Natural gas traders

Natural gas traders need to create a competitive edge. With KYOS advanced analytics they obtain a better understanding of gas flows and price movements, which help to identify trading opportunities.

• Many gas deals involve optionalities. Examples include time spread options, swing options (especially in gas) and storage options. Accurate pricing and hedging of these products is essential to making money. KYOS offers best-in-class option valuation models for energy markets.
• Keeping risk under control is key for success in energy trading. For all natural gas traders we offer a complete deal capture and portfolio management system, including a Value-at-Risk engine, possibly extended with Cashflow-at-Risk and Earnings-at-Risk.
• KYOS provides all the tools to create your own forecasting tools for gas flows and gas prices. That is what some of our customers have done. For example, the KYOS software predicts the operations of all gas storage assets in the market. When these forecasts are compared with demand and supply, potential shortages and surpluses can be identified.

Solutions

• End-of-Day market price forward curves
• Live market price forward curves
• Power: Energy options
• Value-at-Risk
• Monte Carlo price simulations
• Gas: Gas storage

Gas companies

• Natural gas traders
• Natural gas suppliers and utilities
• Natural gas storage operators
• Natural gas consumers

Publications

• White paper: Benefits of outsourcing energy analytics
• World Power: uncertainties in wind production often priced at too low levels
• Combine fundamentals & Monte Carlo for better decisions
• ET: How renewables shape the future in Germany
• A practical example of hedging gas swing contracts