The cost simulation, running

Price paths through the year

drag to rotate, scroll to zoom
Each ribbon is one simulated year of hourly Sicilian prices, drawn from the calibrated two-factor model with intraday spikes. Depth is the path index, the horizontal axis is the day of the year, height is the daily average price. Completed paths drop into the distribution on the right.

Annual bill, 100 MW facility

paths completed0
expected cost per MW-
CVaR 95% per MW-
energy moved-
running against the compiled engine...

Hedge