Our Models
An Overview Of cQuant.io Models
cQuant’s industry-leading models can be used individually or combined in Analytic Chains to create multi-faceted analytical workflows. For example, generate a standalone set of stochastic price simulations for use in downstream business processes. Or feed these simulations into cQuant’s Plant Dispatch Optimization and Cash Flow at Risk models for a complete portfolio-wide cash flow analysis. With new models added every 90 days, the possibilities for new Analytic Chains are growing rapidly, so check back often for new and updated models.
Basis Simulation
Simulate hourly or daily basis spreads relative to a reference price, capturing important distributional and time series dynamics.
Battery Storage Optimization
Optimize stand-alone and renewable + storage assets relative to energy and ancillary services prices.
Cash-Flow-at-Risk (CFaR)/Gross-Margin-at-Risk (GMaR)
Report cash flow, generation, and fuel burn uncertainty for hybrid physical/financial energy portfolios.
Contract Valuation
Value contracts ranging from vanilla swaps and options to bespoke HRCOs, RPOs, VFAs, and other structured transactions.
Counterparty Credit Exposure
Manage and report counterparty credit risk exposure and potential future exposure.
Demand Response
Optimize demand response program calls and report program value and risk.
Forward Price Simulation
Simulate forward contract prices through expiration for multiple delivery periods and price locations.
Gas Procurement Optimization
Optimize natural gas procurement to satisfy demand while minimizing weighted average cost of gas.
Gas Storage Optimization
Optimize injection and withdrawal of gas storage contracts to understand intrinsic and extrinsic (option) value.
Load Simulation
Simulate retail or wholesale electricity demand reflecting historically-observed relationships with weather.
Mark-to-Market (MtM)
Track contract, asset, and portfolio value as market conditions evolve and portfolio elements change.
Net-Position-at-Risk
Report net position and risk for cash flows, power (MWh), renewable attributes (REC, GHG-Free), and more.
Nodal Forward Curve Generator
Generate forward curves for pricing nodes or other illiquid delivery points based on historical basis relationships.
Plant Dispatch Optimization
Optimize hourly thermal plant dispatch relative to a full range of operational parameters and constraints.
Plant Outage Risk
Quantify the expected cost and uncertainty of unplanned thermal generator outages.
ReAssure® Renewable Energy Valuation
Value and assess risk for existing or prospective wind, solar, and battery storage projects and PPAs.
Spot Price Simulation
Simulate multiple power and other energy commodity prices down to the sub-hourly level.
Spread Option Valuation
Quickly value thermal power plants using a closed-form spread option approach relative to spot and forward volatility.
Thermal Generator Sensitivity Analysis
Compute delta and gamma for physical generating assets relative to a complete set of operational parameters.
Upstream Production Analysis
Compute mark-to-market and cash flow at risk (CFaR) for portfolios of upstream production assets, gathering/take-in-kind contracts, and associated hedges.
Value-at-Risk (VaR)
Compute VaR for portfolios of financial contracts and view exposure by delivery date, trader, counterparty, and more.
Weather Simulation
Simulate hourly temperature across multiple weather stations, reflecting important historical trends.