Go top
Project information

Gas portfolio risk management: optimization of strategies

J. Reneses S. Lumbreras R. Marcos A. Valle J.M. Latorre R. Zamorano

January 2015 - December 2015

Funding entity Endesa

The aim of this collaboration is to continue with the conceptual and operational developments in the AURIGA risk management tool for the natural gas market, as well as to assist users in using the tool and interpreting results. The project is focused on the development of the three major modules in AURIGA: generating price paths, valuing portfolios and treatment of outcomes.

    Research topics:
  • *Medium-term tactical planning
  • *Short-Term Operation, Market Bidding and Operating Reserves


Aviso legal  |  Política de cookies |  Poítica de Privacidad

© Universidad Pontificia Comillas, Escuela Técnica Superior de Ingeniería - ICAI, Instituto de Investigación Tecnológica

Calle de Santa Cruz de Marcenado, 26 - 28015 Madrid, España - Tel: (+34) 91 5422 800