Price Forecasts & Commodity Benchmarks

A proprietary model integrating commodity price correlations, energy inputs, and sectoral cost benchmarks.

Includes:

• Forecasting of key raw materials (gas, coal, metals) 
• Inflation-adjusted cost curves 
• Multi-sector benchmark indices
   

Deliverable:
Custom Excel model supporting scenario analysis and cross-commodity evaluation.

An econometric model identifying structural relationships across major commodities including oil, gas, LNG, carbon, FX, and coal.

Includes:

• Multivariate cointegration and correlation analysis
• Statistical arbitrage signal construction
• Cross-market risk and hedge optimization logic

Deliverable:

Quantitative framework supporting cross-asset strategy design and portfolio diversification analysis.

Scope:
Long-term wholesale price projections and benchmark analysis for Romania’s electricity market.

Includes:

• 30-year forecast model (€/MWh)
• Policy and carbon sensitivity scenarios
• Regional benchmark comparison (CEE & EU averages)
   

Deliverable:
Interactive Excel dataset with annual updates and PDF summary.

An integrated project-evaluation model for renewable-energy developments, covering financial, environmental, and contractual aspects.

Includes:

• CAPEX/OPEX modelling with probabilistic sensitivity analysis
• Regulatory and environmental-impact assessment modules
• Risk matrix for contracting and investment-stage decision support

Deliverable:

Custom Excel and Python toolset for project feasibility and risk evaluation.

Scope:
Comprehensive outlook of electricity and energy mix, combining price, demand, and capacity forecasts.

Includes:

• Electricity price pathways under multiple policy scenarios
• Renewable integration and decarbonization modeling 
• Benchmarking of energy intensity and generation mix across the region
   

Deliverable:
Excel workbook with scenario dashboards and detailed data sheets.

A proprietary short-term trading model integrating LNG price signals, shipping dynamics, and market fundamentals to support daily and weekly trading decisions.

Includes:

• Signal generation from spreads, freight rates, and storage data 
• Technical and statistical indicator suite for intraday and short-term horizons 
• Python-based analytical scripts and model calibration tools

Deliverable:
Custom model package for trading-desk integration and signal visualization.

A dynamic optimization framework for short-term electricity trading and dispatch management.

Includes:

• Forecasting of hourly demand, renewable generation, and price volatility 
• Optimization routines for bidding, scheduling, and balancing markets 
• Cost and revenue scenario modelling for power assets

Deliverable:
Python-based optimization model and Excel interface for operational strategy evaluation.

A quantitative model assessing counterparty credit exposure and pricing risk for renewable Power Purchase Agreements (PPAs).

Includes:

• Credit-worthiness scoring and spread modelling
• Monte-Carlo simulations for exposure and default probabilities
• Stress testing under market and regulatory scenarios

Deliverable:

Python-based risk model with reporting templates for internal credit governance.

A systematic trading framework for time-spread and multi-contract arbitrage in natural-gas markets.

Includes:

• Identification of mean-reverting structures and volatility clusters
• Model-based entry, exit, and hedging logic
• Historical backtesting and scenario-simulation modules

Deliverable:

Algorithmic strategy logic and documentation for integration into proprietary execution systems.