
While drafting an energy procurement contract may seem straightforward, there are often hidden costs in corporate power contracts in relation to shape and
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Energy market model performance: accuracy, bias and trading value
As energy markets grow more volatile and are increasingly influenced by weather, policy, and interconnector factors, the importance of forecasting model
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Modelling cross-border power flows and market coupling
Power markets are interconnected, with electricity crossing borders every hour due to price variations, network limitations, and market coupling designs. For
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Spreads, correlations and cross-commodity trades: finding the edge
In modern power markets, the search for edge rarely lies in outright directional bets. Instead, it comes from understanding the relationships (the spreads
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Understanding power price volatility: where trading opportunities come from
In the European power market, volatility isn’t just background noise; it’s a valuable source of information. For traders and analysts, being able to