Compute mark-to-market value for a portfolio of financial contracts and report option Greeks.
Optimize storage technology dispatch to real time power and ancillary services prices while maintaining operational constraints.
Forecast hourly or sub-hourly load over a user-defined time horizon by parameterizing a stochastic simulation model against historical data.
Compute fair market value, forecast future energy production, and understand risk for renewable energy contracts and production facilities.
Optimizes dispatch of demand response programs based on fuel and power price signals.
Generate a cash flow at risk (CFaR) report for a portfolio of generation assets and financial positions or for the individual assets themselves.
Optimize hourly plant dispatch against fuel and power price signals to maximize profit.
I learned a valuable lesson about risk management the summer after I moved to Boulder, Colorado. Coloradans love to remind others (and each other) they get over 300+days of sunshine each year, and my first year in the state seemed to bear out this anecdotal wisdom. However, what all the jolly weather-snobs fail to mention is that Boulder is also …
Economists that study purchasing behavior understand that people often deceive themselves when buying large ticket items. There are certainly emotional components to purchasing behavior. I have purchased over 10 automobiles in my adult life without understanding the “total cost of ownership” (TCO) of any of them. I tried to make good decisions, but at the end of the day, I really wanted that …
Simulate a single commodity/risk variable over a user-defined time horizon using a Monte Carlo stochastic price simulation model.
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