Energy Procurement & PPA Analytics
Strategic sourcing, PPA structuring, hedging, and risk management
End-to-end energy procurement from contract origination to settlement — covering multi-commodity sourcing strategies, PPA structuring (physical, virtual, sleeved), hedging position management, quantitative risk analytics, and market participation. Built for energy managers and CFOs who need procurement decisions backed by real consumption data, forward curves, and Monte Carlo risk modeling.
Key capabilities
Contract lifecycle management
Central repository for all energy contracts — electricity, gas, steam, RECs, and carbon credits. Track counterparties, pricing structures, delivery points, renewal dates, and termination clauses. Automated invoice reconciliation validates charges against contracted rates, flags variances, and manages disputes with full audit trail.
PPA structuring & settlement
Structure and manage physical, virtual (CfD), and sleeved PPAs with full settlement calculations. Model fixed-price, indexed, floor/cap, escalator, and profile-shaped structures against your 8,760-hour consumption profile. Track balancing costs, GoO/REC allocation per PPA, and generation performance vs. P50/P90 projections.
Procurement strategy engine
Model and compare sourcing strategies — fixed-price, index/floating, block-and-index, layered hedging, and managed portfolio approaches. Simulate dollar-cost averaging schedules, evaluate hedge ratios (e.g., 50/50 spot/forward vs. 80/20 fixed/flex), and optimize blended portfolio costs across sites and commodities.
Hedging & position management
Track hedged vs. open volumes by delivery period across all instruments — forwards, futures, options, swaps, and PPAs. Visualize hedge ratios over rolling time horizons. Manage position limits with automated breach alerts, and execute hedge transactions through structured approval workflows.
Market data integration
Real-time and historical wholesale price feeds from ICE, EPEX SPOT, NYMEX, and regional ISOs. Forward curves from S&P Global Platts, Montel, and EEX. Automated price alerts on power, gas, carbon, and REC/GoO markets. Regional coverage across Europe, North America, and MENA wholesale markets.
Quantitative risk analytics
Value at Risk (VaR) using variance/covariance, historical simulation, and Monte Carlo methods. Mark-to-market on all open contracts and derivative positions. P&L attribution — realized vs. unrealized by instrument, strategy, and site. Stress testing under extreme price scenarios, volume deviations, and counterparty default. Credit risk scoring with exposure limits and collateral tracking.
PPA valuation & pricing
Monte Carlo NPV projections with P25/P50/P75 scenarios based on 20,000+ stochastic simulations per offer. Capture price forecasting accounting for renewable production vs. market price correlation (cannibalization effect). Balancing cost estimation, GoO/REC value integration, and contract-level mark-to-market for portfolio reporting.
Budget forecasting & scenario analysis
Forward-looking cost projections combining contracted positions, uncontracted exposure, and market price forecasts. Monte Carlo cost-at-risk modeling with P50/P75/P90 probability distributions. What-if analysis for price movements, volume changes, new contract scenarios, and regulatory impacts on energy costs.
Digital RFP & reverse auction
Create and distribute digital RFPs to qualified supplier networks. Run live reverse auctions with real-time competitive bidding across multiple products and term lengths simultaneously. Normalize bids for apples-to-apples comparison accounting for different pricing structures, embedded RECs, and credit terms. Full audit trail for procurement compliance.
24/7 carbon-free energy & certificates
Hourly matching of consumption with carbon-free generation sources for 24/7 CFE procurement strategies. Track time-stamped RECs, I-RECs, and Guarantees of Origin with retirement scheduling. Portfolio carbon intensity by hour — identify gaps where procurement does not match consumption. Direct integration with Carbon & ESG for Scope 2 market-based reporting.
Demand forecasting & load profiling
ML-based weather-adjusted demand forecasting at site and portfolio levels. Analyze consumption shapes — baseload, peak, off-peak, and seasonal patterns — to inform procurement volume planning. Match generation profiles from prospective PPAs against actual demand to quantify profile mismatch costs and inform hedging decisions.
Regulatory compliance & hedge accounting
Built-in reporting for REMIT (EU wholesale energy market transparency), EMIR/MiFID II derivative reporting, and Dodd-Frank compliance. IFRS 9 and ASC 815 hedge accounting support with effectiveness testing documentation, designation records, and audit-ready hedge relationship files for financial reporting.
Automated market execution
Execute spot and day-ahead trades directly from the platform with rule-based automation. Define trigger conditions — price thresholds, volume bands, time windows — and let the system place orders on connected wholesale markets. Full execution logs with slippage tracking and post-trade reconciliation against contracted positions.
AI procurement timing
Machine learning models trained on historical price patterns, weather forecasts, grid demand signals, and market fundamentals to recommend optimal buying windows. Receive actionable alerts — buy now, wait, hedge partially — with confidence scores and supporting market context. Backtest timing strategies against historical data to validate model performance.
Automated price-fixing & negotiation
Automate the execution of price-fixing tranches according to pre-approved hedging strategies. Set volume schedules, price targets, and counterparty preferences — the system executes fixings within defined parameters and escalates exceptions. Structured negotiation workflows with approval gates for deals that exceed pre-set thresholds.
How it connects
Procurement shares data bidirectionally across the platform. Consumption profiles from Facilities & Metering inform volume planning and load-profile matching. Generation forecasts from Renewable Assets and Forecasting feed PPA capture-price models. Certificate portfolios sync with Carbon & ESG for Scope 2 market-based accounting.