Module detail

v2.1.0Source: Cloud Run API(res-bess-api-m7sef6orza-ey.a.run.app)Updated 18 Jun 2026, 12:43

Day-Ahead Forecast

hybrid_da_forecast

critical

Point estimate

€78.68/MWh

medium confidence · 200 paths

Quantiles

P10: €60.35/MWh
P50: €78.68/MWh
P90: €101.05/MWh

Key metrics

n samples: 23974.0000
residual std: 22.2380
train mae: 10.8990
test mae: 13.8380

Explanation & assumptions

{
  "method": "structural_merit_order + LEAR_elasticnet_residual",
  "ood_gate": {
    "triggered": false,
    "distance": 3.3453,
    "threshold": 4,
    "confidence_cap": "medium",
    "reason": "within_training_hull"
  },
  "capacity_delta_mw": 0
}

Capture Rate (Causal)

capture_causal

advisory

Point estimate

0.9004

low confidence · 4 paths

Quantiles

P10: 0.9003
P50: 0.9004
P90: 0.9006

Key metrics

base negative hour ratio: 0.0190
cf negative hour ratio: 0.0189
base daily spread: 252.7200
cf daily spread: 252.7400
base capture rate: 0.9003
cf capture rate: 0.9004
capture uplift: 0.0002
spread reduction proxy: 0.0528

Explanation & assumptions

{
  "module_tier": "advisory",
  "headline_track": "structural_counterfactual_simulation",
  "audit_track": "double_ml_partial_effect + shift_share_iv",
  "dml_theta_spread_per_bess_ratio": 7534.3524,
  "dml_se": 2949.7508,
  "iv_first_stage_corr": 0.818,
  "assumption": "storage_reduces_negative_hours_and_spreads",
  "ood": {
    "triggered": true,
    "distance": 10.3874,
    "threshold": 4,
    "confidence_cap": "low",
    "reason": "zscore_exceeds_threshold"
  },
  "bess_delta_mw": 30
}

15-min Paths

qh_generator

critical

Point estimate

€41.10/MWh

medium confidence · 20 paths

Quantiles

P10: €24.60/MWh
P50: €41.10/MWh
P90: €48.21/MWh

Key metrics

qh points per path: 672.0000
n paths: 50.0000

Explanation & assumptions

{
  "method": "conditional_block_bootstrap + gaussian_copula_coupling",
  "granularity": "PT15M",
  "fundamental_conditioning": true
}

BESS Dispatch

bess_dispatch

critical

Point estimate

€24.34k

medium confidence · 20 paths

Quantiles

P10: €18.21k
P50: €24.34k
P90: €36.51k

Key metrics

expected value eur: 24343.0100
foresight gap mean: 264.2900
n scenarios: 50.0000

Explanation & assumptions

{
  "policy": "lp_arbitrage_soc_constraints",
  "foresight_gap_mean": 264.29,
  "constraints": "soc_power_efficiency"
}

PPA Tail Risk

ppa_tail

critical

Point estimate

85%

medium confidence · 12 paths

Quantiles

P10: 30%
P50: 85%
P90: 85%

Key metrics

optimal sold fraction: 0.8500
expected pnl: 1216485.9500
cvar 5: 1061224.2900
shortfall probability: 0.0000
tail low gen high price freq: 0.2000
n scenarios: 200.0000

Explanation & assumptions

{
  "objective": "maximize mean_pnl + 0.5*cvar_5 - shortfall_penalty",
  "risk_measures": [
    "CVaR_Rockafellar_Uryasev",
    "shortfall_probability"
  ],
  "paths": "copula_coupled_joint_scenarios"
}

Crisis Alpha

crisis_alpha

advisory

Point estimate

€228.67

medium confidence · 10 paths

Quantiles

P10: €0.00
P50: €228.67
P90: €596.37

Key metrics

base policy value: 26326.0000
enhanced policy value: 26554.6700
alpha uplift: 228.6700
mean foresight gap: 228.6700
crisis conditional gap: 229.4700

Explanation & assumptions

{
  "module_tier": "advisory",
  "method": "value_of_information_foresight_gap",
  "crisis_definition": "low_wind_and_low_solar",
  "crisis_hour_ratio": 0.0174,
  "forecast_error_mean": 0,
  "forecast_error_std": 0,
  "literature_bound_pct": "1-8pct_perfect_foresight_overstatement",
  "validation": "requires_out_of_sample_by_crisis_type"
}