Work Package 3 (2020)
The software package E!nvestigate provides solutions for operational tasks and managerial decision problems situated in the energy sector. During the past years, E!nvestigate has been steadily developed further according to enhanced methodologies as well as due to new or changing practical needs. Its modular concept is suitable to handle the heterogeneous problems arising in the respective application fields and to overcome the challenge of dedicated quantitative analyses. The tool will provide a valuable service for electricity companies to better manage their trading and adjust to the dynamic European market settings.
E!nvestigate valuates a broad range of energy contracts from standard products to virtual power plants. The development of the electricity spot price and the dynamics of future fuel prices adequately enter the optimizing calculation by means of stochastic models and price forward curves. E!nvestigate allows for an efficient assessment and reduction of the financial risk of electricity delivery contracts and net positions.
Among the results of using E!nvestigate are fair market values, risk measures including profit and loss distributions, risk premia, hedge portfolios and the optimal exercise strategy. An intuitive user interface allows for a free parametrization and the administration of the energy contracts and the calculated valuations.