Geopolitics in power markets explained: why global events drive electricity prices
Electricity markets have always been shaped by physical constraints and local system conditions. For most of their history, that was enough to explain price
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Hedging strategies using forward curves in power markets
Traders who can turn uncertainty into profit tend to engage in more sophisticated forms of trading, one of which is edging using power forward curves. The
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Carbon hedging strategies for power traders
The wholesale price of electricity is intrinsically linked to carbon pricing and the volatility associated with it can create high-risk conditions for energy
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Human vs algorithm decision-making in power trading: finding the right balance
The growth of algorithmic trading has drastically transformed the way power markets are traded. Automated systems are now key in generating signals,
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P&L attribution in power trading: separating skill from luck
Profit and loss in electricity trading is rarely driven by a single factor. Strong portfolio performance can be attributed to accurate forecasting,
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Carbon policy and electricity prices: how regulation reshapes generation economics
Electricity markets are being continuously restructured thanks to the changing carbon policies, which aim to move away from fossil fuel models and towards
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Model risk in power trading: why algorithms fail during stress events
Algorithmic trading now plays a key role in modern power markets, enabling faster execution, improved data analysis, and more structured decision-making.
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Governance and decision-making in power trading portfolios
Modern electricity trading portfolios navigate increasingly complex environments, making the field both challenging and exciting. It's a fascinating
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Modelling revenues for regional wind and PV assets in volatile markets
Valuing regional wind and PV assets in volatile markets requires accurately modelling of hourly price–volume interactions, endogenous capture rates, regional