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Enhancement of internet-compatible tool for portfolio management

Project duration: 10 months

Brief description

Enhancement of existing .NET individual software for gas portfolio management at an energy trading company to include new contract options, price formulas for procurement and a module for optimizing procurement quantities.

Supplement

The existing application is to be expanded in order to map the various different contractual modalities (e.g. open contract and flexible contract), including their pricing clauses and the price formulae for the procurement markets. In addition to this, an optimization module is created to identify the optimum procurement quantities for the existing procurement alternatives.

Subject description

The contract and procurement market data combined with the current market prices and customer-specific load profile data form the basis for various evaluations of the portfolio development. The existing evaluation options are to be expanded to include performance measurement and portfolio optimization. The performance measurement serves to compare target purchase or selling prices with the defined benchmarks in the context of portfolio management. The portfolio optimization is intended to create a proposal for the ideal configuration of structured procurement, on the basis of the portfolio's contractual terms and for a specified load profile.

Overview

Project periodProjektzeitraum24.06.2005 - 05.05.2006

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Dr. Andreas Schneider

Sector Manager Energy

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