Banking and risk
Demand forecasts and hedging for electricity retailers
How much will your customers use, what will it cost to supply them, and how bad could it get? Probabilistic demand per zone, and a portfolio tool that turns a load profile and the price forecast into cost, margin and value-at-risk, with and without a hedge.
Next-day demand
Our 10-90% range and median against the TSO's own day-ahead load forecast.
Calculating…
Walk-forward test against the TSO
The walk-forward test runs once the actual-load history is complete.
Portfolio cost and value-at-risk
Pick a typical customer profile or upload your own hourly profile (24, 168 or 8,760 values, one per line or comma-separated).
Calculating…
Coming days: Monte Carlo over the frozen forecast's quantiles with errors correlated within each day and across the week, and a customer volume error correlated with price. A year: historical months rescaled to the forward level and resampled. Value-at-risk is how much worse than expected the cost is in the worst 5% of cases.
Screening estimates from published market data, not investment advice. History is retrospective; forward figures follow the stated assumptions.