POWER PRICE FOREWARD CALCULATOR for MONTHLY CONTRACTS

The calculation of the arbitrage-free forward price of monthly power contracts depends on the underlying model. Klick here for more information in German. If you choose your data and press "SUBMIT" you will get the results of the random-walk model and the single factor mean reversion model.

Please modify the following data and press "SUBMIT":
  BASELOAD    PEAKLOAD
   ACTUAL SPOT PRICE [EURO/MWh]
   STEADY-STATE PRICE [EURO/MWh]
   TIME TO MATURITY [Months]
   DRIFT [% p.a. expected price change of the underlying]
   VOLATILITY OF THE UNDRERLYING [% p.a.]
   RELATIVE MARKET PRICE FOR RISK
   REVERSION RATE
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