Market Simulation Suite


Simulate and visualize key trends in market prices and uncertainty down to the sub-hourly level provides several models that consume the most up-to-date market data available and use it to generate simulations of future prices. Forward curve simulation captures long-range uncertainty while spot and basis simulation models account for sub-monthly patterns and volatility that drive asset value and risk. Combine both simulation approaches for a comprehensive multi-factor treatment of price dynamics

Ability to capture multiple sources of uncertainty and risk: forward & spot price volatility, nodal basis dynamics, jump behavior, etc.

Correlated Monte Carlo simulations across multiple commodities & price locations down to the sub-hourly level.

Highly configurable simulation parameters ensure proper calibration against historical market data.

Energy and commodity prices are highly locational by their very nature, and cQuant’s models are designed to capture the unique market characteristics of each individual pricing location. Our forecasting models parameterize important location-specific market relationships so that simulations accurately reflect cross-commodity interactions, such as market heat rates, price correlations, and basis spread dynamics. This provides a market-consistent view of expected future prices and a statistically valid measurement of uncertainty. Combine price simulations with additional cQuant models to simulate renewable and thermal generation, storage, retail or wholesale electricity demand, etc. This combination yields a full-stochastic treatment of your entire portfolio enabling robust reporting of value and risk and providing unparalleled insight into portfolio optimization activities.

Whether you’re looking for a market forecast to feed into other downstream business reporting processes or a fully-integrated portfolio-wide future cash flow analysis, cQuant’s market simulation suite provides you with a solid analytical backbone you can rely on.

Use cases

Market Forecasting

Simulate future market prices consistent with observed historical trends in price uncertainty down to the sub-hourly level.

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Use cases

Renewable PPA Valuation

Assess fair market value and uncertainty for wind and solar power purchase agreements.

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