Valuation & Forecasting

PCI Optimization Solutions provide an ideal model to support applications as diverse as daily operational planning, fuel burn forecasting, asset acquisition, post-analytics, transaction structuring and assessment of emissions (and emissions compliance) impact as well as the impact of potential plant upgrades.

  • Traders use GenTrader® to produce a near real-time pricing grid for making off-system purchases and sales
  • Portfolio managers can run post-analytics to assess operational efficiency as well as transaction and outage costing
  • Planners can run hourly simulations for any time period
  • Risk analysts can perform stochastic simulation with GenTrader® to show the impact of market price volatilities, unit forced outages and load uncertainties

PCI GenTrader® offers rich features that allow you to perform a variety of studies:

  • Ancillary Service Co-optimization – Simultaneously co-optimize energy and ancillary service positions and opportunities.
  • Case Comparison — Display detailed differences between two designated studies.
  • Purchase/Sale Market Structure — Input both “bid” and “ask” prices to define a commodity market.
  • Stochastic Analysis
    • 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 a tornado diagram showing the contribution of each risk driver to the overall portfolio risk
    • Value generation assets as options based on a user-defined price model
  • Stress Testing — Easily generate market price scenarios to analyze how a portfolio’s profit and loss would behave under varying market conditions.
  • Transaction Pricing Calculate the break-even cost for proposed purchases or sales. Can also be configured to create “block prices” for a stack of generic purchases or sales.