Analytics

Detailed outputs for forecasting, storage dispatch, PPA hedging, and capture — with uncertainty ranges where available.

Last updated 19 Aug 2026, 14:00

Day-Ahead Forecast (next 24h)

hybrid_da_forecast

critical

Point estimate

€115.82/MWh

medium confidence · 200 paths

Quantiles

P10: €94.41/MWh
P50: €115.82/MWh
P90: €137.11/MWh

Key metrics

n samples: 31750.0000
residual std: 21.1900
train mae: 11.8610
test mae: 13.3730

Explanation & assumptions

{
  "method": "structural_merit_order + LEAR_elasticnet_residual",
  "ood_gate": {
    "triggered": false,
    "distance": 2.4748,
    "threshold": 4,
    "confidence_cap": "medium",
    "reason": "within_training_hull"
  },
  "capacity_delta_mw": 0
}

Capture w/ +storage (counterfactual)

capture_causal

advisory

Point estimate

0.9196

low confidence · 4 paths

Quantiles

P10: 0.9195
P50: 0.9196
P90: 0.9197

Key metrics

base negative hour ratio: 0.0071
cf negative hour ratio: 0.0071
base daily spread: 251.1400
cf daily spread: 251.1300
base capture rate: 0.9195
cf capture rate: 0.9196
capture uplift: 0.0001
spread reduction proxy: 0.0306

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": -20348.7618,
  "dml_se": 4203.0931,
  "iv_first_stage_corr": -0.8427,
  "assumption": "storage_reduces_negative_hours_and_spreads",
  "ood": {
    "triggered": true,
    "distance": 10.1532,
    "threshold": 4,
    "confidence_cap": "low",
    "reason": "zscore_exceeds_threshold"
  },
  "bess_delta_mw": 15,
  "bess_delta_requested_mw": 30,
  "tracks_agree": false,
  "identification_note": "single_bidding_zone_advisory_only"
}

15-min Paths (168h)

qh_generator

critical

Point estimate

€124.69/MWh

medium confidence · 20 paths

Quantiles

P10: €52.52/MWh
P50: €124.69/MWh
P90: €173.95/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 (model)

bess_dispatch

critical

Point estimate

€587.76

medium confidence · 20 paths

Quantiles

P10: €-10.77k
P50: €587.76
P90: €18.16k

Key metrics

expected value eur: 587.7600
realistic value p50 eur: 587.7600
perfect foresight p50 eur: 25198.1300
foresight gap mean: 23372.8000
realistic pct of perfect: 2.3300
n scenarios: 50.0000

Explanation & assumptions

{
  "policy": "rolling_da_lp_soc_cycle_limits",
  "headline_track": "realistic_rolling_da",
  "upper_bound_track": "perfect_foresight_lp",
  "foresight_gap_mean": 23372.8,
  "constraints": "soc_power_efficiency_max_cycles_per_day"
}

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: 1318835.7700
cvar 5: 1119027.3100
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 (advisory)

crisis_alpha

advisory

Point estimate

€21.78k

medium confidence · 10 paths

Quantiles

P10: €7.94k
P50: €21.78k
P90: €32.93k

Key metrics

base policy value: 5095.7300
enhanced policy value: 26876.9800
alpha uplift: 21781.2500
mean foresight gap: 21781.2500
crisis conditional gap: 21843.5800

Explanation & assumptions

{
  "module_tier": "advisory",
  "method": "value_of_information_foresight_gap",
  "crisis_definition": "low_wind_and_low_solar",
  "crisis_hour_ratio": 0.0143,
  "forecast_error_mean": -0.114,
  "forecast_error_std": 11.055,
  "literature_bound_pct": "1-8pct_perfect_foresight_overstatement",
  "validation": "requires_out_of_sample_by_crisis_type",
  "degenerate_reasons": [],
  "trustworthy": true
}