Medium-term Power Forecast

Weather-driven Fundamental Data, Fuels, Exchange and Available Capacities.

A comprehensive fundamental forecast

Our medium-term forecast covers all traded power-products ranging from time horizons of two weeks up to three years ahead. We base our forecasts on market intelligence and a fundamental model simulating detailed generator dispatch on an hourly level. This enables us to forecast the price formation and power flow between interlinked power markets.

For strategic decision-making

We update our medium-term forecasts every morning, giving you a daily updated market overview. We provide detailed quantitative analyses of how price, dispatch, and exchange are affected by recent changes in fuel and/or carbon costs, the latest weather forecasts and available capacities. Our analyses enable you to identify the most relevant fundamental price-drivers given the current market situation.

Model setup

Our continental medium-term power forecasts were developed with the integrated energy simulation environment PLEXOS®, which features unit commitment and economic dispatch of comprehensive thermal-based power systems. For the Nord Pool market, we use the EMPS model system.

What you get

A forecast for the entire curve

of power contracts and expectations for delivered and traded price levels

In-depth assessments

of recent market developments and their effect on prices

Complete and consistent historical data

and forecasts of relevant fundamental variables

Fuel markets

and their impact on electricity prices

Hydrological status outlook

and its assessed effect on market players’ price expectation and price formation

Daily recommendations

considering the latest signals from the weather, fundamental variables, fuels and technical trading

Detailed simulations

of power stations

Model output

consisting of simulated prices, production, reservoirs, and exchange between the areas

Additional features

Talk to an Analyst
Market Comments
API Access