VALUATION & FORECASTING
PCI GenTrader® has powerful and flexible forecasting tools for energy generation and transmission professionals to model complex portfolios of power and fuel resources, including generators, contracts, options, and ancillary services. GenTrader® ensures consistent and accurate forecasting and evaluation by assessing an array of asset positions over any time frame – all within the same tool – so power suppliers can determine short to long-term portfolio viability and profitability.
GenTrader® maximizes portfolio profits by minimizing costs. Some applications include:
- Daily operational planning
- Fuel burn forecasting
- Asset acquisition
- Transaction structuring
- Assessing emissions (and emissions compliance) impacts
- Valuing the impact of potential plant upgrades
- Determining the relative economics of generation assets in varying LMP (locational marginal pricing) scenarios
Traders, asset/portfolio managers, planners, and risk analysts can use GenTrader® to run multiple valuation and forecast studies including:
- Post-analyzing operational efficiency, transaction/outage costing, and more
- Co-optimizing energy and ancillary service (AS) positions and opportunities
- Using case comparisons to see detailed differences between designated studies
- Defining purchase/sale market structures
- Inputting “bid” and “ask” prices to define a commodity market
- Performing Stochastic analyses to:
- Simulate the value and risk of a position or a portfolio
- Generate a probabilistic distribution of profit and loss for each position, as well as the entire portfolio
- Construct tornado diagrams showing the contribution of each risk driver to overall portfolio risk
- Value generation assets as options based on a user-defined price model
- Assess the impact of market price volatility, unit forced outages, and load uncertainties
- Developing market price scenarios to analyze how a portfolio’s profit and loss would behave under varying market conditions.
- Calculating transaction pricing (e.g., break-even cost) for proposed purchases/sales.
- Configuring and creating “block prices” for a stack of generic purchases/sales.