Medium and long term gas portfolio risk modeling

J.M. Latorre J. Reneses A. Bello C. Mosacula

January 2018 - December 2018

Funding entity Enel Iberoamerica S.R.L

The aim of this collaboration is to continue with the developments in the AURIGA mid-term risk-management tool for the natural gas market. During 2018 the project focuses on obtaining a better representacion of the valuation of the portfolio and improving the management of correlation, such as considering the correlation between the different time horizons of the markets.

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

2018 AURIGA