Superior Optimization of Your Energy Portfolio with Stochastic Dynamic Programming
Time-steps' TS-Energy is a comprehensive platform for the optimizations of all your energy assets. Compared to common optimization methods, the optimization with TS-Energy leads to increased annual net-returns of up to 7%. This is among the reasons why all major Swiss energy providers make use of TS-Energy.
TS-Energy optimizes the expected return of your energy portfolio by generating optimal operating strategies for power plant operation and energy trading. TS-Energy offers you all the necessary tools to be prepared for the challenges of evermore volatile energy markets: valuation, risk analysis, hedging and dispatching of all assets in your portfolio.
• Optimization based on stochastic dynamic programming
• Proven increases of net-returns in comparison to common optimization methods
• Detailed modeling of power plants and other assets
• Trading support including the computation of margin prices
The platform combines proven algorithms and valuation techniques from finance with specialized knowledge in energy production. Next to the common linear optimization methods, TS-Energy offers stochastic dynamic algorithms in order to optimize energy assets and portfolios. The stochastic processes describe uncertainties of base values such as the prices of combustibles and electricity and natural inflows of pumped-storage power plants.
Power plant operation
• Profit maximization
• Generation of margin prices
• Managmement of electricity production and ancillary services
• Price definition and allocation of ancillary services
• Analysis of power plant extensions
• Analysis of portfolio and assets risks
• Optimal hedging of your portfolio
• Report the Greeks of Assets
• Determination of optimal margin prices
• Pricing and risk analysis of assets and contracts
• Display of available capacities for the intra-day trade
In comparison to common optimization methods, TS-Energy achieves clear improvements in regards to profitability. Significant increases of yearly net-returns have been shown and published by several of our clients.