Valuing non-standard load profile products

Valuing non-standard power products


In the current European power market the only forward products listed on the exchanges are base, peak and off-peak contracts. For generators and consumers alike, these contracts are not suitable for effectively hedging a power portfolio. The optimal hedging strategy requires positions to be matched on an hourly profile. The result of the mismatch between hourly portfolio positions and the quoted base, peak and off-peak contracts for hedging is a residual hourly position that has to be taken in

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: