Energy Pricing & Market Analysis

Description

Programme

This course concerns a 1-day online workshop covering the following topics:

• Price discovery

• • The role of price reporting agencies
  • Pricing panels
  • Governance rules for administrators and contributors

• Market analysis

• • Fundamental analysis
  • Technical analysis
  • Quantitative analysis
  • Psychological analysis

• Price formation in the wholesale markets

• • Price driving factors
    • Fundamental drivers
    • Non-fundamental drivers
  • Central order book
    • Bid & ask
    • Price efficiency
    • Order types
    • Order flow
    • Market liquidity

• Price formation in the retail markets

• • Commodity price
  • Transport cost
  • Taxes / subsidy
  • Premiums
    • Validity premium
    • Volume risk premium
    • Imbalance premium
    • Creditworthiness premium

• Reference prices

• • Index
    • Index calculation procedures
    • Indexation
  • Benchmarks
    • Hub prices
  • Settlement prices
    • Settlement price calculation procedures