Transparent Energy’s Post

I encourage you to read, share, and act on the advice given in this timely whitepaper. This is a GREAT time to secure your next energy contract, with upside risk (what you bring into play by waiting to make your purchase) far outweighing hopes that prices will go down even lower.

As Europe’s energy markets face unprecedented shifts, gaining clarity on electricity price forecasts is crucial for business strategy and decision-making 🤝 High-Level Networking: Meet with C-level executives, investors, and energy traders to exchange strategies and explore partnerships. Discuss risk management approaches and opportunities emerging from the energy transition. 💼 Expert-Led Panels & Presentations & Focus on Key Topics: 💡Price volatility and its impact on business models 💡The role of renewable energy in stabilizing future prices 💡Regulatory and policy implications on pricing 💡Innovative financial mechanisms to hedge against market risks 🔗 Explore the full program: https://bit.ly/4e4V06t #ElectricityPrices #EnergyForecasting #SolarplazaSummit #EnergyMarketTrends #Negativepricing #EnergyTransition #Curtailment

An interesting and important read on how energy markets are evolving.

It’s been five years since the energy price cap was introduced by Ofgem. A recent report by Public First discusses its changing role in a volatile energy market, drawing on economic modelling, expert interviews and opinion polling. The energy price cap was originally introduced to protect loyal customers, who often paid significantly more than those who switched regularly. The report finds that the price cap was successful in that initial goal, but took a different role during the energy crisis, safeguarding all consumers by slowing the pace of energy price increases. The price cap also seemed to succeed in encouraging less efficient suppliers to reduce operational costs and therefore the price they charged consumers. The price cap should remain post-energy crisis, PF argues, or risk the ‘loyalty penalty’ re-emerging. #energymarkets #energyprices #costoflivingcrisis https://lnkd.in/e6apY2KT

🚨 𝗢𝗰𝘁𝗼𝗯𝗲𝗿'𝘀 𝗘𝗻𝗲𝗿𝗴𝘆 𝗠𝗼𝗻𝘁𝗵𝗹𝘆 𝗠𝗮𝗿𝗸𝗲𝘁 𝗥𝗲𝗽𝗼𝗿𝘁 𝗶𝘀 𝗵𝗲𝗿𝗲! 🚨 Keep up with the latest trends and insights driving energy prices. In October, gas and power contracts increased by 5.90% and 4.41% respectively. This month’s report takes a deep dive into a volatile October market environment, including the impact of recent geopolitical events. Whether you're overseeing energy procurement, or simply keeping an eye on market trends, this report is a must-read to stay one step ahead. 📈 👉Don’t miss out — download it today and understand what's impacting your prices! 🔗 𝗟𝗶𝗻𝗸 𝗶𝗻 𝘁𝗵𝗲 𝗰𝗼𝗺𝗺𝗲𝗻𝘁𝘀 𝗯𝗲𝗹𝗼𝘄 #EnergyMarket #RenewableEnergy #IndustryInsights #OctoberReport #EnergyPrices

Two recent interesting reads from Oxford Energy on market instrument challenges to incentivise and hedge renewables and storage investments. Of course, no silver bullet, but I like the more detailed than usual discussion on merchant market instruments vs regulatory support (…and possibly unwanted effects). I like the risk / exposure angle and linkages to finance / insurance portfolio theory. It allows for a more nuanced discussion on 1) which risks based on what kind of contractual structure, 2) how these risks behave in an investor portfolio (not standalone), 3) how investors differ in their willingness to take and price risks (ie asymmetry in ups / downs) 4) all risk pricing depends on the underlying view on market fundamentals (including volatility) and whether current models accurately capture those PS: yes, I am aware that the first one on fuel hedging makes the case for strong tail correlation in fuel driven energy systems (…reducing portfolio effects), but luckily we are moving further away from that. https://lnkd.in/e4R3UHXV https://lnkd.in/eTEV4cCu

Energy markets have finally eased a little this week, following a period of price rises. Read the full story below ⬇ To receive a personalised commodity report, or to discuss your business energy renewals, contact Lewis Hodges on the below ☎ 0208 65275252 ✉ Lewis@maximeyes.me #energymarketreport #commodityupdate #energypartner

⚡ S&P/ASX 200 Energy Index Rebounds from Key Support The ASX Energy Index (XEJ) surged to 8,621.3, bouncing off critical support at 8,485, with bullish momentum building. 🔍 Key Technical Observations: ✅ Support at 8,485, marking a pivotal bounce. ✅ Resistance: 8,918 – a breakout could lead to higher targets near 9,555. ✅ RSI at 55.18, pointing to strengthening bullish momentum. Is this rebound the beginning of a sustained recovery in the energy sector? ⚡ Click here to subscribe for free 7-day access to our daily market insights and analysis: 👉 https://lnkd.in/gxhra7gd #ASX200 #Energy #Markets #TechnicalAnalysis #Investing #KapitalesResearch

Take a look at our latest insights on “BESS Trading and Optimization”! 🚀 Battery energy storage systems (BESS) are reshaping energy markets, unlocking opportunities with strategies like arbitrage and value stacking. Managing battery degradation is also key to maximizing returns and extending battery life. Our summary below has the key points, check it out, then head to the full article for more! Link to the article is in the comments! 🔗 #EnergyStorage #Optimization #reLiEnergy

Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. Abstract :"Acknowledging the long-term potential of alternative energy sources, this paper examines the quantile frequency connectedness between clean energy markets and international stock markets, with implications related to hedging effectiveness. The main results point out that spillovers run from the US, the EU, the UK, and the Renewable Energy and Clean Technology Index to Japan and the Global Clean Energy Index. Furthermore, while the transmissions are concentrated in the short run during normal (0.5) and bull market (0.95) conditions, they extend to intermediate and long-term amid busting market (0,05 quantile) states, signifying a long-lasting impact that cannot be absorbed in the short run. Notably, clean energy index roles in information transmissions range from a net sender (Renewable Energy and Clean Technology Index), isolated (Green Bond Index), and a net receiver (Global Clean Energy Index). From a multivariant portfolio design perspective, we notice that a substantial weight should be allocated to clean energy assets, WTI, and CSI300 when compared with the rest of the financial markets. Moreover, the low (high) volatility regime yields lower (higher) weights than the ones reported in the mean state, but the results remain largely similar. Bivariant portfolio weights show that GB should have substantial weight when paired with all assets." Highlights •Examines the spillover dynamics between clean energy markets and international stock markets. •Highlights how these spillovers vary across different market conditions and time horizons. •Spillovers are concentrated in the short term during normal and bull market conditions. •Renewable energy and green bond act as a net receiver of spillover. •Suggests significant portfolio weight allocations to clean energy assets, WTI, and CSI300." https://lnkd.in/eY3SmxBe