Our electricity market price simulation service offers forecasts with a medium-term horizon for the Iberian electricity market MIBEL. Through an approach based on simulations of medium-term hourly prices, we provide our clients with a probabilistic vision of the future behavior of electricity prices, allowing better strategic decision making.

This service is aimed at a wide variety of actors in the energy sector, including utilities, traders, marketers, large consumers and electro-intensive users, managers of wind and photovoltaic farms, investment funds, banks, strategy and asset valuation consultants, and developers of hybrid and storage systems. Thanks to the quality and depth of our simulations, these agents can integrate our forecasts into their energy management and planning models.

Hourly price simulations with a medium-term horizon can be applied in multiple areas, from the optimization of energy management to the visualization of price patterns and the estimation of probability distributions. They can also be used as input in risk management models, in calculations of future price probabilities and in the estimation of metrics such as Value-at-Risk and confidence bands. Furthermore, this service is essential for optimizing the design of storage and hybridization systems, facilitating more profitable and sustainable decisions.

Our service includes 1000 simulations of hourly market prices with up to three years of horizon, allowing a deep analysis and detailed. We also offer the possibility of carrying out retrospective simulations, which allows studying market evolution and improving the calibration of predictive models.

Currently, this service is available for the electricity markets of Spain and Portugal. Regarding delivery frequency, we offer flexible weekly, biweekly or monthly shipping options, adapting to the specific needs of each client.