Power price forecasting for traders, generators and investors.
Independent, fundamentals-based electricity price forecasts, from hourly shapes to 30-year outlooks, built on transparent assumptions and scenarios you can defend to your board.
Electricity prices have never been harder to forecast, or more valuable to get right.
Rising renewable output is deepening midday price troughs and creating more negative-price hours, while gas still sets the price at times of system stress. Interconnectors, battery storage and market reform keep changing how prices form.
Our power price forecasting combines fundamental market models with statistical techniques, so you get forecasts that explain why prices move, not just where they might go.
Power price forecasts built around your decisions.
Hourly and half-hourly price shapes
Granular day-ahead and intraday price profiles that capture solar troughs, evening peaks and volatility.
Baseload and peak forward curves
Monthly, quarterly and annual curves that blend traded forwards with fundamental forecasts for illiquid tenors.
Capture prices and cannibalisation
Technology-specific capture prices and capture rates for wind and solar, essential for valuation and PPA pricing.
Negative-price and curtailment risk
The frequency and depth of negative prices, and what they mean for merchant and subsidised assets.
Spreads and volatility for storage
Daily spreads and volatility metrics that drive battery storage revenues and dispatch strategies.
Long-term outlooks to 2050
Scenario-based outlooks reflecting demand growth, build-out, fuel, carbon and policy pathways.
Fundamental clarity, statistical precision.
We agree whether the forecast supports trading, hedging, valuation, financing or strategy, and set horizons and resolution accordingly.
Using tools such as PLEXOS, BID3 or PROMOD, we model demand, the merit order, fuel and carbon, renewables, storage, interconnection and network constraints.
Machine-learning and time-series models refine near-term shapes, using fundamental outputs as inputs so they adapt to regime change.
Forecasts are tested against history by hour, season and market regime before they are trusted.
Central, high, low and bespoke scenarios give a realistic range of outcomes, not a single number.
Curves and scenarios flow into your ETRM or CTRM, risk and reporting, with a documented assumptions book.
GB and European power markets.
We model Great Britain and interconnected European markets, and adapt our approach to other regions where clients need it.
- Great Britain, including half-hourly settlement and balancing
- Germany, France, the Netherlands and Belgium
- Spain, Portugal and Italy, where solar is reshaping prices fastest
- The Nordics, Poland and Central and Eastern Europe
- Cross-border flows and interconnector economics
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Common questions.
How accurate are power price forecasts?
No forecast is exact, which is why we focus on explainable forecasts, back-testing and scenarios. A good forecast tells you what drives prices, how confident you can be, and how outcomes change under different assumptions.
What is the difference between fundamental and statistical price forecasting?
Fundamental models simulate the power system to explain why prices form, and are essential for medium- and long-term forecasts and scenarios. Statistical models learn from recent data and excel at short horizons. Combining both gives the most reliable results.
Which tools do you use for power price forecasting?
We work with leading tools including PLEXOS, BID3 and PROMOD, alongside statistical and machine-learning models. As an independent consultancy we choose the tool that best fits the question.
Can your power price forecasts feed our ETRM?
Yes. Our forecasting and ETRM practices work together to publish forward curves and scenario sets into your ETRM or CTRM, risk and reporting systems.
