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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

2015 AURIGA

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